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Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

Hsiao, Cheng; Hashem Pesaran, M.; Kamil Tahmiscioglu, A. - In: Journal of Econometrics 109 (2002) 1, pp. 107-150

Persistent link: https://www.econbiz.de/10005238962

A simulation approach to the problem of computing Cox's statistic for testing nonnested models

Hashem Pesaran, M.; Pesaran, Bahram - In: Journal of Econometrics 57 (1993) 1-3, pp. 377-392

Persistent link: https://www.econbiz.de/10005239040

Limited-dependent rational expectations models with stochastic thresholds

Hashem Pesaran, M.; Ruge-Murcia, Francisco J. - In: Economics Letters 51 (1996) 3, pp. 267-276

Persistent link: https://www.econbiz.de/10005257615

Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation

Hashem Pesaran, M. - In: Economic Modelling 20 (2003) 2, pp. 383-415

Persistent link: https://www.econbiz.de/10005205701

The spatial and temporal diffusion of house prices in the UK

Holly, Sean; Hashem Pesaran, M.; Yamagata, Takashi - In: Journal of Urban Economics 69 (2011) 1, pp. 2-23

This paper provides a method for the analysis of the spatial and temporal diffusion of shocks in a dynamic system. We use changes in real house prices within the UK economy at the level of regions to illustrate its use. Adjustment to shocks involves both a region specific and a spatial effect....

Persistent link: https://www.econbiz.de/10008871849

Oil investment in the North Sea

Favero, Carlo; Hashem Pesaran, M. - In: Economic modelling 11 (1994) 3, pp. 308-329

Persistent link: https://www.econbiz.de/10006349327

A Long run structural macroeconometric model of the UK

Garratt, Anthony; Lee, Kevin; Hashem Pesaran, M.; Shin, … - In: The economic journal : the journal of the Royal … 113 (2003) 487, pp. 412-455

Persistent link: https://www.econbiz.de/10007465788

Testing slope homogeneity in large panels

Hashem Pesaran, M.; Yamagata, Takashi - In: Journal of econometrics 142 (2008) 1, pp. 50-93

Persistent link: https://www.econbiz.de/10007894518

Heterogeneity and cross section dependence in panel data models: theory and applications introduction

Baltagi, Badi H.; Hashem Pesaran, M. - In: Journal of applied econometrics 22 (2007) 2, pp. 229-232

Persistent link: https://www.econbiz.de/10007723969

What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR

Hashem Pesaran, M.; Vanessa Smith, L.; Smith, Ron P. - In: International journal of finance & economics : IJFE 12 (2007) 1, pp. 55-88

Persistent link: https://www.econbiz.de/10007597221