Browsing by Author Pesaran, M Hashem

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PreviewIssue DateTitleAuthor(s)
cwpe0602.pdf14-Mar-2006Learning, Structural Instability and Present Value CalculationsPesaran, M Hashem; Pettenuzzo, Davide; Timmermann, Allan
0661.pdfJan-2007Long Run Macroeconomic Relations in the Global EconomyDees, S; Holly, Sean; Pesaran, M Hashem; Smith, L Vanessa
0719.pdfApr-2007Lumpy Price Adjustments: A Microeconometric AnalysisDhyne, Emmanuel; Fuss, Catherine; Pesaran, M Hashem; Sevestre, Patrick
cwpe0604.pdf14-Mar-2006Macroeconometric Modelling with a Global PerspectivePesaran, M Hashem; Smith, Ron P
cwpe0330.pdf16-Jun-2004Macroeconomic Dynamics and Credit Risk: A Global PerspectivePesaran, M Hashem; Schuermann, Til; Treutler, Bjorn-Jakob; Weiner, Scott M
0808.pdfFeb-2008Model Averaging in Risk Management with an Application to Futures MarketsPesaran, M Hashem; Schleicher, C; Zaffaroni, P
wp0119.pdf16-Jun-2004Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric ModelPesaran, M Hashem; Schuermann, Til; Weiner, Scott M
0734.pdfJun-2007Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t DistributionPesaran, Bahram; Pesaran, M Hashem
savtext.pdf16-Jun-2004Neglected Heterogeneity and Dynamics in Cross-country Savings RegressionsHaque, Nadeem U; Pesaran, M Hashem; Sharma, Sunil
nnest.pdf16-Jun-2004Non-nested Hypothesis Testing: An OverviewPesaran, M Hashem; Weeks, Melvyn
0944.pdfOct-2009Oil Exports and the Iranian EconomyEsfahani, H S; Mohaddes, K; Pesaran, M Hashem
agglin_may02.pdf16-Jun-2004On Aggregation of Linear Dynamic ModelsPesaran, M Hashem
0662.pdfJan-2007On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous VariablesPagan, Adrian; Pesaran, M Hashem
IPnivOct25.pdf16-Jun-2004On The Panel Unit Root Tests Using Nonlinear Instrumental VariablesIm, Kyung So; Pesaran, M Hashem
0813.pdfMar-2008Optimal Asset Allocation with Factor Models for Large PortfoliosPesaran, M Hashem; Zaffaroni, P
cwpe0453.pdf14-Mar-2006A Pair-wise Approach to Testing for Output and Growth ConvergencePesaran, M Hashem
cwpe0634.pdf2006Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price MeasuresPesaran, M Hashem; Smith, Ron P; Yamagata, Takashi; Hvozdyk, Lyudmyla
cwpe0651.pdfAug-2006Panels with Nonstationary Multifactor Error StructuresKapetanios, George; Pesaran, M Hashem; Yamagata, Takashi
0775.pdfDec-2007Panel Unit Root Tests in the Presence of a Multifactor Error StructurePesaran, M Hashem; Smith, L Vanessa; Yamagata, Takashi
cwpe0434.pdfJun-2004Random Coefficient Panel Data MethodsHsiao, Cheng; Pesaran, M Hashem

Showing results 20 to 39 of 55

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