Browsing by Author Pesaran, M Hashem

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PreviewIssue DateTitleAuthor(s)
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
cwpe0432.pdfJun-2004Real Time EconometricsPesaran, M Hashem; Timmermann, Allan
cwpe0529.pdf14-Mar-2006The Role of Industry, Geography and Firm Heterogeneity in Credit Risk DiversificationPesaran, M Hashem; Schuermann, Til; Treutler, Bjorn-Jakob
cwpe0338.pdf16-Jun-2004Scope for Cost Minimization in Public Debt Management: the Case of the UKCoe, Patrick J; Pesaran, M Hashem

Showing results 23 to 42 of 55

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