Search Results - Pesaran, M. Hashem 1946-

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  1. 1
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    Learning, structural instability and present value calculations: [... presented at the 8th Bundesbank spring conference (May 2006) on "New developments in Economic Forecasting"]
    by Pesaran, M. Hashem 1946-, Pettenuzzo, Davide, Timmermann, Allan 1964-

    Published 2006
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  2. 2
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    Dynamic regression: Theory and algorithms
    by Pesaran, M. Hashem 1946-, Slater, Lucy J.

    Published 1980
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  3. 3
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    A two stage approach to spatiotemporal analysis with strong and weak cross-sectional dependence
    by Bailey, Natalia, Holly, Sean, Pesaran, M. Hashem 1946-

    Published 2014
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  4. 4
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    Theory and practice of GVAR modeling
    by Chudik, Akexander, Pesaran, M. Hashem 1946-

    Published 2014
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  5. 5
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    A multiple testing approach to the regularisation of large sample correlation matrices
    by Bailey, Natalia, Pesaran, M. Hashem 1946-, Smith, L. Vanessa

    Published 2014
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  6. 6
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    Large panel Data models with cross-sectional dependence: a survey
    by Chudik, Alexander, Pesaran, M. Hashem 1946-

    Published 2013
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  7. 7
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    Signs of impact effects in time series regression models
    by Pesaran, M. Hashem 1946-, Smith, Ron 1946-

    Published 2013
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  8. 8
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    An exponential class of dynamic binary choice panel data models with fixed effects
    by Sadoon, Majid M. al-, Li, Tong, Pesaran, M. Hashem 1946-

    Published 2012
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  9. 9
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    Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
    by Pesaran, Bahram, Pesaran, M. Hashem 1946-

    Published 2010
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  10. 10
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    Predictability of asset returns and the efficient market hypothesis
    by Pesaran, M. Hashem 1946-

    Published 2010
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  11. 11
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    Variable selection and inference for multi-period forecasting problems
    by Pesaran, M. Hashem 1946-, Pick, Andreas, Timmermann, Allan 1964-

    Published 2009
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  12. 12
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    A VECX* model of the Swiss economy
    by Assenmacher-Wesche, Katrin, Pesaran, M. Hashem 1946-

    Published 2008
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  13. 13
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    Optimal asset allocation with factor models for large portfolios
    by Pesaran, M. Hashem 1946-, Zaffaroni, Paolo 1967-

    Published 2008
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  14. 14
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    Diagnostic tests of cross section independence for nonlinear panel data models
    by Hsiao, Cheng 1943-, Pesaran, M. Hashem 1946-, Pick, Andreas

    Published 2007
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  15. 15
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    Modelling volatilities and conditional correlations in futures markets with a multivariate T distribution
    by Pesaran, Bahram, Pesaran, M. Hashem 1946-

    Published 2007
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  16. 16
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    Learning, structural instability and present value calculations
    by Pesaran, M. Hashem 1946-, Pettenuzzo, Davide, Timmermann, Allan 1964-

    Published 2006
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  17. 17
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    Testing dependence among serially correlated multi-category variables
    by Pesaran, M. Hashem 1946-, Timmermann, Allan 1964-

    Published 2006
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  18. 18
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    Testing slope homogeneity in large panels
    by Pesaran, M. Hashem 1946-, Yamagata, Takashi 1970-

    Published 2005
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  19. 19
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    What if the UK had joined the Euro in 1999?: an empirical evaluation using a global VAR
    by Pesaran, M. Hashem 1946-, Smith, L. Vanessa, Smith, Ron 1946-

    Published 2005
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  20. 20
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    Unit roots and cointegration in panels
    by Breitung, Jörg, Pesaran, M. Hashem 1946-

    Published 2005
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