Mohammad Hashem Pesaran

Names

Identifer

Contact

Affiliations

• University of Southern California / Center for Applied Financial Economics (CAFE) (weight: 1%)
  • EDIRC entry
  • location:
• University of Southern California / Department of Economics (weight: 99%)
  • EDIRC entry
  • location:

Research profile

author of:

• Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model (RePEc:arx:papers:2109.00321)
  by M. Hashem Pesaran & Cynthia Fan Yang
• A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors (RePEc:arx:papers:2109.00408)
  by M. Hashem Pesaran & Yimeng Xie
• Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage (RePEc:arx:papers:2110.09400)
  by Dario Laudati & M. Hashem Pesaran
• Identification and Estimation of Categorical Random Coefficient Models (RePEc:arx:papers:2302.14380)
  by Zhan Gao & M. Hashem Pesaran
• Heterogeneous Autoregressions in Short T Panel Data Models (RePEc:arx:papers:2306.05299)
  by M. Hashem Pesaran & Liying Yang
• Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries (RePEc:arx:papers:2309.08619)
  by Ida Johnsson & M. Hashem Pesaran & Cynthia Fan Yang
• Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity (RePEc:arx:papers:2310.11680)
  by M. Hashem Pesaran & Liying Yang
• Causal effects of the Fed's large-scale asset purchases on firms' capital structure (RePEc:arx:papers:2310.18638)
  by Andrea Nocera & M. Hashem Pesaran
• Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels (RePEc:arx:papers:2311.02196)
  by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
• Variable Selection in High Dimensional Linear Regressions with Parameter Instability (RePEc:arx:papers:2312.15494)
  by Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi
• High-dimensional forecasting with known knowns and known unknowns (RePEc:arx:papers:2401.14582)
  by M. Hashem Pesaran & Ron P. Smith
• Tests of Policy Interventions in DSGE Models (RePEc:bbk:bbkcam:1706)
  by M Hashem Pesaran & Ron P Smith
• Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors (RePEc:bbk:bbkcam:1707)
  by M Hashem Pesaran & Ron P Smith
• Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia in portfolios (RePEc:bbk:bbkcam:2108)
  by M. Hashem Pesaran & Run Smith
• Revisiting the Great Ratios Hypothesis (RePEc:bbk:bbkcam:2203)
  by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
• Tests of Policy Ineffectiveness in Macroeconometrics (RePEc:bbk:bbkefp:1405)
  by M. Hashem Pesaran & Ron P Smith
• Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing (RePEc:bbk:bbkefp:1406)
  by M. Hashem Pesaran & Ron P Smith
• China’s Emergence in the World Economy and Business Cycles in Latin America (RePEc:bca:bocawp:12-32)
  by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu
• Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults (RePEc:bca:bocawp:13-19)
  by M. Hashem Pesaran & TengTeng Xu
• Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration (RePEc:bde:wpaper:0005)
  by Michael Binder & Cheng Hsiao & M. Hashem Pesaran
• Testing Dependence Among Serially Correlated Multicategory Variables (RePEc:bes:jnlasa:v:104:i:485:y:2009:p:325-337)
  by Pesaran, M. Hashem & Timmermann, Allan
• Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy (RePEc:bes:jnlasa:v:98:y:2003:p:829-838)
  by Garratt A. & Lee K. & Pesaran M.H. & Shin Y.
• A Simple Nonparametric Test of Predictive Performance (RePEc:bes:jnlbes:v:10:y:1992:i:4:p:561-65)
  by Pesaran, M Hashem & Timmermann, Allan
• Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods (RePEc:bes:jnlbes:v:12:y:1994:i:1:p:11-21)
  by Pesaran, M Hashem & Pierse, Richard G & Lee, Kevin C
• Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps (RePEc:bes:jnlbes:v:17:y:1999:i:1:p:50-66)
  by Pesaran, M Hashem & Ruge-Murcia, Francisco J
• Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (RePEc:bes:jnlbes:v:22:y:2004:p:129-162)
  by Pesaran M.H. & Schuermann T. & Weiner S.M.
• Rejoinder (RePEc:bes:jnlbes:v:22:y:2004:p:175-181)
  by Pesaran M.H. & Schuermann T. & Weiner S.M.
• Forecast Combination Across Estimation Windows (RePEc:bes:jnlbes:v:29:i:2:y:2011:p:307-318)
  by Pesaran, M. Hashem & Pick, Andreas
• Lumpy Price Adjustments: A Microeconometric Analysis (RePEc:bes:jnlbes:v:29:i:4:y:2011:p:529-540)
  by Dhyne, Emmanuel & Fuss, Catherine & Pesaran, M. Hashem & Sevestre, Patrick
• Lumpy Price Adjustments: A Microeconometric Analysis (RePEc:bfr:banfra:185)
  by Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P.
• 4 The Role of Theory in Applied Econometrics (RePEc:bla:ecorec:v:64:y:1988:i:4:p:336-339)
  by M. Hashem Pesaran
• Structural Analysis of Cointegrating VARs (RePEc:bla:jecsur:v:12:y:1998:i:5:p:471-505)
  by M. Hashem Pesaran & Ron P. Smith
• Theory And Practice Of Gvar Modelling (RePEc:bla:jecsur:v:30:y:2016:i:1:p:165-197)
  by Alexander Chudik & M. Hashem Pesaran
• Predictability of Stock Returns: Robustness and Economic Significance (RePEc:bla:jfinan:v:50:y:1995:i:4:p:1201-28)
  by Pesaran, M Hashem & Timmermann, Allan
• Testing for Structural Stability and Predictive Failure: A Review (RePEc:bla:manch2:v:53:y:1985:i:3:p:280-95)
  by Pesaran, M H & Smith, R P & Yeo, J S
• Macroeconometric Modelling With A Global Perspective (RePEc:bla:manchs:v:74:y:2006:i:s1:p:24-49)
  by M. Hashem Pesaran & Ron Smith
• BEYOND THE DSGE STRAITJACKET-super-1 (RePEc:bla:manchs:v:79:y:2011:i:s2:p:5-16)
  by M. Hashem Pesaran & Ron P. Smith
• Diagnostics for IV Regressions (RePEc:bla:obuest:v:61:y:1999:i:2:p:255-281)
  by M. Hashem Pesaran & Larry W. Taylor
• The Cost Effectiveness of the UK's Sovereign Debt Portfolio (RePEc:bla:obuest:v:67:y:2005:i:4:p:467-495)
  by Patrick J. Coe & M. Hashem Pesaran & Shaun P. Vahey
• Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models (RePEc:bla:obuest:v:74:y:2012:i:2:p:253-277)
  by Cheng Hsiao & M. Hashem Pesaran & Andreas Pick
• Constructing Multi-Country Rational Expectations Models (RePEc:bla:obuest:v:76:y:2014:i:6:p:812-840)
  by Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• To Pool or Not to Pool: Revisited (RePEc:bla:obuest:v:80:y:2018:i:2:p:185-217)
  by M. Hashem Pesaran & Qiankun Zhou
• Tests of Policy Interventions in DSGE Models (RePEc:bla:obuest:v:80:y:2018:i:3:p:457-484)
  by M. Hashem Pesaran & Ron P. Smith
• Revisiting the Great Ratios Hypothesis (RePEc:bla:obuest:v:85:y:2023:i:5:p:1023-1047)
  by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
• Uncertainty and economic activity: a multi-country perspective (RePEc:boe:boeewp:0730)
  by Cesa-Bianchi, Ambrogio & Pesaran, M Hashem & Rebucci, Alessandro
• Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration (RePEc:cam:camdae:0003)
  by Binder, M. & Hsaio, C. & Pesaran, M.H.
• Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy (RePEc:cam:camdae:0004)
  by Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y.
• The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach (RePEc:cam:camdae:0005)
  by Coe, P. & Pesaran, M.H. & Vahey, S.P.
• Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (RePEc:cam:camdae:0119)
  by Pesaran, M.H. & Weiner, S.M.
• Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence (RePEc:cam:camdae:0305)
  by Pesaran, H.M.
• How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? (RePEc:cam:camdae:0306)
  by Pesaran, H.M. & Timmermann, A.
• Macroeconomic Dynamics and Credit Risk: A Global Perspective (RePEc:cam:camdae:0330)
  by Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M.
• Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks (RePEc:cam:camdae:0331)
  by Pesaran, M.H. & Timmermann, A.
• Scope for Cost Minimization in Public Debt Management: the Case of the UK (RePEc:cam:camdae:0338)
  by Coe, P.J. & Pesaran, M.H. & Vahey, S.P.
• A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (RePEc:cam:camdae:0346)
  by Pesaran, M.H.
• On The Panel Unit Root Tests Using Nonlinear Instrumental Variables (RePEc:cam:camdae:0347)
  by Im, K.S. & Pesaran, M.H.
• Econometric Issues in the Analysis of Contagion (RePEc:cam:camdae:0402)
  by Pesaran, M.H. & Pick, A.
• ‘Real Time Econometrics’ (RePEc:cam:camdae:0432)
  by Pesaran, M.H. & Timmermann, A.
• ‘Forecasting Time Series Subject to Multiple Structural Breaks’ (RePEc:cam:camdae:0433)
  by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.
• ‘Random Coefficient Panel Data Models’ (RePEc:cam:camdae:0434)
  by Hsiao, C. & Pesaran, M.H.
• ‘General Diagnostic Tests for Cross Section Dependence in Panels’ (RePEc:cam:camdae:0435)
  by Pesaran, M.H.
• A Pair-wise Approach to Testing for Output and Growth Convergence (RePEc:cam:camdae:0453)
  by Pesaran, M.H.
• Testing Slope Homogeneity in Large Panels (RePEc:cam:camdae:0513)
  by Pesaran, M.H. & Yamagata. T.
• Exploring the International Linkages of the Euro Area: a Global VAR Analysis (RePEc:cam:camdae:0518)
  by Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V.
• Scope for Credit Risk Diversification (RePEc:cam:camdae:0519)
  by Hanson, S. & Pesaran, M.H. & Schuermann, T.
• Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns (RePEc:cam:camdae:0520)
  by Kapetanios, G. & Pesaran, M.H.
• What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR (RePEc:cam:camdae:0528)
  by Pesaran, M.H. & Smith, L.V. & Smith, R.P
• The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification (RePEc:cam:camdae:0529)
  by Pesaran, M.H. & Schuermann, T. & Treutler, B-J.
• Unit Roots and Cointegration in Panels (RePEc:cam:camdae:0535)
  by Breitung, J. & Pesaran, M.H.
• Survey Expectations (RePEc:cam:camdae:0536)
  by Pesaran, M.H. & Weale, M.
• Learning, Structural Instability and Present Value Calculations (RePEc:cam:camdae:0602)
  by Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A.
• Macroeconometric Modelling with a Global Perspective (RePEc:cam:camdae:0604)
  by Pesaran, M.H. & Smith, R.
• Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures (RePEc:cam:camdae:0634)
  by Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L.
• A Bias-Adjusted LM Test of Error Cross Section Independence (RePEc:cam:camdae:0641)
  by Pesaran, M.H. & Ullah, A. & Yamagata. T.
• Testing Dependence Among Serially Correlated Multi-category Variables (RePEc:cam:camdae:0648)
  by Pesaran, M.H. & Timmermann, A.
• Panels with Nonstationary Multifactor Error Structures (RePEc:cam:camdae:0651)
  by Kapetanios, G. & Pesaran, M.H. & Yamagata, T.
• A Spatio-Temporal Model of House Prices in the US (RePEc:cam:camdae:0654)
  by Holly, S. & Pesaran, M.H. & Yamagata. T.
• Econometrics: A Bird’s Eye View (RePEc:cam:camdae:0655)
  by Geweke, J. & Joel Horowitz & Pesaran, M.H.
• Long Run Macroeconomic Relations in the Global Economy (RePEc:cam:camdae:0661)
  by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V.
• On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables (RePEc:cam:camdae:0662)
  by Pagan, A. & Pesaran, M.H.
• Long Run Macroeconomic Relations in the Global Economy (RePEc:cam:camdae:0703)
  by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V.
• On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables (RePEc:cam:camdae:0704)
  by Pagan, A. & Pesaran, M.H.
• Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models (RePEc:cam:camdae:0716)
  by Hsiao, C. & Pesaran, M.H. & Pick, A.
• Lumpy Price Adjustments, A Microeconometric Analysis (RePEc:cam:camdae:0719)
  by Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P.
• Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution (RePEc:cam:camdae:0734)
  by Pesaran, B. & Pesaran, M.H.
• Large Panels with Common Factors and Spatial Correlations (RePEc:cam:camdae:0743)
  by Pesaran, M.H. & Tosetti, E.
• Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows (RePEc:cam:camdae:0746)
  by Pesaran, M.H. & Assenmacher-Wesche, K.
• Infinite Dimensional VARs and Factor Models (RePEc:cam:camdae:0757)
  by Chudik , A. & Pesaran, M.H.
• Panel Unit Root Tests in the Presence of a Multifactor Error Structure (RePEc:cam:camdae:0775)
  by Pesaran, M.H. & Smit, L.V. & Yamagata, T.
• Identification of New Keynesian Phillips Curves from a Global Perspective (RePEc:cam:camdae:0803)
  by Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P.
• Forecasting Economic and Financial Variables with Global VARs (RePEc:cam:camdae:0807)
  by Pesaran, M.H. & Schuermann, T. & Smit, L.V.
• Model Averaging in Risk Management with an Application to Futures Markets (RePEc:cam:camdae:0808)
  by Pesaran, M.H. & Schleicher, C. & Zaffaroni, P.
• A VECX* Model of the Swiss Economy (RePEc:cam:camdae:0809)
  by Assenmacher-Wesche, K. & Pesaran, M.H.
• Optimal Asset Allocation with Factor Models for Large Portfolios (RePEc:cam:camdae:0813)
  by Pesaran, M.H. & Zaffaroni, P.
• Forecasting Random Walks Under Drift Instability (RePEc:cam:camdae:0814)
  by Pesaran, M.H. & Pick, A.
• Iranian Economy in the Twentieth Century: A Global Perspective (RePEc:cam:camdae:0815)
  by Esfahani, H.S. & Pesaran, M.H.
• Variable Selection and Inference for Multi-period Forecasting Problems (RePEc:cam:camdae:0901)
  by Pesaran, M.H. & Pick, A. & Timmermann, A.
• Weak and Strong Cross Section Dependence and Estimation of Large Panels (RePEc:cam:camdae:0924)
  by Chudik, A. & Pesaran, M.H. & Tosetti, E.
• Oil Exports and the Iranian Economy (RePEc:cam:camdae:0944)
  by Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H.
• Spatial and Temporal Diffusion of House Prices in the UK (RePEc:cam:camdae:0952)
  by Holly, S. & Pesaran, M.H. & Yamagata, T.
• Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (RePEc:cam:camdae:1024)
  by Pesaran, M.H. & Chudik, A.
• Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market (RePEc:cam:camdae:1025)
  by Pesaran, M.H.
• Predictability of Asset Returns and the Efficient Market Hypothesis (RePEc:cam:camdae:1033)
  by Pesaran, M.H.
• Aggregation in Large Dynamic Panels (RePEc:cam:camdae:1118)
  by Pesaran, M.H. & Chudik, A.
• On Identification of Bayesian DSGE Models (RePEc:cam:camdae:1131)
  by Koop, G. & Pesaran, M.H. & Smith, R.
• Beyond the DSGE straightjacket (RePEc:cam:camdae:1138)
  by Pesaran, M. H. & Smith, R. P.
• China’s Emergence in the World Economy and Business Cycles in Latin America (RePEc:cam:camdae:1150)
  by Cesa-Bianchi, A. & Pesaran, M. H. & Rebucci, A. & Xu, T.
• Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults (RePEc:cam:camdae:1159)
  by Pesaran, M. H. & Xu, T.
• Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) (RePEc:cam:camdae:1163)
  by Pesaran, M.H. & Pick, A. & Pranovich, M.
• Exponent of Cross-sectional Dependence: Estimation and Inference (RePEc:cam:camdae:1206)
  by Bailey, N. & Kapetanios, G. & Pesaran, M. H.
• Testing Weak Cross-Sectional Dependence in Large Panels (RePEc:cam:camdae:1208)
  by Pesaran, M. H.
• Testing CAPM with a Large Number of Assets (Updated 28th March 2012) (RePEc:cam:camdae:1210)
  by Pesaran, M. H. & Yamagata, T.
• An Empirical Growth Model for Major Oil Exporters (RePEc:cam:camdae:1215)
  by Esfahani, H. S. & Mohaddes, K. & Pesaran, M. H.
• Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models (RePEc:cam:camdae:1224)
  by Hayakawa, K. & Pesaran, M.H.
• One Hundred Years of Oil Income and the Iranian Economy: A curse or a Blessing (RePEc:cam:camdae:1302)
  by Mohaddes, K. & Pesaran, M.H.
• Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors (RePEc:cam:camdae:1317)
  by Pesaran, Hashem & Chudik, Alexander
• Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models (RePEc:cam:camdae:1350)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• A Two Stage Approach to Spatiotemporal Analysis with Strong and weak cross Sectional Dependence (RePEc:cam:camdae:1362)
  by Natalia Bailey & Sean Holly & N. Hashem Pesaran
• Uncertainty and Economic Activity: A Global Perspective (RePEc:cam:camdae:1407)
  by Hashem Pesaran & Ambrogio Cesa-Bianchi & Alessandro Rebucci
• Theory and Practice of GVAR Modeling (RePEc:cam:camdae:1408)
  by Alexander Chudik & M. Hashem Pesaran
• Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects (RePEc:cam:camdae:1412)
  by Kazuhiko Hayakawa & Vanessa Smith & M. Hashem Pesaran
• A multiple testing approach to the regularisation of large sample correlation matrices (RePEc:cam:camdae:1413)
  by Natalia Bailey & Vanessa Smith & M. Hashem Pesaran
• Tests of Policy Ineffectiveness in Macroeconometrics (RePEc:cam:camdae:1415)
  by Hashem Pesaran & Ron Smith
• Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors (RePEc:cam:camdae:1501)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis (RePEc:cam:camdae:1516)
  by Kamiar Mohaddes & M. Hashem Pesaran
• Is There a Debt-threshold Effect on Output Growth? (RePEc:cam:camdae:1520)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• Big Data Analytics: A New Perspective (RePEc:cam:camdae:1611)
  by A. Chudik & G. Kapetanios & M. Hashem Pesaran
• Oil Prices and the Global Economy: Is It Different This Time Around? (RePEc:cam:camdae:1640)
  by Kamiar Mohaddes & M. Hashem Pesaran
• A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (RePEc:cam:camdae:1677)
  by Chudik, A. & Kapetanios, G. & Pesaran, Hashem
• Econometric Analysis of Production Networks with Dominant Units (RePEc:cam:camdae:1678)
  by Pesaran, H. & Yang, Cynthia Fan
• Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes (RePEc:cam:camdae:1679)
  by Pesaran, Hashem. & Johnsson. Ida.
• Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR (RePEc:cam:camdae:1874)
  by Chudik, A. & Pesaran, H. & Mohaddes, K.
• Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis (RePEc:cam:camdae:1965)
  by Kahn, M. E. & Mohaddes, K. & Ng, R. N. C. & Pesaran, M. H. & Raissi, M. & Yang, J-C.
• Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model (RePEc:cam:camdae:20102)
  by Pesaran, M. H. & Yang, C. F.
• A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model (RePEc:cam:camdae:2088)
  by Chudik, A. & Mohaddes, K. & Pesaran, M. H. & Raissi, M. & Rebucci, A.
• Regional Heterogeneity and U.S. Presidential Elections (RePEc:cam:camdae:2092)
  by Ahmed, R. & Pesaran, M. H.
• Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage (RePEc:cam:camdae:2155)
  by Laudati, D. & Pesaran, M. H.
• A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors (RePEc:cam:camdae:2158)
  by Pesaran, M. H. & Xie, Y.
• Climate Change and Economic Activity: Evidence from U.S. States (RePEc:cam:camdae:2205)
  by Mohaddes, K. & Ng, R. N. C. & Pesaran, M. H. & Raissi, M. & Yang, J-C.
• Revisiting the Great Ratios Hypothesis (RePEc:cam:camdae:2215)
  by Chudik, A. & Pesaran, M. H. & Smith, R. P.
• Forecasting with panel data: estimation uncertainty versus parameter heterogeneity (RePEc:cam:camdae:2219)
  by Pesaran, M. H. & Pick, A. & Timmermann, A.
• Causal effects of the Fed's large-scale asset purchases on firms' capital structure (RePEc:cam:camdae:2224)
  by Nocera, A. & Pesaran, M. H.
• A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages (RePEc:cam:camdae:2225)
  by Cun, W. & Pesaran, M. H.
• Identification and Estimation of Categorical Random Coeficient Models (RePEc:cam:camdae:2228)
  by Gao, Z. & Pesaran, M. H.
• Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe (RePEc:cam:camdae:2230)
  by Chudik, A. & Pesaran, M. H. & Rebucci, A.
• Reflections on "Testing for Unit Roots in Heterogeneous Panels" (RePEc:cam:camdae:2310)
  by Im, K S. & Pesaran, M. H. & Shin, Y.
• The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors (RePEc:cam:camdae:2317)
  by Pesaran, M. H. & Smith, R. P.
• Heterogeneous Autoregressions in Short T Panel Data Models (RePEc:cam:camdae:2342)
  by Pesaran, M. H. & Yang, L.
• Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries (RePEc:cam:camdae:2360)
  by Johnsson, I. & Pesaran, M. H. & Yang, C. F.
• Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity (RePEc:cam:camdae:2364)
  by Pesaran, M. H. & Yang, L.
• High-Dimensional Forecasting with Known Knowns and Known Unknowns (RePEc:cam:camdae:2406)
  by Pesaran, M. H. & Smith, R. P.
• Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment (RePEc:cam:camdae:9013)
  by Mcaleer, M. & Pesaran, M.H. & Bera, A.K.
• Expectations In Economics (RePEc:cam:camdae:9016)
  by Pesaran, M.H.
• Estimating Limited-Dependence Rational Exoectations Models (RePEc:cam:camdae:9017)
  by Pesaran, M.H. & Samiei, H.
• Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The Us Economy (RePEc:cam:camdae:9020)
  by Pesaran, M.H. & Pierse, R.G. & Lee, K.C.
• A Simple, Non-Parametric Test Of Predictive Performance (RePEc:cam:camdae:9021)
  by Pesaran, M.H. & Timmermann, A.
• The Statistical And Economic Significance Of The Predictability Of Exess Returns On Common Stocks (RePEc:cam:camdae:9022)
  by Pesaran, M.H. & Timmermann, G.
• Oil Investment in the North Sea (RePEc:cam:camdae:9204)
  by Favero, C.A. & Pesaran, M.H.
• Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS (RePEc:cam:camdae:9210)
  by Favero, C.A. & Pesaran, M.H. & Sharma, S.
• The Role of Sectoral Interactions in Wage Determination in the UK Economy (RePEc:cam:camdae:9214)
  by Lee, K.C. & Pesaran, M.H.
• Estimating Long-Run Relationships From Dynamic Heterogeneous Panels (RePEc:cam:camdae:9215)
  by Pesaran, M.H. & Smith, R.
• Forecasting Stock Returns (RePEc:cam:camdae:9216)
  by Pesaran, M.H. & Timmermann, A.
• A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing (RePEc:cam:camdae:9218)
  by Pesaran, M.H. & Timmermann, A.G.
• Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods (RePEc:cam:camdae:9219)
  by Pesaran, M. & Pierse, R.G. & Lee, K.C.
• A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method (RePEc:cam:camdae:9220)
  by Pesaran, M.H.
• A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models (RePEc:cam:camdae:9222)
  by Pesaran, B. & Pesaran, M.H.
• The Interaction Between Theory and Observation in Economics (RePEc:cam:camdae:9223)
  by Pesaran, M.H. & Smith, R.
• Theory and Evidence in Economics (RePEc:cam:camdae:9224)
  by Pesaran, M.H. & Smith, R.
• Cointegration and Direct Tests of the Rational Expectations Hypothesis (RePEc:cam:camdae:9306)
  by McAleer, M. & McKenzie, C.R. & Pesaren, M.H.
• Cointegration and Speed of Convergence to Equilibrium (RePEc:cam:camdae:9311)
  by Pesaran, M.H. & Shin, Y.
• Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction (RePEc:cam:camdae:9313)
  by Pesaran, M.H. & Karshenas, M.
• The Natural Rate Hypothesis and its Testable Implications (RePEc:cam:camdae:9314)
  by Pesaran, M.H. & Smith, R.
• Limited-Dependent Rational Expectations Models with Stochastic Thresholds (RePEc:cam:camdae:9318)
  by Pesaran, M.H. & Murcia, F.J.
• Forecasting Ultimate Resource Recovery (RePEc:cam:camdae:9320)
  by Pesaran, M.H. & Samiei, H.
• Limited-Dependaent Rational Expectations Models with Future Expectations (RePEc:cam:camdae:9321)
  by Pesaran, M.H. & Samiei, H.
• The Use of Recursive Model Selection Strategies in Forecasting Stock Returns (RePEc:cam:camdae:9406)
  by Pesaran, H. & Timmermann, A.
• A Floor and Ceiling Model of U.S. Output (RePEc:cam:camdae:9407)
  by Pesaran, H.M. & Potter, S.M.
• Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results (RePEc:cam:camdae:9415)
  by Binder,M. & Pesaran,H.M.
• Iranian Economy During the Pahlavi Era (RePEc:cam:camdae:9418)
  by Pesaran, H.M.
• Long-Run Structural Modelling (RePEc:cam:camdae:9419)
  by Pesaran,H.M. & Shin,Y.
• Dynamic Linear Models for Heterogeneous Panels (RePEc:cam:camdae:9503)
  by Pesaran, H. & Smith, R. & Im, K.S.
• Planning and Macroeconomic Stabilization in Iran (RePEc:cam:camdae:9508)
  by Pesaran, H.
• A Discrete-Time Version of Target Zone Models with Jumps (RePEc:cam:camdae:9513)
  by Pesaran, H.M. & Ruge-Murcia, F.J.
• An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis (RePEc:cam:camdae:9514)
  by Pesaran, M.H. & Shin, Y.
• New Directions in Applied Macroeconomic Modelling (RePEc:cam:camdae:9525)
  by Pasaran, M.H. & Smith, R.
• Testing for Unit Roots in Heterogeneous Panels (RePEc:cam:camdae:9526)
  by Pasaran, M.H. & Im, K.S. & Shin, Y.
• Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model (RePEc:cam:camdae:9531)
  by Lee, K. & Psaran, M.H. & Smith, R.
• Decision-Making in the Presence of Heterogeneous Information and Social Interactions (RePEc:cam:camdae:9537)
  by Binder,M. & Pesaran,M.H.
• The Role of Economic Theory in Modelling the Long Run (RePEc:cam:camdae:9612)
  by Pesaran, M.H.
• Stochastic Growth (RePEc:cam:camdae:9615)
  by Binder, M. & Pesaran, M.H.
• A Decision_Theoretic Approach to Forecast Evaluation (RePEc:cam:camdae:9618)
  by Granger, C.W.J. & Pesaran, H.
• Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation (RePEc:cam:camdae:9619)
  by Binder, M. & Pesaran, H.
• Testing for the 'Existence of a Long-run Relationship' (RePEc:cam:camdae:9622)
  by Pesaran, M. H. & Shin, Y. & Smith, R. J.
• A Recursive Modelling Approach to Predicting UK Stock Returns' (RePEc:cam:camdae:9625)
  by Pesaran, M. H. & Timmermann, A.
• Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables (RePEc:cam:camdae:9706)
  by Pesaran, M. H. & Shin, Y. & Smith, R. J.
• Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems (RePEc:cam:camdae:9708)
  by Pesaran, M. H. & Binder, M.
• Diagnostics for IV Regressions (RePEc:cam:camdae:9709)
  by Pesaran, M. H. & Taylor, L.W.
• Generalised Impulse Response Analysis in Linear Multivariate Models (RePEc:cam:camdae:9710)
  by Pesaran, M. H. & Shin, Y.
• Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels (RePEc:cam:camdae:9721)
  by Pesaran, M. H. & Shin, Y. & Smith, R. P.
• Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels (RePEc:cam:camdae:9802)
  by Pesaran, M. H. & Zhao, Z.
• Cross-sectional Aggregation of Non-linear Models (RePEc:cam:camdae:9803)
  by Van Garderen, K. J. & Lee, K. & Pesaran M.
• Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models (RePEc:cam:camdae:9804)
  by Hsiao, C. & Pesaran, M. H. & Tahmiscioglu, A. K.
• Optimal Consumption Decisions under Social Interactions (RePEc:cam:camdae:9805)
  by Binder, M. & Pesaran, M. H.
• Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models (RePEc:cam:camdae:9808)
  by Binder, M. & Pesaran, M. H. & Samiei, S. H.
• Structural Analysis of Cointegrating VARs (RePEc:cam:camdae:9811)
  by Pesaran, M. H. & Smith, Ron P.
• A Long-run Structural Macro-econometric Model of the UK (RePEc:cam:camdae:9812)
  by Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y.
• Economic Trends and Macroeconomic Policies in Post-revolutionary Iran (RePEc:cam:camdae:9818)
  by Pesaran, M. H.
• A Structural Cointegrating VAR Approach to Macroeconometric Modelling (RePEc:cam:camdae:9823)
  by Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol
• Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods (RePEc:cam:camdae:9826)
  by Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil
• Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions (RePEc:cam:camdae:9904)
  by Haque, N. U. & Pesaran, M. H. & Sharma, Sunil
• Bounds Testing Approaches to the Analysis of Long-run Relationships (RePEc:cam:camdae:9907)
  by Pesaran, M. Hashem & Shin, Y. & Smith, R.J.
• Economic and Statistical Measures of Forecast Accuracy (RePEc:cam:camdae:9910)
  by Granger, C.W.J. & Pesaran, M. H.
• Non-nested Hypothesis Testing: An Overview (RePEc:cam:camdae:9918)
  by Pesaran, M. H. & Weeks, M.
• On Aggregation of Linear Dynamic Models (RePEc:cam:camdae:9919)
  by Pesaran, M. H.
• Climate Change and Economic Activity: Evidence from U.S. States (RePEc:cam:camjip:2203)
  by Mohaddes, K. & Ng, R. N. C. & Pesaran, M. H. & Raissi, M. & Yang, J-C.
• Model Instability and Choice of Observation Window (RePEc:cdl:ucsdec:qt8zx626k6)
  by Pesaran, Hashem & Timmermann, Allan
• Variable Selection in High Dimensional Linear Regressions with Parameter Instability (RePEc:ces:ceswps:_10223)
  by Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi
• Reflections on “Testing for Unit Roots in Heterogeneous Panels” (RePEc:ces:ceswps:_10228)
  by Kyung So Im & M. Hashem Pesaran & Yongcheol Shin
• The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors (RePEc:ces:ceswps:_10282)
  by M. Hashem Pesaran & Ron P. Smith
• Heterogeneous Autoregressions in Short T Panel Data Models (RePEc:ces:ceswps:_10509)
  by M. Hashem Pesaran & Liying Yang
• Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries (RePEc:ces:ceswps:_10659)
  by Ida Johnsson & M. Hashem Pesaran & Cynthia Fan Yang
• Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity (RePEc:ces:ceswps:_10725)
  by M. Hashem Pesaran & Liying Yang
• High-Dimensional Forecasting with Known Knowns and Known Unknowns (RePEc:ces:ceswps:_10931)
  by M. Hashem Pesaran & Ron P. Smith
• Real Time Econometrics (RePEc:ces:ceswps:_1169)
  by M. Hashem Pesaran & Allan Timmermann
• Econometric Issues in the Analysis of Contagion (RePEc:ces:ceswps:_1176)
  by M. Hashem Pesaran & Andreas Pick
• General Diagnostic Tests for Cross Section Dependence in Panels (RePEc:ces:ceswps:_1229)
  by M. Hashem Pesaran
• Random Coefficient Panel Data Models (RePEc:ces:ceswps:_1233)
  by Cheng Hsiao & M. Hashem Pesaran
• Forecasting Time Series Subject to Multiple Structural Breaks (RePEc:ces:ceswps:_1237)
  by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann
• A Pair-Wise Approach to Testing for Output and Growth Convergence (RePEc:ces:ceswps:_1308)
  by M. Hashem Pesaran
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (RePEc:ces:ceswps:_1331)
  by M. Hashem Pesaran
• Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management (RePEc:ces:ceswps:_1358)
  by M. Hashem Pesaran & Paolo Zaffaroni
• Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns (RePEc:ces:ceswps:_1416)
  by George Kapetanios & M. Hashem Pesaran
• Exploring the International Linkages of the Euro Area: a Global VAR Analysis (RePEc:ces:ceswps:_1425)
  by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith
• Testing Slope Homogeneity in Large Panels (RePEc:ces:ceswps:_1438)
  by M. Hashem Pesaran & Takashi Yamagata
• What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR (RePEc:ces:ceswps:_1477)
  by M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• Firm Heterogeneity and Credit Risk Diversification (RePEc:ces:ceswps:_1531)
  by Samuel Hanson & M. Hashem Pesaran & Til Schuermann
• Global Business Cycles and Credit Risk (RePEc:ces:ceswps:_1548)
  by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler
• Unit Roots and Cointegration in Panels (RePEc:ces:ceswps:_1565)
  by Joerg Breitung & M. Hashem Pesaran
• Survey Expectations (RePEc:ces:ceswps:_1599)
  by M. Hashem Pesaran & Martin Weale
• Learning, Structural Instability and Present Value Calculations (RePEc:ces:ceswps:_1650)
  by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann
• Macroeconometric Modelling with a Global Perspective (RePEc:ces:ceswps:_1659)
  by M. Hashem Pesaran & Ron P. Smith
• Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures (RePEc:ces:ceswps:_1704)
  by M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk
• Testing Dependence among Serially Correlated Multi-category Variables (RePEc:ces:ceswps:_1770)
  by M. Hashem Pesaran & Allan Timmermann
• Panels with Nonstationary Multifactor Error Structures (RePEc:ces:ceswps:_1788)
  by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata
• A Spatio-Temporal Model of House Prices in the US (RePEc:ces:ceswps:_1826)
  by Sean Holly & M. Hashem Pesaran & Takashi Yamagata
• Econometrics: A Bird’s Eye View (RePEc:ces:ceswps:_1870)
  by John Geweke & Joel Horowitz & M. Hashem Pesaran
• Long Run Macroeconomic Relations in the Global Economy (RePEc:ces:ceswps:_1904)
  by Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith
• On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables (RePEc:ces:ceswps:_1924)
  by Adrian Pagan & M. Hashem Pesaran
• Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models (RePEc:ces:ceswps:_1984)
  by Cheng Hsiao & M. Hashem Pesaran & Andreas Pick
• Lumpy Price Adjustments: A Microeconometric Analysis (RePEc:ces:ceswps:_2010)
  by Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre
• Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution (RePEc:ces:ceswps:_2056)
  by M. Hashem Pesaran & Bahram Pesaran
• Large Panels with Common Factors and Spatial Correlations (RePEc:ces:ceswps:_2103)
  by M. Hashem Pesaran & Elisa Tosetti
• Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows (RePEc:ces:ceswps:_2116)
  by Katrin Assenmacher-Wesche & M. Hashem Pesaran
• Infinite Dimensional VARs and Factor Models (RePEc:ces:ceswps:_2176)
  by Alexander Chudik & M. Hashem Pesaran
• Panel Unit Root Tests in the Presence of a Multifactor Error Structure (RePEc:ces:ceswps:_2193)
  by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata
• Identification of New Keynesian Phillips Curves from a Global Perspective (RePEc:ces:ceswps:_2219)
  by Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• Model Averaging in Risk Management with an Application to Futures Markets (RePEc:ces:ceswps:_2231)
  by M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni
• Forecasting Economic and Financial Variables with Global VARs (RePEc:ces:ceswps:_2263)
  by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith
• A VECX Model of the Swiss Economy (RePEc:ces:ceswps:_2281)
  by Katrin Assenmacher-Wesche & M. Hashem Pesaran
• Forecasting Random Walks Under Drift Instability (RePEc:ces:ceswps:_2293)
  by M. Hashem Pesaran & Andreas Pick
• Optimal Asset Allocation with Factor Models for Large Portfolios (RePEc:ces:ceswps:_2326)
  by M. Hashem Pesaran & Paolo Zaffaroni
• Variable Selection and Inference for Multi-period Forecasting Problems (RePEc:ces:ceswps:_2543)
  by M. Hashem Pesaran & Andreas Pick & Allan Timmermann
• Weak and Strong Cross Section Dependence and Estimation of Large Panels (RePEc:ces:ceswps:_2689)
  by Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti
• Oil Exports and the Iranian Economy (RePEc:ces:ceswps:_2843)
  by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran
• Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios (RePEc:ces:ceswps:_2857)
  by M. Hashem Pesaran & Paolo Zaffaroni
• Spatial and Temporal Diffusion of House Prices in the UK (RePEc:ces:ceswps:_2913)
  by Sean Holly & M. Hashem Pesaran & Takashi Yamagata
• Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash (RePEc:ces:ceswps:_3023)
  by Bahram Pesaran & M. Hashem Pesaran
• Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (RePEc:ces:ceswps:_3055)
  by M. Hashem Pesaran & Alexander Chudik
• Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model (RePEc:ces:ceswps:_3081)
  by Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• Predictability of Asset Returns and the Efficient Market Hypothesis (RePEc:ces:ceswps:_3116)
  by M. Hashem Pesaran
• Aggregation in Large Dynamic Panels (RePEc:ces:ceswps:_3346)
  by Hashem M. Pesaran & Alexander Chudik
• On Identification of Bayesian DSGE Models (RePEc:ces:ceswps:_3423)
  by Gary Koop & M. Hashem Pesaran & Ron P. Smith
• Beyond the DSGE Straitjacket (RePEc:ces:ceswps:_3447)
  by Hashem M. Pesaran & Ron P. Smith
• Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy (RePEc:ces:ceswps:_345)
  by M. Hashem Pesaran
• The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach (RePEc:ces:ceswps:_346)
  by M. Hashem Pesaran
• Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults (RePEc:ces:ceswps:_3609)
  by M. Hashem Pesaran & TengTeng Xu
• Exponent of Cross-sectional Dependence: Estimation and Inference (RePEc:ces:ceswps:_3722)
  by Natalia Bailey & George Kapetanios & M. Hashem Pesaran
• Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration (RePEc:ces:ceswps:_374)
  by Michael Binder & Cheng Hsiao & M. Hashem Pesaran
• An Empirical Growth Model for Major Oil Exporters (RePEc:ces:ceswps:_3780)
  by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran
• Testing Weak Cross-Sectional Dependence in Large Panels (RePEc:ces:ceswps:_3800)
  by M. Hashem Pesaran
• Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models (RePEc:ces:ceswps:_3850)
  by Kazuhiko Hayakawa & M. Hashem Pesaran
• Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing (RePEc:ces:ceswps:_3879)
  by M. Hashem Pesaran & Ron P. Smith
• An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects (RePEc:ces:ceswps:_4033)
  by Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran
• One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? (RePEc:ces:ceswps:_4118)
  by Kamiar Mohaddes & M. Hashem Pesaran
• Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors (RePEc:ces:ceswps:_4232)
  by Alexander Chudik & M. Hashem Pesaran
• Large Panel Data Models with Cross-Sectional Dependence: A Survey (RePEc:ces:ceswps:_4371)
  by Alexander Chudik & M. Hashem Pesaran
• Signs of Impact Effects in Time Series Regression Models (RePEc:ces:ceswps:_4433)
  by M. Hashem Pesaran & Ron P. Smith
• Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models (RePEc:ces:ceswps:_4508)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence (RePEc:ces:ceswps:_4592)
  by Natalia Bailey & Sean Holly & M. Hashem Pesaran
• Uncertainty and Economic Activity: A Global Perspective (RePEc:ces:ceswps:_4736)
  by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci
• Theory and Practice of GVAR Modeling (RePEc:ces:ceswps:_4807)
  by Alexander Chudik & M. Hashem Pesaran
• Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects (RePEc:ces:ceswps:_4822)
  by Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith
• A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices (RePEc:ces:ceswps:_4834)
  by Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith
• Tests of Policy Ineffectiveness in Macroeconometrics (RePEc:ces:ceswps:_4871)
  by M. Hashem Pesaran & Ron P. Smith
• Estimation of Time-invariant Effects in Static Panel Data Models (RePEc:ces:ceswps:_4983)
  by M. Hashem Pesaran & Qiankun Zhou
• A Multi-Country Approach to Forecasting Output Growth Using PMIs (RePEc:ces:ceswps:_5100)
  by Alexander Chudik & Valerie Grossman & M. Hashem Pesaran
• Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis (RePEc:ces:ceswps:_5367)
  by Kamiar Mohaddes & M. Hashem Pesaran
• To Pool or not to Pool: Revisited (RePEc:ces:ceswps:_5410)
  by M. Hashem Pesaran & Qiankun Zhou
• Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients (RePEc:ces:ceswps:_5428)
  by Michele Aquaro & Natalia Bailey & M. Hashem Pesaran
• Is there a Debt-Threshold Effect on Output Growth? (RePEc:ces:ceswps:_5434)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• Big Data Analytics: A New Perspective (RePEc:ces:ceswps:_5824)
  by Alexander Chudik & George Kapetanios & M. Hashem Pesaran
• Oil Prices and the Global Economy: Is it Different this Time Around? (RePEc:ces:ceswps:_5992)
  by Kamiar Mohaddes & M. Hashem Pesaran
• Econometric Analysis of Production Networks with Dominant Units (RePEc:ces:ceswps:_6141)
  by M. Hashem Pesaran & Cynthia Fan Yang
• Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes (RePEc:ces:ceswps:_6272)
  by M. Hashem Pesaran & Ida Johnsson
• Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities (RePEc:ces:ceswps:_6432)
  by M. Hashem Pesaran & Takashi Yamagata
• A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels (RePEc:ces:ceswps:_6688)
  by Alexander Chudik & M. Hashem Pesaran
• Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors (RePEc:ces:ceswps:_6785)
  by M. Hashem Pesaran & Ron P. Smith
• Uncertainty and Economic Activity: A Multi-Country Perspective (RePEc:ces:ceswps:_6910)
  by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci
• Land Use Regulations, Migration and Rising House Price Dispersion in the U.S (RePEc:ces:ceswps:_7007)
  by Wukuang Cun & M. Hashem Pesaran
• Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models (RePEc:ces:ceswps:_7211)
  by Matthew Harding & Carlos Lamarche & M. Hashem Pesaran
• Exponent of Cross-sectional Dependence for Residuals (RePEc:ces:ceswps:_7223)
  by Natalia Bailey & George Kapetanios & M. Hashem Pesaran
• A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models (RePEc:ces:ceswps:_7401)
  by George Kapetanios & M. Hashem Pesaran & Simon Reese
• Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR (RePEc:ces:ceswps:_7454)
  by Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes
• Estimation and inference for spatial models with heterogeneous coefficients: an application to U.S. house prices (RePEc:ces:ceswps:_7542)
  by Michele Aquaro & Natalia Bailey & M. Hashem Pesaran
• Estimation and inference in spatial models with dominant units (RePEc:ces:ceswps:_7563)
  by M. Hashem Pesaran & Cynthia Fan Yang
• Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis (RePEc:ces:ceswps:_7738)
  by Matthew E. Kahn & Kamiar Mohaddes & Ryan N. C. Ng & M. Hashem Pesaran & Mehdi Raissi & Jui-Chung Yang
• The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models (RePEc:ces:ceswps:_7919)
  by M. Hashem Pesaran & Ron P. Smith
• Measurement of Factor Strenght: Theory and Practice (RePEc:ces:ceswps:_8146)
  by Natalia Bailey & George Kapetanios & M. Hashem Pesaran
• Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries (RePEc:ces:ceswps:_8243)
  by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
• Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks (RePEc:ces:ceswps:_8475)
  by Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi
• A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model (RePEc:ces:ceswps:_8588)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci
• Regional Heterogeneity and U.S. Presidential Elections (RePEc:ces:ceswps:_8615)
  by Rashad Ahmed & M. Hashem Pesaran
• Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence (RePEc:ces:ceswps:_869)
  by M. Hashem Pesaran
• Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model (RePEc:ces:ceswps:_8695)
  by M. Hashem Pesaran & Cynthia Fan Yang
• How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series? (RePEc:ces:ceswps:_875)
  by Allan Timmermann & M. Hashem Pesaran
• Factor Strengths, Pricing Errors, and Estimation of Risk Premia (RePEc:ces:ceswps:_8947)
  by M. Hashem Pesaran & Ron P. Smith
• Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios (RePEc:ces:ceswps:_9001)
  by M. Hashem Pesaran & Ron P. Smith
• Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage (RePEc:ces:ceswps:_9217)
  by Dario Laudati & M. Hashem Pesaran
• A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors (RePEc:ces:ceswps:_9234)
  by M. Hashem Pesaran & Yimeng Xie
• A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages (RePEc:ces:ceswps:_9343)
  by Wukuang Cun & M. Hashem Pesaran
• Climate Change and Economic Activity: Evidence from U.S. States (RePEc:ces:ceswps:_9542)
  by Kamiar Mohaddes & Ryan N. C. Ng & M. Hashem Pesaran & Mehdi Raissi & Jui-Chung Yang
• Revisiting the Great Ratios Hypothesis (RePEc:ces:ceswps:_9625)
  by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
• Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity (RePEc:ces:ceswps:_9690)
  by M. Hashem Pesaran & Andreas Pick & Allan Timmermann
• Causal Effects of the Fed's Large-Scale Asset Purchases on Firms' Capital Structure (RePEc:ces:ceswps:_9695)
  by Andrea Nocera & M. Hashem Pesaran
• Identification and Estimation of Categorical Random Coefficient Models (RePEc:ces:ceswps:_9714)
  by Zhan Gao & M. Hashem Pesaran
• Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe (RePEc:ces:ceswps:_9754)
  by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
• Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks (RePEc:ces:ceswps:_990)
  by Allan Timmermann & M. Hashem Pesaran
• Macroeconomic Dynamics and Credit Risk: A Global Perspective (RePEc:ces:ceswps:_995)
  by Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran
• A Rejoinder: On the Policy Ineffectiveness Proposition and a Keynesian Alternative (RePEc:cla:uclawp:470)
  by M. Hashem Pesaran
• An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf (RePEc:cla:uclawp:471)
  by M. Hashem Pesaran
• Econometric Analysis of Aggregation in the Context of Linear Prediction Models (RePEc:cla:uclawp:485)
  by M. H. Pesaran & R. G. Pierse & M. S. Kumar
• Aggregation Bias and Labor Demand Equations for the U.K. Economy (RePEc:cla:uclawp:492)
  by K. Lee & M. H. Pesaran & R. G. Pierse
• Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models (RePEc:cla:uclawp:493)
  by M. Hashem Pesaran
• Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone (RePEc:cla:uclawp:612)
  by M. Hashem Pesaran & Hossein Samiei
• Equilibrium Asset Pricing Models and Predictability of Excess Returns (RePEc:cla:uclawp:694)
  by M. Hashem Pesaran & Simon M. Potter
• China's Emergence in the World Economy and Business Cycles in Latin America (RePEc:col:000425:009966)
  by Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu
• Modelling regional interdependencies using a global error-correcting macroeconometric model (RePEc:cpd:pd2002:b4-1)
  by M. Hashem Pesaran & Til Schuermann & Scott M. Weiner
• Dynamics of convergence to purchasing power parity in the World economy (RePEc:cpd:pd2002:d4-3)
  by Michael Binder & M. Hashem Pesaran & Sunil Sharma
• Uncertainty and Economic Activity: A Multi-Country Perspective (RePEc:cpr:ceprdp:12713)
  by Rebucci, Alessandro & Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem
• Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries (RePEc:cpr:ceprdp:14646)
  by Rebucci, Alessandro & Chudik, Alexander & Pesaran, M. Hashem
• A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model (RePEc:cpr:ceprdp:15312)
  by Rebucci, Alessandro & Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi
• COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing (RePEc:cpr:ceprdp:15993)
  by Rebucci, Alessandro & Chudik, Alexander & Pesaran, M. Hashem
• Forecasting with panel data: estimation uncertainty versus parameter heterogeneity (RePEc:cpr:ceprdp:17123)
  by Timmermann, Allan & Pesaran, M. Hashem & Pick, Andreas
• Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks (RePEc:cpr:ceprdp:4401)
  by Pesaran, M. Hashem & Timmermann, Allan
• Real Time Econometrics (RePEc:cpr:ceprdp:4402)
  by Pesaran, M. Hashem & Timmermann, Allan
• Forecasting Time Series Subject to Multiple Structural Breaks (RePEc:cpr:ceprdp:4636)
  by Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide
• Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management (RePEc:cpr:ceprdp:5279)
  by Pesaran, M. Hashem & Zaffaroni, Paolo
• Variable Selection and Inference for Multi-period Forecasting Problems (RePEc:cpr:ceprdp:7139)
  by Pesaran, M. Hashem & Timmermann, Allan & Pick, Andreas
• Analysis of Panels and Limited Dependent Variable Models (RePEc:cup:cbooks:9780521131001)
  by None
• Analysis of Panels and Limited Dependent Variable Models (RePEc:cup:cbooks:9780521631693)
  by None
• Multivariate Linear Rational Expectations Models (RePEc:cup:etheor:v:13:y:1997:i:06:p:877-888_00)
  by Binder, Michael & Pesaran, M. Hashem
• Real-Time Econometrics (RePEc:cup:etheor:v:21:y:2005:i:01:p:212-231_05)
  by Pesaran, Hashem & Timmermann, Allan
• Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration (RePEc:cup:etheor:v:21:y:2005:i:04:p:795-837_05)
  by Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem
• Global and Partial Non-Nested Hypotheses and Asymptotic Local Power (RePEc:cup:etheor:v:3:y:1987:i:01:p:69-97_00)
  by Pesaran, M. Hashem
• Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows (RePEc:cup:nierev:v:203:y:2008:i::p:91-108_11)
  by Assenmacher-Wesche, Katrin & Pesaran, M. Hashem
• GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems (RePEc:dge:qmrbcd:72)
  by Michael Binder & M. Hashem Pesaran
• GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation (RePEc:dge:qmrbcd:73)
  by Michael Binder & M. Hashem Pesaran
• GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results (RePEc:dge:qmrbcd:74)
  by Michael Binder & M. Hashem Pesaran
• Joint Tests Of Non-Nested Modls And General Error Specifications (RePEc:dpr:wpaper:0197)
  by Beraq, A.K. & Mcaleer, M. & Pesaran, M.H.
• Exploring the international linkages of the euro area: a global VAR analysis (RePEc:ecb:ecbwps:2005568)
  by Dées, Stéphane & di Mauro, Filippo & Pesaran, Hashem & Smith, Vanessa
• Long run macroeconomic relations in the global economy (RePEc:ecb:ecbwps:2007750)
  by Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Holly, Sean
• Identification of new Keynesian Phillips Curves from a global perspective (RePEc:ecb:ecbwps:2008892)
  by Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P.
• Weak and strong cross section dependence and estimation of large panels (RePEc:ecb:ecbwps:20091100)
  by Chudik, Alexander & Pesaran, Hashem & Tosetti, Elisa
• Infinite-dimensional VARs and factor models (RePEc:ecb:ecbwps:2009998)
  by Chudik, Alexander & Pesaran, Hashem
• Econometric analysis of high dimensional VARs featuring a dominant unit (RePEc:ecb:ecbwps:20101194)
  by Pesaran, Hashem & Chudik, Alexander
• Supply, demand and monetary policy shocks in a multi-country New Keynesian Model (RePEc:ecb:ecbwps:20101239)
  by Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P.
• Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy (RePEc:ecj:ac2002:82)
  by Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin
• Testing for Aggregation Bias in Linear Models (RePEc:ecj:econjl:v:100:y:1990:i:400:p:137-50)
  by Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G
• An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf (RePEc:ecj:econjl:v:100:y:1990:i:401:p:367-90)
  by Pesaran, M Hashem
• Persistence of Shocks and Their (RePEc:ecj:econjl:v:102:y:1992:i:411:p:342-56)
  by Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G
• An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model (RePEc:ecj:econjl:v:102:y:1992:i:411:p:388-401)
  by Pesaran, M Hashem & Samiei, Hossein
• The Role of Sectoral Interactions in Wage Determination in the UK Economy (RePEc:ecj:econjl:v:103:y:1993:i:416:p:21-55)
  by Lee, Kevin C & Pesaran, M Hashem
• The Role of Economic Theory in Modelling the Long Run (RePEc:ecj:econjl:v:107:y:1997:i:440:p:178-91)
  by Pesaran, M Hashem
• A Recursive Modelling Approach to Predicting UK Stock Returns (RePEc:ecj:econjl:v:110:y:2000:i:460:p:159-91)
  by Pesaran, M Hashem & Timmermann, Allan
• Life and Work of John Richard Nicholas Stone 1913-1991 (RePEc:ecj:econjl:v:110:y:2000:i:461:p:f146-65)
  by Pesaran, M Hashem & Harcourt, G C
• A Long run structural macroeconometric model of the UK (RePEc:ecj:econjl:v:113:y:2003:i:487:p:412-455)
  by Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin
• The Determinants of United Kingdom Import Prices-A Note (RePEc:ecj:econjl:v:86:y:1976:i:342:p:315-20)
  by Llewellyn, G E J & Pesaran, M H
• A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis (RePEc:ecj:econjl:v:92:y:1982:i:367:p:529-54)
  by Pesaran, M H
• Inflation, Capital Gains and U.K. Personal Savings: 1953-1981 (RePEc:ecj:econjl:v:94:y:1984:i:374:p:237-57)
  by Pesaran, M H & Evans, R A
• Formation of Inflation Expectations in British Manufacturing Industries (RePEc:ecj:econjl:v:95:y:1985:i:380:p:948-75)
  by Pesaran, M Hashem
• On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder (RePEc:ecj:econjl:v:98:y:1988:i:391:p:504-08)
  by Pesaran, M Hashem
• Testing Non-Nested Nonlinear Regression Models (RePEc:ecm:emetrp:v:46:y:1978:i:3:p:677-94)
  by Pesaran, M H & Deaton, Angus S
• Comparison of Local Power of Alternative Tests of Non-Nested Regression Models (RePEc:ecm:emetrp:v:50:y:1982:i:5:p:1287-1305)
  by Pesaran, M H
• Econometric Analysis of Aggregation in the Context of Linear Prediction Models (RePEc:ecm:emetrp:v:57:y:1989:i:4:p:861-88)
  by Pesaran, M Hashem & Pierse, Richard G & Kumar, Mohan S
• A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method (RePEc:ecm:emetrp:v:62:y:1994:i:3:p:705-10)
  by Pesaran, M Hashem & Smith, Richard J
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (RePEc:ecm:emetrp:v:74:y:2006:i:4:p:967-1012)
  by M. Hashem Pesaran
• Life-Cycle Models and Cross-Country Analysis of Saving (RePEc:ecm:wc2000:1643)
  by Michael Binder & M. Hashem Pesaran
• A bias-adjusted LM test of error cross-section independence (RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127)
  by M. Hashem Pesaran & Aman Ullah & Takashi Yamagata
• Weak and strong cross‐section dependence and estimation of large panels (RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90)
  by Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti
• Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (RePEc:edn:esedps:16)
  by Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran
• A long run structural macroeconometric model of the UK (first version) (RePEc:edn:esedps:17)
  by Anthony Garratt & Kevin Lee & Yongcheol Shin
• A long run structural macroeconometric model of the UK (RePEc:edn:esedps:35)
  by Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin
• Structural analysis of vector error correction models with exogenous I(1) variables (RePEc:edn:esedps:38)
  by Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin
• Long-Run Structural Modelling (RePEc:edn:esedps:44)
  by Mohammad Hashem Pesaran & Yongcheol Shin
• Bounds Testing Approaches to the Analysis of Long Run Relationships (RePEc:edn:esedps:46)
  by Mohammad Hashem Pesaran & Yongcheol Shin & Richard J Smith
• Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy (RePEc:edn:esedps:64)
  by Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin
• Structural analysis of vector error correction models with exogenous I(1) variables (first version) (RePEc:edn:esedps:7)
  by Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin
• A structural cointegrating VAR approach to macroeconometric modelling (RePEc:edn:esedps:8)
  by Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin
• On Identification of Bayesian DSGE Models (RePEc:edn:sirdps:259)
  by Koop, Gary & Pesaran, M. Hashem & Smith, Ron P.
• Limited-dependent rational expectations models with future expectations (RePEc:eee:dyncon:v:19:y:1995:i:8:p:1325-1353)
  by Pesaran, M. Hashem & Samiei, Hossein
• A floor and ceiling model of US output (RePEc:eee:dyncon:v:21:y:1997:i:4-5:p:661-695)
  by Pesaran, M. Hashem & Potter, Simon M.
• Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems (RePEc:eee:dyncon:v:24:y:2000:i:3:p:325-346)
  by Binder, Michael & Pesaran, Hashem
• Life-cycle consumption under social interactions (RePEc:eee:dyncon:v:25:y:2001:i:1-2:p:35-83)
  by Binder, Michael & Pesaran, M. Hashem
• Expenditure of oil revenue: An optimal control approach with application to the Iranian economy : H. Motamen, (Frances Pinter, London, 1979) pp. 189, [UK pound]12.50 (RePEc:eee:dyncon:v:3:y:1981:i:1:p:387-391)
  by Pesaran, M. H.
• Econometric issues in the analysis of contagion (RePEc:eee:dyncon:v:31:y:2007:i:4:p:1245-1277)
  by Pesaran, M. Hashem & Pick, Andreas
• Econometric analysis of structural systems with permanent and transitory shocks (RePEc:eee:dyncon:v:32:y:2008:i:10:p:3376-3395)
  by Pagan, A.R. & Pesaran, M. Hashem
• Oil investment in the North Sea (RePEc:eee:ecmode:v:11:y:1994:i:3:p:308-329)
  by Favero, Carlo A. & Pesaran, M. Hashem
• Evaluation of macroeconometric models (RePEc:eee:ecmode:v:2:y:1985:i:2:p:125-134)
  by Pesaran, M. H. & Smith, R. P.
• Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation (RePEc:eee:ecmode:v:20:y:2003:i:2:p:383-415)
  by Hashem Pesaran, M.
• Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash (RePEc:eee:ecmode:v:27:y:2010:i:6:p:1398-1416)
  by Pesaran, Bahram & Pesaran, M. Hashem
• Survey Expectations (RePEc:eee:ecofch:1-14)
  by Pesaran, M. Hashem & Weale, Martin
• On the interpretation of panel unit root tests (RePEc:eee:ecolet:v:116:y:2012:i:3:p:545-546)
  by Pesaran, M. Hashem
• The J-test as a Hausman specification test (RePEc:eee:ecolet:v:12:y:1983:i:3-4:p:277-281)
  by Hausman, Jerry & Pesaran, Hashem
• Signs of impact effects in time series regression models (RePEc:eee:ecolet:v:122:y:2014:i:2:p:150-153)
  by Pesaran, M. Hashem & Smith, Ron P.
• Mean group estimation in presence of weakly cross-correlated estimators (RePEc:eee:ecolet:v:175:y:2019:i:c:p:101-105)
  by Chudik, Alexander & Pesaran, M. Hashem
• Tests of non-nested linear regression models subject to linear restrictions (RePEc:eee:ecolet:v:27:y:1988:i:4:p:341-348)
  by Pesaran, M. H. & Hall, A. D.
• A proof of the asymptotic validity of a test for perfect aggregation (RePEc:eee:ecolet:v:30:y:1989:i:1:p:41-47)
  by Pesaran, M. H. & Pierse, R. G.
• A generalization of the non-parametric Henriksson-Merton test of market timing (RePEc:eee:ecolet:v:44:y:1994:i:1-2:p:1-7)
  by Pesaran, M. Hashem & Timmermann, Allan G.
• Limited-dependent rational expectations models with stochastic thresholds (RePEc:eee:ecolet:v:51:y:1996:i:3:p:267-276)
  by Hashem Pesaran, M. & Ruge-Murcia, Francisco J.
• Generalized impulse response analysis in linear multivariate models (RePEc:eee:ecolet:v:58:y:1998:i:1:p:17-29)
  by Pesaran, H. Hashem & Shin, Yongcheol
• Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (RePEc:eee:econom:v:109:y:2002:i:1:p:107-150)
  by Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A.
• Testing for unit roots in heterogeneous panels (RePEc:eee:econom:v:115:y:2003:i:1:p:53-74)
  by Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol
• Small sample properties of forecasts from autoregressive models under structural breaks (RePEc:eee:econom:v:129:y:2005:i:1-2:p:183-217)
  by Pesaran, M. Hashem & Timmermann, Allan
• Selection of estimation window in the presence of breaks (RePEc:eee:econom:v:137:y:2007:i:1:p:134-161)
  by Pesaran, M. Hashem & Timmermann, Allan
• A pair-wise approach to testing for output and growth convergence (RePEc:eee:econom:v:138:y:2007:i:1:p:312-355)
  by Hashem Pesaran, M.
• Testing slope homogeneity in large panels (RePEc:eee:econom:v:142:y:2008:i:1:p:50-93)
  by Hashem Pesaran, M. & Yamagata, Takashi
• A spatio-temporal model of house prices in the USA (RePEc:eee:econom:v:158:y:2010:i:1:p:160-173)
  by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi
• Pitfalls of testing non-nested hypotheses by the lagrange multiplier method (RePEc:eee:econom:v:16:y:1981:i:1:p:158-158)
  by Pesaran, M. H.
• Identification of rational expectations models (RePEc:eee:econom:v:16:y:1981:i:3:p:375-398)
  by Pesaran, M. H.
• Panels with non-stationary multifactor error structures (RePEc:eee:econom:v:160:y:2011:i:2:p:326-348)
  by Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T.
• Large panels with common factors and spatial correlation (RePEc:eee:econom:v:161:y:2011:i:2:p:182-202)
  by Pesaran, M. Hashem & Tosetti, Elisa
• Infinite-dimensional VARs and factor models (RePEc:eee:econom:v:163:y:2011:i:1:p:4-22)
  by Chudik, Alexander & Pesaran, M. Hashem
• Variable selection, estimation and inference for multi-period forecasting problems (RePEc:eee:econom:v:164:y:2011:i:1:p:173-187)
  by Pesaran, M. Hashem & Pick, Andreas & Timmermann, Allan
• Pitfalls of testing non-nested hypotheses by the lagrange multiplier method (RePEc:eee:econom:v:17:y:1981:i:3:p:323-331)
  by Pesaran, M. H.
• Panel unit root tests in the presence of a multifactor error structure (RePEc:eee:econom:v:175:y:2013:i:2:p:94-115)
  by Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi
• Optimal forecasts in the presence of structural breaks (RePEc:eee:econom:v:177:y:2013:i:2:p:134-152)
  by Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail
• Aggregation in large dynamic panels (RePEc:eee:econom:v:178:y:2014:i:p2:p:273-285)
  by Pesaran, M. Hashem & Chudik, Alexander
• On the comprehensive method of testing non-nested regression models (RePEc:eee:econom:v:18:y:1982:i:2:p:263-274)
  by Pesaran, M. H.
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (RePEc:eee:econom:v:188:y:2015:i:1:p:111-134)
  by Hayakawa, Kazuhiko & Pesaran, M. Hashem
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (RePEc:eee:econom:v:188:y:2015:i:2:p:393-420)
  by Chudik, Alexander & Pesaran, M. Hashem
• A multi-country approach to forecasting output growth using PMIs (RePEc:eee:econom:v:192:y:2016:i:2:p:349-365)
  by Chudik, Alexander & Grossman, Valerie & Pesaran, M. Hashem
• A multiple testing approach to the regularisation of large sample correlation matrices (RePEc:eee:econom:v:208:y:2019:i:2:p:507-534)
  by Bailey, Natalia & Pesaran, M. Hashem & Smith, L. Vanessa
• Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence (RePEc:eee:econom:v:21:y:1983:i:1:p:133-154)
  by Godfrey, L. G. & Pesaran, M. H.
• Econometric analysis of production networks with dominant units (RePEc:eee:econom:v:219:y:2020:i:2:p:507-541)
  by Pesaran, M. Hashem & Yang, Cynthia Fan
• Detection of units with pervasive effects in large panel data models (RePEc:eee:econom:v:221:y:2021:i:2:p:510-541)
  by Kapetanios, G. & Pesaran, M.H. & Reese, S.
• Estimation and inference in spatial models with dominant units (RePEc:eee:econom:v:221:y:2021:i:2:p:591-615)
  by Pesaran, M. Hashem & Yang, Cynthia Fan
• Reprint of: Testing for unit roots in heterogeneous panels (RePEc:eee:econom:v:234:y:2023:i:s:p:56-69)
  by Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol
• A unified approach to estimation and orthogonality tests in linear single-equation econometric models (RePEc:eee:econom:v:44:y:1990:i:1-2:p:41-66)
  by Pesaran, M. Hashem & Smith, Richard J.
• Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone (RePEc:eee:econom:v:53:y:1992:i:1-3:p:141-163)
  by Pesaran, M. Hashem & Samiei, Hossein
• Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy (RePEc:eee:econom:v:56:y:1993:i:1-2:p:57-88)
  by Pesaran, M. H. & Pierse, R. G. & Lee, K. C.
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models (RePEc:eee:econom:v:57:y:1993:i:1-3:p:377-392)
  by Hashem Pesaran, M. & Pesaran, Bahram
• The role of theory in econometrics (RePEc:eee:econom:v:67:y:1995:i:1:p:61-79)
  by Pesaran, M. Hashem & Smith, Ron
• Estimating long-run relationships from dynamic heterogeneous panels (RePEc:eee:econom:v:68:y:1995:i:1:p:79-113)
  by Pesaran, M. Hashem & Smith, Ron
• Cointegration and speed of convergence to equilibrium (RePEc:eee:econom:v:71:y:1996:i:1-2:p:117-143)
  by Pesaran, M. Hashem & Shin, Yongcheol
• Impulse response analysis in nonlinear multivariate models (RePEc:eee:econom:v:74:y:1996:i:1:p:119-147)
  by Koop, Gary & Pesaran, M. Hashem & Potter, Simon M.
• Cross-sectional aggregation of non-linear models (RePEc:eee:econom:v:95:y:2000:i:2:p:285-331)
  by van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem
• Structural analysis of vector error correction models with exogenous I(1) variables (RePEc:eee:econom:v:97:y:2000:i:2:p:293-343)
  by Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J.
• A Bayesian analysis of linear regression models with highly collinear regressors (RePEc:eee:ecosta:v:11:y:2019:i:c:p:1-21)
  by Pesaran, M. Hashem & Smith, Ron P.
• Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios (RePEc:eee:ecosta:v:26:y:2023:i:c:p:17-30)
  by Pesaran, M. Hashem & Smith, Ron P.
• Firm heterogeneity and credit risk diversification (RePEc:eee:empfin:v:15:y:2008:i:4:p:583-612)
  by Hanson, Samuel G. & Pesaran, M. Hashem & Schuermann, Til
• Model averaging in risk management with an application to futures markets (RePEc:eee:empfin:v:16:y:2009:i:2:p:280-305)
  by Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo
• Market timing and return prediction under model instability (RePEc:eee:empfin:v:9:y:2002:i:5:p:495-510)
  by Pesaran, M. Hashem & Timmermann, Allan
• Long-term macroeconomic effects of climate change: A cross-country analysis (RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004898)
  by Kahn, Matthew E. & Mohaddes, Kamiar & Ng, Ryan N.C. & Pesaran, M. Hashem & Raissi, Mehdi & Yang, Jui-Chung
• Country-specific oil supply shocks and the global economy: A counterfactual analysis (RePEc:eee:eneeco:v:59:y:2016:i:c:p:382-399)
  by Mohaddes, Kamiar & Pesaran, M. Hashem
• Oil prices and the global economy: Is it different this time around? (RePEc:eee:eneeco:v:65:y:2017:i:c:p:315-325)
  by Mohaddes, Kamiar & Pesaran, M. Hashem
• Forecasting ultimate resource recovery (RePEc:eee:intfor:v:11:y:1995:i:4:p:543-555)
  by Pesaran, M. Hashem & Samiei, Hossein
• How costly is it to ignore breaks when forecasting the direction of a time series? (RePEc:eee:intfor:v:20:y:2004:i:3:p:411-425)
  by Pesaran, M. Hashem & Timmermann, Allan
• Forecasting economic and financial variables with global VARs (RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675)
  by Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa
• Rejoinder to comments on forecasting economic and financial variables with global VARs (RePEc:eee:intfor:v:25:y:2009:i:4:p:703-715)
  by Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa
• Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation (RePEc:eee:intfor:v:38:y:2022:i:2:p:662-687)
  by Ahmed, Rashad & Pesaran, M. Hashem
• A spatiotemporal equilibrium model of migration and housing interlinkages (RePEc:eee:jhouse:v:57:y:2022:i:c:s1051137722000146)
  by Cun, Wukuang & Pesaran, M. Hashem
• A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model (RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001285)
  by Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi & Rebucci, Alessandro
• Consistency of short-term and long-term expectations (RePEc:eee:jimfin:v:8:y:1989:i:4:p:511-516)
  by Pesaran, M. Hashem
• The spatial and temporal diffusion of house prices in the UK (RePEc:eee:juecon:v:69:y:2011:i:1:p:2-23)
  by Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi
• Oil exports and the Iranian economy (RePEc:eee:quaeco:v:53:y:2013:i:3:p:221-237)
  by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem
• Counterfactual analysis in macroeconometrics: An empirical investigation into the effects of quantitative easing (RePEc:eee:reecon:v:70:y:2016:i:2:p:262-280)
  by Hashem Pesaran, M. & Smith, Ron P.
• Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth (RePEc:eee:riceco:v:47:y:1993:i:3:p:293-322)
  by Lee, Kevin C. & Pesaran, M. Hashem
• Oil prices and the global economy: Is it different this time around? (RePEc:een:camaaa:2016-56)
  by Kamiar Mohaddes & M. Hashem Pesaran
• Identifying global and national output and fiscal policy shocks using a GVAR (RePEc:een:camaaa:2019-06)
  by Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes
• Long-term macroeconomic effects of climate change: A cross-country analysis (RePEc:een:camaaa:2019-49)
  by Matthew E. Kahn & Kamiar Mohaddes & Ryan N. C. Ng & M. Hashem Pesaran & Mehdi Raissi & Jui-Chung Yang
• A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model (RePEc:een:camaaa:2020-85)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci
• Climate change and economic activity: Evidence from US states (RePEc:een:camaaa:2022-10)
  by Kamiar Mohaddes & Ryan N. C. Ng & M. Hashem Pesaran & Mehdi Raissi & Jui-Chung Yang
• Market timing and return prediction under model instability (RePEc:ehl:lserod:24932)
  by Pesaran, M. Hashem & Timmermann, Allan
• Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model (RePEc:ekd:003307:330700121)
  by PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott
• Unknown item RePEc:eme:aecopp:aeco.2020.41 (book)
• Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors (RePEc:eme:aecozz:s0731-905320160000036013)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR (RePEc:eme:aecozz:s0731-905320200000041005)
  by Alexander Chudik & M. Hashem Pesaran & Kamiar Mohaddes
• Introduction: Explaining Growth in the Middle East (RePEc:eme:ceazzz:s0573-8555(06)78001-4)
  by Jeffrey B. Nugent & M. Hashem Pesaran
• Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis (RePEc:enp:wpaper:eprg1512)
  by Kamiar Mohaddes & M. Hashem Pesaran
• Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis (RePEc:enp:wpaper:eprg1925)
  by Matthew E Khan & Kamiar Mohaddes & Ryan N.C. Ng & Hashem Pesaran & Mehdi Raisse
• Climate change and economic activity: evidence from US states (RePEc:enp:wpaper:eprg2208)
  by Kamiar Mohaddes & Ryan Ng & M. Hashem Pesaran & Mehdi Raissi & Jui-Chung Yang
• Oil Prices and the Global Economy: Is It Different This Time Around? (RePEc:erg:wpaper:1052)
  by Kamiar Mohaddes & M. Hashem Pesaran
• Identifying Global and National Output and Fiscal Policy ShocksUsing a GVAR (RePEc:erg:wpaper:1286)
  by Alexander Chudik & Mohammad Hashem Pesaran & Kamiar Mohaddes
• A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model (RePEc:erg:wpaper:1406)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci
• Iranian Economy in Twentieth Century: A Global Perspective (RePEc:erg:wpaper:452)
  by Hadi Salehi Esfahani & M. Hashem Pesaran
• Oil Exports and the Iranian Economy (RePEc:erg:wpaper:534)
  by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran
• An Empirical Growth Model for Major Oil Exporters (RePEc:erg:wpaper:680)
  by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran
• One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? (RePEc:erg:wpaper:771)
  by Kamiar Mohaddes & M. Hashem Pesaran
• Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models (RePEc:erg:wpaper:817)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• Country-Specific Oil Supply Shocks and the Global Economy: a Counterfactual Analysis (RePEc:erg:wpaper:927)
  by Kamiar Mohaddes & M. Hashem Pesaran
• Planning and Macroeconomic Stabilization in Iran (RePEc:erg:wpaper:9502)
  by Mohamed Hashem Pesaran
• Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model (RePEc:erg:wpaper:9637)
  by Kevin Lee & Hashem Pesaran & Ron Smith
• Economic Trends and Macroeconomic Policies in Post-Revolutionary Iran (RePEc:erg:wpaper:9902)
  by M. Hashem Pesaran
• Rising Public Debt to GDP Can Harm Economic Growth (RePEc:fip:feddel:00058)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• Aggregation in large dynamic panels (RePEc:fip:feddgw:101)
  by Alexander Chudik & M. Hashem Pesaran
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (RePEc:fip:feddgw:146)
  by Alexander Chudik & M. Hashem Pesaran
• Large panel data models with cross-sectional dependence: a survey (RePEc:fip:feddgw:153)
  by Alexander Chudik & M. Hashem Pesaran
• Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models (RePEc:fip:feddgw:162)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• Theory and practice of GVAR modeling (RePEc:fip:feddgw:180)
  by Alexander Chudik & M. Hashem Pesaran
• A multi-country approach to forecasting output growth using PMIs (RePEc:fip:feddgw:213)
  by Alexander Chudik & Valerie Grossman & M. Hashem Pesaran
• Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors (RePEc:fip:feddgw:223)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• Country-specific oil supply shocks and the global economy: a counterfactual analysis (RePEc:fip:feddgw:242)
  by Kamiar Mohaddes & M. Hashem Pesaran
• Is there a debt-threshold effect on output growth? (RePEc:fip:feddgw:245)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• Big data analytics: a new perspective (RePEc:fip:feddgw:268)
  by Alexander Chudik & George Kapetanios & M. Hashem Pesaran
• Oil prices and the global economy: is it different this time around? (RePEc:fip:feddgw:277)
  by Kamiar Mohaddes & M. Hashem Pesaran
• Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor (RePEc:fip:feddgw:281)
  by Alexander Chudik & M. Hashem Pesaran & Jui-Chung Yang
• A one-covariate at a time, multiple testing approach to variable selection in high-dimensional linear regression models (RePEc:fip:feddgw:290)
  by Alexander Chudik & George Kapetanios & M. Hashem Pesaran
• An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels (RePEc:fip:feddgw:327)
  by Alexander Chudik & M. Hashem Pesaran
• Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators (RePEc:fip:feddgw:349)
  by Alexander Chudik & M. Hashem Pesaran
• Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR (RePEc:fip:feddgw:351)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran
• Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis (RePEc:fip:feddgw:365)
  by Bryan Engelhardt & Matthew E. Kahn & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Jui-Chung Yang
• Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries (RePEc:fip:feddgw:87837)
  by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
• Variable Selection in High Dimensional Linear Regressions with Parameter Instability (RePEc:fip:feddgw:88638)
  by Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi
• A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model (RePEc:fip:feddgw:88829)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci
• COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing (RePEc:fip:feddgw:90500)
  by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
• Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels (RePEc:fip:feddgw:92809)
  by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
• Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe (RePEc:fip:feddgw:93671)
  by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
• Revisiting the Great Ratios Hypothesis (RePEc:fip:feddgw:93887)
  by Alexander Chudik & M. Hashem Pesaran & Ron P. Smith
• Limited-dependent rational expectations models with jumps (RePEc:fip:fedmem:111)
  by M. Hashem Pesaran & Francisco J. Ruge-Murcia
• Forecasting economic and financial variables with global VARs (RePEc:fip:fednsr:317)
  by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith
• A Recursive Modelling Approach to Predicting UK Stock Returns (RePEc:fmg:fmgdps:dp322)
  by Allan Timmermann & M. Hashem Pesaran
• Market Timing and Return Prediction under Model Instability (RePEc:fmg:fmgdps:dp412)
  by Allan Timmermann & M. Hashem Pesaran
• Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment (RePEc:fth:callaa:10)
  by Mcaleer, M. & Pesaran, M.H. & Bera, A.K.
• Rational Expectations In Disaggregated Models: An Empirical Analysis Of Opec'S Behavior (RePEc:fth:callaa:13)
  by Pesaran, M.H.
• Estimating Limited-Dependent Rational Expectations Models (RePEc:fth:callaa:18)
  by Pesaran, M.H. & Samiei, H.
• Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The U.S. Economy (RePEc:fth:callaa:25)
  by Pesaran, M.H. & Pierse, R.G. & Lee, K.C.
• The Statistical And Economic Significance Of The Predictability Of Excess Returns On Common Stocks (RePEc:fth:callaa:26)
  by Pesaran, M.H. & Timmermann, A.G.
• A Simple Non-Parametric Test Of Predictive Performance (RePEc:fth:callaa:29)
  by Pesaran, M.H. & Timmermann, A.
• Joint Test Of Non-Nested Models And General Erro Specifications (RePEc:fth:callaa:3)
  by Bera, A.K. & Mcaleer, M. & Pesaran, M.H.
• The Iranian Foreign Exchange Policy And The Black Market For Dollars (RePEc:fth:callaa:33)
  by Pesaran, M.H.
• An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model (RePEc:fth:callaa:38)
  by Pesaran, M.H. & Samiei, H.
• Estimation Of Simple Class Of Multivariate Rational Expectations Models: A Test Of The New Classical Model At A Sectoral Level (RePEc:fth:callaa:4)
  by Pesaran, M.H.
• A Simulation Approach To The Problem Of Computing Cox'S Statistic For Testing Non-Nested Models (RePEc:fth:callaa:7)
  by Pasaran, M.H. & Pasaran, B.
• Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment (RePEc:fth:tilbur:9004)
  by Mcleer, M. & Pesaran, M.H. & Bera, A.K.
• Panels with nonstationary multifactor error structures (RePEc:hal:journl:hal-00768190)
  by G. Kapetanios & M. Hashem Pesaran & T. Yamagata
• Large panels with common factors and spatial correlation (RePEc:hal:journl:hal-00796743)
  by M. Hashem Pesaran & Elisa Tosetti
• China's Emergence in the World Economy and Business Cycles in Latin America (RePEc:idb:brikps:3739)
  by Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng
• Uncertainty and Economic Activity: A Global Perspective (RePEc:idb:brikps:6605)
  by Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro
• China’s Emergence in the World Economy and Business Cycles in Latin America (RePEc:idb:wpaper:4732)
  by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu
• The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors (RePEc:ier:iecrev:v:14:y:1973:i:1:p:120-31)
  by Pesaran, M Hashem
• Decision Making in the Presence of Heterogeneous Information and Social Interactions (RePEc:ier:iecrev:v:39:y:1998:i:4:p:1027-52)
  by Binder, Michael & Pesaran, M Hashem
• What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR (RePEc:ijf:ijfiec:v:12:y:2007:i:1:p:55-87)
  by M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• Is There a Debt-threshold Effect on Output Growth? (RePEc:imf:imfwpa:2015/197)
  by Mr. Alexander Chudik & Mr. Kamiar Mohaddes & M. Hashem Pesaran & Mr. Mehdi Raissi
• Oil Prices and the Global Economy: Is It Different This Time Around? (RePEc:imf:imfwpa:2016/210)
  by Mr. Kamiar Mohaddes & M. Hashem Pesaran
• Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis (RePEc:imf:imfwpa:2019/215)
  by Matthew E. Kahn & Mr. Kamiar Mohaddes & Ryan N. C. Ng & M. Hashem Pesaran & Mr. Mehdi Raissi & Jui-Chung Yang
• Real Time Econometrics (RePEc:iza:izadps:dp1108)
  by Pesaran, M. Hashem & Timmermann, Allan
• Forecasting Time Series Subject to Multiple Structural Breaks (RePEc:iza:izadps:dp1196)
  by Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan
• Random Coefficient Panel Data Models (RePEc:iza:izadps:dp1236)
  by Hsiao, Cheng & Pesaran, M. Hashem
• General Diagnostic Tests for Cross Section Dependence in Panels (RePEc:iza:izadps:dp1240)
  by Pesaran, M. Hashem
• A Pair-Wise Approach to Testing for Output and Growth Convergence (RePEc:iza:izadps:dp1313)
  by Pesaran, M. Hashem
• Testing Dependence among Serially Correlated Multi-Category Variables (RePEc:iza:izadps:dp2196)
  by Pesaran, M. Hashem & Timmermann, Allan
• Panels with Nonstationary Multifactor Error Structures (RePEc:iza:izadps:dp2243)
  by Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi
• A Spatio-Temporal Model of House Prices in the US (RePEc:iza:izadps:dp2338)
  by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi
• Econometrics: A Bird's Eye View (RePEc:iza:izadps:dp2458)
  by Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem
• On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables (RePEc:iza:izadps:dp2634)
  by Pagan, Adrian & Pesaran, M. Hashem
• Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models (RePEc:iza:izadps:dp2756)
  by Hsiao, Cheng & Pesaran, M. Hashem & Pick, Andreas
• Lumpy Price Adjustments: A Microeconometric Analysis (RePEc:iza:izadps:dp2793)
  by Dhyne, Emmanuel & Fuss, Catherine & Pesaran, M. Hashem & Sevestre, Patrick
• Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution (RePEc:iza:izadps:dp2906)
  by Pesaran, Bahram & Pesaran, M. Hashem
• Large Panels with Common Factors and Spatial Correlations (RePEc:iza:izadps:dp3032)
  by Pesaran, M. Hashem & Tosetti, Elisa
• Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows (RePEc:iza:izadps:dp3071)
  by Assenmacher-Wesche, Katrin & Pesaran, M. Hashem
• Infinite Dimensional VARs and Factor Models (RePEc:iza:izadps:dp3206)
  by Chudik, Alexander & Pesaran, M. Hashem
• Panel Unit Root Tests in the Presence of a Multifactor Error Structure (RePEc:iza:izadps:dp3254)
  by Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi
• Identification of New Keynesian Phillips Curves from a Global Perspective (RePEc:iza:izadps:dp3298)
  by Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P.
• Oil Exports and the Iranian Economy (RePEc:iza:izadps:dp4537)
  by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem
• Spatial and Temporal Diffusion of House Prices in the UK (RePEc:iza:izadps:dp4694)
  by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi
• Predictability of Asset Returns and the Efficient Market Hypothesis (RePEc:iza:izadps:dp5037)
  by Pesaran, M. Hashem
• Aggregation in Large Dynamic Panels (RePEc:iza:izadps:dp5478)
  by Pesaran, M. Hashem & Chudik, Alexander
• On Identification of Bayesian DSGE Models (RePEc:iza:izadps:dp5638)
  by Koop, Gary & Pesaran, M. Hashem & Smith, Ron P.
• Beyond the DSGE Straitjacket (RePEc:iza:izadps:dp5661)
  by Pesaran, M. Hashem & Smith, Ron P.
• China's Emergence in the World Economy and Business Cycles in Latin America (RePEc:iza:izadps:dp5889)
  by Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng
• Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults (RePEc:iza:izadps:dp6027)
  by Pesaran, M. Hashem & Xu, TengTeng
• Exponent of Cross-sectional Dependence: Estimation and Inference (RePEc:iza:izadps:dp6318)
  by Bailey, Natalia & Kapetanios, George & Pesaran, M. Hashem
• Testing Weak Cross-Sectional Dependence in Large Panels (RePEc:iza:izadps:dp6432)
  by Pesaran, M. Hashem
• An Empirical Growth Model for Major Oil Exporters (RePEc:iza:izadps:dp6468)
  by Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, M. Hashem
• Testing CAPM with a Large Number of Assets (RePEc:iza:izadps:dp6469)
  by Pesaran, M. Hashem & Yamagata, Takashi
• Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models (RePEc:iza:izadps:dp6583)
  by Hayakawa, Kazuhiko & Pesaran, M. Hashem
• Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing (RePEc:iza:izadps:dp6618)
  by Pesaran, M. Hashem & Smith, Ron P.
• An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects (RePEc:iza:izadps:dp7054)
  by Al-Sadoon, Majid M. & Li, Tong & Pesaran, M. Hashem
• Journal of Applied Econometrics (RePEc:jae:japmet)
  from John Wiley & Sons, Ltd. as editor
• Growth and Convergence in Multi-country Empirical Stochastic Solow Model (RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92)
  by Lee, Kevin & Pesaran, M Hashem & Smith, Ron
• On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments (RePEc:jae:japmet:v:12:y:1997:i:5:p:500-503)
  by Pesaran, M Hashem
• The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments (RePEc:jae:japmet:v:12:y:1997:i:5:p:527-29)
  by Pesaran, M Hashem
• Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments (RePEc:jae:japmet:v:12:y:1997:i:5:p:586-87)
  by Pesaran, M Hashem
• A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics (RePEc:jae:japmet:v:16:y:2001:i:3:p:197-202)
  by David F. Hendry & M. Hashem Pesaran
• Bounds testing approaches to the analysis of level relationships (RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326)
  by M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith
• Journal of Applied Econometrics Conference Sponsorship Grants (RePEc:jae:japmet:v:16:y:2001:i:4:p:561-561)
  by M Hashem Pesaran
• Journal of Applied Econometrics distinguished authors (RePEc:jae:japmet:v:16:y:2001:i:5:p:653-654)
  by M. Hashem Pesaran
• Introducing a replication section (RePEc:jae:japmet:v:18:y:2003:i:1:p:111-111)
  by Hashem Pesaran
• Journal of applied econometrics scholars programme (RePEc:jae:japmet:v:18:y:2003:i:5:p:619-619)
  by M. Hashem Pesaran
• Exploring the international linkages of the euro area: a global VAR analysis (RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38)
  by Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran
• Heterogeneity and cross section dependence in panel data models: theory and applications introduction (RePEc:jae:japmet:v:22:y:2007:i:2:p:229-232)
  by M. Hashem Pesaran & Badi H. Baltagi
• A simple panel unit root test in the presence of cross-section dependence (RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312)
  by M. Hashem Pesaran
• Journal of Applied Econometrics Dissertation Prize (RePEc:jae:japmet:v:22:y:2007:i:7:p:1395-1395)
  by M. Hashem Pesaran
• March 2008 Announcement : Journal of Applied Econometrics Distinguished Authors (RePEc:jae:japmet:v:23:y:2008:i:3:p:391-393)
  by M. Hashem Pesaran
• Journal of Applied Econometrics Dissertation Prize (RePEc:jae:japmet:v:24:y:2009:i:1:p:207-207)
  by M. Hashem Pesaran
• The Richard Stone Prize in Applied Econometrics (RePEc:jae:japmet:v:24:y:2009:i:5:p:863-863)
  by M. Hashem Pesaran
• Announcement (RePEc:jae:japmet:v:24:y:2009:i:5:p:865-865)
  by M. Hashem Pesaran
• In memory of Clive Granger: an advisory board member of the journal (RePEc:jae:japmet:v:24:y:2009:i:6:p:871-873)
  by David F. Hendry & M. Hashem Pesaran
• Journal of applied econometrics distinguished authors (RePEc:jae:japmet:v:25:y:2010:i:1:p:195-195)
  by M. Hashem Pesaran
• The Richard Stone Prize in Applied Econometrics (RePEc:jae:japmet:v:25:y:2010:i:6:p:1067-1068)
  by M Hashem Pesaran
• Nonlinear Dynamics and Econometrics: An Introduction (RePEc:jae:japmet:v:7:y:1992:i:s:p:s1-7)
  by Pesaran, M Hashem & Potter, Simon M
• A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence (RePEc:jae:japmet:v:9:y:1994:i:s:p:s95-112)
  by Favero, Carlo A & Pesaran, M Hashem & Sharma, Sunil
• Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption (RePEc:kap:compec:v:15:y:2000:i:1-2:p:25-57)
  by Binder, Michael & Pesaran, M Hashem & Samiei, S Hossein
• Stochastic Growth Models and Their Econometric Implications (RePEc:kap:jecgro:v:4:y:1999:i:2:p:139-83)
  by Binder, Michael & Pesaran, M Hashem
• Unknown item RePEc:kie:kieliw:1366 (paper)
• Growth and Convergence in a Multi-County empirical Stochastic Solow Model (RePEc:lec:leecon:96/14)
  by Kevin Lee & M. Hashem Pesaran & Ron Smith
• To Pool or not to Pool: Revisited (RePEc:lsu:lsuwpp:2017-13)
  by M. Hashem Pesaran & Qiankun Zhou
• Oil Export and the Economy of Iran (in Persian) (RePEc:mbr:jmbres:v:4:y:2012:i:12:p:1-18)
  by Pesaran, Mohammad Hashem & Salehi Esfahani, Hadi & Mohaddes, Kamiar
• Macroeconomic Dynamics and Credit Risk: A Global Perspective (RePEc:mcb:jmoncb:v:38:y:2006:i:5:p:1211-1261)
  by Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M.
• Identification of New Keynesian Phillips Curves from a Global Perspective (RePEc:mcb:jmoncb:v:41:y:2009:i:7:p:1481-1502)
  by Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management (RePEc:mmf:mmfc04:101)
  by Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia)
• Econometric Issues in the Analysis of Contagion (RePEc:mmf:mmfc04:67)
  by Hashem Pesaran & Andreas Pick
• National and Global Macroeconometric Modelling Using GVAR (RePEc:mmf:mmfc05:1)
  by Professor Hashem Pesaran
• The Forecasing time series subject to multiple structure breaks (RePEc:mmf:mmfc05:33)
  by Profoessor Hashem Pesaran & Allan Timmermann & Davide Pettenuzzo
• Exponent of cross-sectional dependence for residuals (RePEc:msh:ebswps:2018-13)
  by Natalia Bailey & George Kapetanios & M. Hashem Pesaran
• Measurement of Factor Strength: Theory and Practice (RePEc:msh:ebswps:2020-7)
  by Natalia Bailey & George Kapetanios & M. Hashem Pesaran
• A Discrete-Time Version of Target Zone Models with Jumps (RePEc:mtl:montde:9530)
  by Pesaran, M.H. & Ruge-Murcia, F.J.
• A Discrete-Time Version of Target Zone Models with Jumps (RePEc:mtl:montec:9530)
  by Pesaran, M.H. & Ruge-Murcia, F.J.
• Lumpy price adjustments : a microeconometric analysis (RePEc:nbb:reswpp:200610-12)
  by Emmanuel Dhyne & Catherine Fuss & Hashem Pesaran & Patrick Sevestre
• Global Business Cycles and Credit Risk (RePEc:nbr:nberch:9616)
  by M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler
• Global Business Cycles and Credit Risk (RePEc:nbr:nberwo:11493)
  by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler
• Uncertainty and Economic Activity: A Multi-Country Perspective (RePEc:nbr:nberwo:24325)
  by Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci
• Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis (RePEc:nbr:nberwo:26167)
  by Matthew E. Kahn & Kamiar Mohaddes & Ryan N.C. Ng & M. Hashem Pesaran & Mehdi Raissi & Jui-Chung Yang
• Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries (RePEc:nbr:nberwo:27039)
  by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
• A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model (RePEc:nbr:nberwo:27855)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci
• COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing (RePEc:nbr:nberwo:28629)
  by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
• Climate change and economic activity: evidence from US states (RePEc:oup:ooecxx:v:2:y:2023:i::p:28-46.)
  by Kamiar Mohaddes & Ryan N C Ng & M Hashem Pesaran & Mehdi Raissi & Jui-Chung Yang
• Growth Empirics: A Panel Data Approach—A Comment (RePEc:oup:qjecon:v:113:y:1998:i:1:p:319-323.)
  by Kevin Lee & M. Hashem Pesaran & Ron Smith
• On the General Problem of Model Selection (RePEc:oup:restud:v:41:y:1974:i:2:p:153-171.)
  by M. H. Pesaran
• Forecasting Time Series Subject to Multiple Structural Breaks (RePEc:oup:restud:v:73:y:2006:i:4:p:1057-1084)
  by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann
• Uncertainty and Economic Activity: A Multicountry Perspective
  [Emerging market business cycles: The cycle is the trend] (RePEc:oup:rfinst:v:33:y:2020:i:8:p:3393-3445.)
  by Ambrogio Cesa-Bianchi & M Hashem Pesaran & Alessandro Rebucci & Stijn Van Nieuwerburgh
• Time Series and Panel Data Econometrics (RePEc:oxp:obooks:9780198759980)
  by Pesaran, M. Hashem
• Global and National Macroeconometric Modelling: A Long-Run Structural Approach (RePEc:oxp:obooks:9780199296859)
  by Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol
• Global and National Macroeconometric Modelling: A Long-Run Structural Approach (RePEc:oxp:obooks:9780199650460)
  by Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol
• The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis (RePEc:oxp:obooks:9780199670086)
  by None
• Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe (RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00181-9)
  by Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci
• Growth and Income Distribution in Iran (RePEc:pal:intecp:978-1-349-16003-7_11)
  by M. H. Pesaran & F. Gahvary
• Oil Investment in the North Sea (RePEc:qmw:qmwecw:223)
  by C.A. Favero & H.S. Pesaran
• Uncertainty and Irreversible Investment an Empirical Analysis of Development of Oil Fields in the UKCS (RePEc:qmw:qmwecw:256)
  by C. Favero & M.H. Pesaran & S. Sharma
• Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns (RePEc:qmw:qmwecw:536)
  by George Kapetanios & M. Hashem Pesaran
• Panels with Nonstationary Multifactor Error Structures (RePEc:qmw:qmwecw:569)
  by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata
• Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients (RePEc:qmw:qmwecw:749)
  by Michele Aquaro & Natalia Bailey & M. Hashem Pesaran
• A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices (RePEc:qmw:qmwecw:764)
  by Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith
• Unknown item RePEc:qmw:qmwecw:wp536 (paper)
• Unknown item RePEc:qmw:qmwecw:wp569 (paper)
• Unknown item RePEc:qmw:qmwecw:wp749 (paper)
• Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 (RePEc:qut:auncer:2007-1)
  by Adrian Pagan & Hashem Pesaran
• Discussion of 'The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries' (RePEc:rba:rbaacv:acv1993-11)
  by Hashem Pesaran & Philip Lowe
• Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing (RePEc:rim:rimwps:37_12)
  by M. Hashem Pesaran & Ron P. Smith
• Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models (RePEc:rim:rimwps:38_12)
  by Kazuhiko Hayakawa & M. Hashem Pesaran
• Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows (RePEc:sae:niesru:v:203:y:2008:i:1:p:91-108)
  by Katrin Assenmacher-Wesche & M. Hashem Pesaran
• Asset Price Dynamics And Aggregation (RePEc:sce:scecf0:296)
  by Michael Binder, M.Hashem Pesaran
• Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration (RePEc:sce:scecf1:36)
  by Michael Binder, Cheng Hsiao, and M. Hashem Pesaran
• Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions (RePEc:sce:scecf2:345)
  by Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran
• Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models (RePEc:sce:scecf7:34)
  by Michael Binder, M. Hashem Pesaran & S. Hossein Samiei
• Exploring the International Linkages of the Euro Area: a Global VAR Analysis (RePEc:sce:scecfa:47)
  by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith
• Learning, structural instability and present value calculations (RePEc:sce:scecfa:529)
  by M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann
• Random Coefficient Panel Data Models (RePEc:scp:wpaper:04-2)
  by Cheng Hsiao & M. Hashem Pesaran
• Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management (RePEc:scp:wpaper:04-3)
  by M. Hashem Pesaran & Paolo Zaffaroni
• Exploring the International Linkages of the Euro Area: A Global VAR Analysis (RePEc:scp:wpaper:04-6)
  by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith
• Testing Slope Homogeneity in Large Panels (RePEc:scp:wpaper:05-14)
  by M. Hashem Pesaran & Takashi Yamagata
• Scope for Credit Risk Diversification (RePEc:scp:wpaper:05-18)
  by Samuel Hanson & M. Hashem Pesaran & Til Schuermann
• What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR (RePEc:scp:wpaper:05-24)
  by M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification (RePEc:scp:wpaper:05-25)
  by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler
• Survey Expectations (RePEc:scp:wpaper:05-30)
  by M. Hashem Pesaran & Martin Weale
• Unit Roots and Cointegration in Panels (RePEc:scp:wpaper:05-32)
  by Jörg Breitung & M. Hashem Pesaran
• Market Efficiency Today (RePEc:scp:wpaper:05-41)
  by M. Hashem Pesaran
• Learning, Structural Instability and Present Value Calculations (RePEc:scp:wpaper:06-42)
  by Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann
• Macroeconometric Modelling with a Global Perspective (RePEc:scp:wpaper:06-43)
  by M. Hashem Pesaran & Ron Smith
• Unknown item RePEc:snb:snbecs:2008-06 (paper)
• A VECX* model of the Swiss economy (RePEc:snb:snbecs:2009-06)
  by Katrin Assenmacher & M. Hashem Pesaran
• Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Models and Observation Windows (RePEc:snb:snbwpa:2008-03)
  by Katrin Assenmacher & M. Hashem Pesaran
• Estimation of Simple Class of Multivariate Rational Expectations Models: A Test of the New Classical Model at a Sectoral Level (RePEc:spr:empeco:v:16:y:1991:i:2:p:211-32)
  by Pesaran, M Hashem
• General diagnostic tests for cross-sectional dependence in panels (RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01875-7)
  by M. Hashem Pesaran
• Identification and estimation of categorical random coefficient models (RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02402-0)
  by Zhan Gao & M. Hashem Pesaran
• Exponent of Cross-sectional Dependence for Residuals (RePEc:spr:sankhb:v:81:y:2019:i:1:d:10.1007_s13571-019-00196-9)
  by Natalia Bailey & George Kapetanios & M. Hashem Pesaran
• Correction to: Exponent of Cross-sectional Dependence for Residuals (RePEc:spr:sankhb:v:82:y:2020:i:2:d:10.1007_s13571-019-00220-y)
  by Natalia Bailey & George Kapetanios & M. Hashem Pesaran
• On Identification of Bayesian DSGE Models (RePEc:str:wpaper:1108)
  by Gary Koop & M. Hashem Pesaran & Ron Smith
• Econometric Analysis of Structural Systems with Permanent and Transitory Shocks (RePEc:swe:wpaper:2008-04)
  by Adrian R. Pagan & M. Hashem Pesaran
• Long-Run Structural Modelling (RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87)
  by M. Hashem Pesaran & Yongcheol Shin
• Learning, Structural Instability, and Present Value Calculations (RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:253-288)
  by Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann
• Pairwise Tests of Purchasing Power Parity (RePEc:taf:emetrv:v:28:y:2009:i:6:p:495-521)
  by M. Hashem Pesaran & Ron Smith & Takashi Yamagata & Lyudmyla Hvozdyk
• Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649)
  by Alexander Chudik & M. Hashem Pesaran
• Testing Weak Cross-Sectional Dependence in Large Panels (RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117)
  by M. Hashem Pesaran
• Exponential class of dynamic binary choice panel data models with fixed effects (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:898-927)
  by Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran
• Estimation of time-invariant effects in static panel data models (RePEc:taf:emetrv:v:37:y:2018:i:10:p:1137-1171)
  by M. Hashem Pesaran & Qiankun Zhou
• An augmented Anderson–Hsiao estimator for dynamic short-T panels† (RePEc:taf:emetrv:v:41:y:2022:i:4:p:416-447)
  by Alexander Chudik & M. Hashem Pesaran
• Forecast Combination Across Estimation Windows (RePEc:taf:jnlbes:v:29:y:2011:i:2:p:307-318)
  by M. Hashem Pesaran & Andreas Pick
• Lumpy Price Adjustments: A Microeconometric Analysis (RePEc:taf:jnlbes:v:29:y:2011:i:4:p:529-540)
  by Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre
• On Identification of Bayesian DSGE Models (RePEc:taf:jnlbes:v:31:y:2013:i:3:p:300-314)
  by Gary Koop & M. Hashem Pesaran & Ron P. Smith
• Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes (RePEc:taf:jnlbes:v:38:y:2020:i:2:p:428-442)
  by M. Hashem Pesaran & Ida Johnsson
• Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment (RePEc:tiu:tiucen:1db235af-e3ae-45a5-861d-82ac21aec012)
  by McAleer, M. & Pesaran, M.H. & Bera, A.K.
• Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment (RePEc:tiu:tiutis:1db235af-e3ae-45a5-861d-82ac21aec012)
  by McAleer, M. & Pesaran, M.H. & Bera, A.K.
• An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment (RePEc:tpr:restat:v:55:y:1973:i:2:p:259-61)
  by Pesaran, M Hashem
• Costly Adjustment under Rational Expectations: A Generalization (RePEc:tpr:restat:v:73:y:1991:i:2:p:353-58)
  by Pesaran, M Hashem
• Is There a Debt-Threshold Effect on Output Growth? (RePEc:tpr:restat:v:99:y:2017:i:1:p:135-150)
  by Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi
• A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models (RePEc:wly:emetrp:v:86:y:2018:i:4:p:1479-1512)
  by A. Chudik & G. Kapetanios & M. Hashem Pesaran
• Weak and strong cross‐section dependence and estimation of large panels (RePEc:wly:emjrnl:v:14:y:2011:i::p:c45-c90)
  by Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti
• Journal of Applied Econometrics (RePEc:wly:japmet)
  from John Wiley & Sons, Ltd. as editor
• Editorial statement (RePEc:wly:japmet:v:1:y:1986:i:1:p:1-4)
  by M. Hashem Pesaran
• Journal of applied econometrics distinguished authors (RePEc:wly:japmet:v:25:y:2010:i:1:p:195-195)
  by M. Hashem Pesaran
• Journal of Applied Econometrics distinguished authors (RePEc:wly:japmet:v:26:y:2011:i:3:p:545-546)
  by M. Hashem Pesaran
• The Richard Stone Prize in Applied Econometrics (RePEc:wly:japmet:v:27:y:2012:i:7:p:1211-1212)
  by M. Hashem Pesaran
• Distinguished Authors (RePEc:wly:japmet:v:28:y:2013:i:5:p:901-902)
  by M. Hashem Pesaran
• An Empirical Growth Model For Major Oil Exporters (RePEc:wly:japmet:v:29:y:2014:i:1:p:1-21)
  by Hadi Salehi Esfahani & Kamiar Mohaddes & M. Hashem Pesaran
• Cross‐Sectional Dependence in Panel Data Models: A Special Issue (RePEc:wly:japmet:v:31:y:2016:i:1:p:1-3)
  by Jushan Bai & Badi Baltagi & Hashem Pesaran
• A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence (RePEc:wly:japmet:v:31:y:2016:i:1:p:249-280)
  by Natalia Bailey & Sean Holly & M. Hashem Pesaran
• Exponent of Cross‐Sectional Dependence: Estimation and Inference (RePEc:wly:japmet:v:31:y:2016:i:6:p:929-960)
  by Natalia Bailey & George Kapetanios & M. Hashem Pesaran
• Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors (RePEc:wly:japmet:v:33:y:2018:i:6:p:816-836)
  by Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang
• Common correlated effects estimation of heterogeneous dynamic panel quantile regression models (RePEc:wly:japmet:v:35:y:2020:i:3:p:294-314)
  by Matthew Harding & Carlos Lamarche & M. Hashem Pesaran
• Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices (RePEc:wly:japmet:v:36:y:2021:i:1:p:18-44)
  by Michele Aquaro & Natalia Bailey & M. Hashem Pesaran
• Measurement of factor strength: Theory and practice (RePEc:wly:japmet:v:36:y:2021:i:5:p:587-613)
  by Natalia Bailey & George Kapetanios & M. Hashem Pesaran
• Matching theory and evidence on Covid‐19 using a stochastic network SIR model (RePEc:wly:japmet:v:37:y:2022:i:6:p:1204-1229)
  by M. Hashem Pesaran & Cynthia Fan Yang
• Identifying the effects of sanctions on the Iranian economy using newspaper coverage (RePEc:wly:japmet:v:38:y:2023:i:3:p:271-294)
  by Dario Laudati & M. Hashem Pesaran
• Short T dynamic panel data models with individual, time and interactive effects (RePEc:wly:japmet:v:38:y:2023:i:6:p:940-967)
  by Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith
• Identification of New Keynesian Phillips Curves from a Global Perspective (RePEc:wly:jmoncb:v:41:y:2009:i:7:p:1481-1502)
  by Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (RePEc:wop:pennin:01-38)
  by M. Hashem Pesaran & Til Schuermann & Scott M. Weiner
• Macroeconomic Dynamics and Credit Risk: A Global Perspective (RePEc:wop:pennin:03-13)
  by M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April
• A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors (RePEc:wyi:wpaper:002605)
  by M. Hashem Pesaran & Yimeng Xie
• Panel Unit Root Tests in the Presence of a Multifactor Error Structure (RePEc:yor:yorken:08/03)
  by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata
• Spatial and Temporal Diffusion of House Prices in the UK (RePEc:yor:yorken:09/32)
  by S Holly & M Hashem Pesaran & T Yamagata
• Testing CAPM with a Large Number of Assets (RePEc:yor:yorken:12/05)
  by M Hashem Pesaran & Takashi Yamagata
• Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities (RePEc:yor:yorken:17/04)
  by M. Hashem Pesaran & Takashi Yamagata
• Unit roots and cointegration in panels (RePEc:zbw:bubdp1:4236)
  by Breitung, Jörg & Pesaran, Mohammad Hashem
• Learning, structural instability and present value calculations (RePEc:zbw:bubdp1:4756)
  by Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan
• Market efficiency today (RePEc:zbw:cfswop:200601)
  by Pesaran, Mohammad Hashem
• Long Run Macroeconomic Relations in the Global Economy (RePEc:zbw:ifwedp:5521)
  by Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa
• Long Run Macroeconomic Relations in the Global Economy (RePEc:zbw:ifweej:5582)
  by Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa
• Monetary Policy Transmission and the Phillips Curve in a Global Context (RePEc:zbw:ifwkwp:1366)
  by Smith, Ron P. & Pesaran, Mohammad Hashem