Pesaran, M. Hashem, 1946-
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Incoming Resources
- Bayes estimation of short-run coefficients in dynamic panel data models
- A spatio-temporal model of house prices in the US
- Cointegration and direct tests of the rational expectations hypothesis
- Alternative approaches to testing non-nested models with autocorrelated disturbances, an application to models of US unemployment
- The cost efficiency of UK debt management, a recursive modelling approach
- A structural cointegrating VAR approach to macroeconomic modelling
- Economic and statistical measures
- Estimation and inference in short panel vector autoregressions with unit roots and cointegration
- Decision-making in the presence of heterogenous information and social interactions
- Forecast uncertainties in macroeconometric modelling, an application to the UK
- Random coefficient panel data models
- Panels with nonstationary multifactor error structures
- Estimation and inference in short panel vector autoregressions with unit roots and cointegration
- A decision-theoretic approach to forecast evaluation
- Small sample properties of forecast from autoregressive models under structural breaks
- A decision theoretic approach to forecast evaluation
- Uncertainty and irreversible investment, an empirical analysis of development of oilfields on the UKCS
- Forecast uncertainties in macroeconometric modelling, an application to the UK economy
- Firm heterogeneity and credit risk diversification
- Alternative approaches to testing non-nested models with autocorrelated disturbances, an application to models of US unemployment
- Unit roots and cointegration in panels
- The GVAR handbook, structure and applications of a macro model of the global economy for policy analysis, edited by Filippo di Mauro & M. Hashem Pesaran
- Essays in honor of M. Hashem Pesaran, prediction and macro modeling, edited by Alexander Chudik, Cheng Hsiao, Allan Timmermann
- Macroeconomic dynamics and credit risk, a global perspective
- Aggregation bias in labour demand equations for the UK economy
- Essays in honor of Cheng Hsiao, edited by Tong Li, M. Hashem Pesaran, Dek Terrell
- Oil investment in the North Sea
- Testing for aggregation bias in linear models
- Survey expectations
- Keynes' economics, methodological issues, edited by Tony Lawson and Hashem Pesaran for the Cambridge Journal of Economics
- Nonlinear dynamics, chaos, and econometrics, edited by M. Hashem Pesaran and Simon M. Potter
- Persistence profiles and business cycle fluctuations in a dissaggregated model of UK output growth
- Tests for general error specifications and non-nested models, a simultaneous approach
- Estimation and inference in short panel vector autoregression with unit roots and cointegration
- Growth and convergence, a multi-country empirical analysis of the Solow growth model
- Multivariate linear rational expectations models, characterisation of the nature of the solutions and their fully recursive computation
- On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables, by Adrian Pagan, Hashem Pesaran
- Stochastic growth
- Growth and convergence in a multi-country empirical stochastic Solow model
- Neglected heterogeneity and dynamics in cross-country savings regressions
- Uncertainty and irreversible investment, an empirical analysis of development of oil fields in the UKCS
- How costly is it to ignore breaks when forecasting the direction of a time series?
- Cross-sectional aggregation of non-linear models
- A long-run structural macroeconomic model of the UK
- Multivariate rational expectations models and macroeconomic modelling, a review and some new results
- Neglected heterogereity and dynamics in cross-country savings regressions
- Maximum likelihood estimation of fixed effects dynamic data models covering short time periods
- Analytical and numerical solution of finite-horizon nonlinear rational expectations models
- A non-nested test of level-differenced versus log-differenced stationary models
- The role of sectoral interactions in wage determination in the UK economy
- Learning, structural instability and present value calculations
- A discrete-time version of target zone models jumps
- Panel Unit Root Tests in the Presence of a Multifactor Error Structure, M. Hashem Pesaran, L. Vanessa Smith, Takashi Yamagata
- A generalized R2 and non-nested tests for regression models estimated by the instrumental variables method
- Structural analysis of cointegrating VARs
- Survey expectations
- Iranian economy during the Pahlavi era
- Cointegration and speed of convergence to equilibrium
- Economic trends and macroeconomic policies in postrevolutionary Iran
- Testing for the existence of a long-run relationship
- Structural analysis of vector error correction models with exogenous I(1) variables
- Limited-dependant rational expectations models with stochastic thresholds
- Costly adjustment under rational expectations, a generalisation
- A simple, non-parametric test of predictive performance
- Estimation and inference in large heterogeneous panels with a multifactor error structure
- Bounds testing approaches to the analysis of long-run relationships
- A recursive modelling approach to predicting UK stock returns
- Estimating limited-dependent rational expectations models
- Consistency of short-term and long-term expectations
- On the volatility and efficiency of stock prices
- Expectations in economics
- On aggregation of linear dynamic models
- Non-nested hypothesis testing, an overview
- Macroeconometric modelling with a global perspective
- Limited-dependent rational expectations models with jumps
- Real time econometrics
- Testing slope homogeneity in large panels
- Oil investment in the North Sea
- The natural rate hypothesis and its testable implications
- Global business cycles and credit risk
- Limited-dependent rational expectations models with future expectations
- The role of economic theory in modelling the long run
- Forecasting ultimate resource recovery
- The limits to rational expectations, M. Hashem Pesaran
- Pooled estimation of long-run relationships in dynamic heterogeneous panels
- An autoregressive distributed lag modelling approach to cointegration analysis
- The use of recursive model selection strategies in forecasting stock returns
- Testing for the existence of a long-run relationship
- An analysis of the determination of Deutsche mark/French franc exchange rate in a discrete-time target-zone model
- Time series and panel data econometrics, M. Hashem Pesaran
- A discrete-time version of target zone models with jumps
- Pairwise tests of purchasing power parity using aggregate and disaggregate price measures
- Forecasting stock returns
- Generalised R2 criterion for regression models estimated by the instrumental variable method
- The interaction between theory and obversation in economics
- A floor and ceiling model of US output
- Alternative approaches to estimating long-run energy demand elasticities, an application to Asian developing countries
- General Diagnostic Tests for Cross Section Dependence in Panels
- New directions in applied macroeconomic modelling
- Econometrics issues in the analysis of contagion
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