Pesaran, M. Hashem, 1946-....
Pesaran, M H
Pesaran, M. Hashem
Pesaran, Hashem
M. Hashem Pesaran economist
VIAF ID: 108731710 ( Personal )
Permalink: http://viaf.org/viaf/108731710
Preferred Forms
- 100 0 _ ‡a M. Hashem Pesaran ‡c economist
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- 200 _ | ‡a Pesaran ‡b M. Hashem ‡f 1946-....
- 100 1 0 ‡a Pesaran, Hashem
- 100 1 _ ‡a Pesaran, Hashem
- 100 1 _ ‡a Pesaran, M H
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- 100 1 _ ‡a Pesaran, M. Hashem ‡d 1946-
- 100 1 _ ‡a Pesaran, M. Hashem ‡d 1946-
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- 100 1 _ ‡a Pesaran, M. Hashem, ‡d 1946-
- 100 1 _ ‡a Pesaran, M. Hashem, ‡d 1946-....
4xx's: Alternate Name Forms (36)
5xx's: Related Names (6)
- 510 2 _ ‡a Australian National University ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Forschungsinstitut zur Zukunft der Arbeit ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Trinity College Cambridge ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a USC Dornsife ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of Cambridge ‡b Faculty of Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of Southern California ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Aggregation in large dynamic panels | |
Alternative approaches to estimation and inference in large multifactor panels small sample results with an application to modelling of asset returns | |
Analysis of panels and limited dependent variable models : in honour of G.S. Maddala | |
Assessing forecast uncertainties in a VECX model for Switzerland an exercise in forecast combination across models and observation windows | |
Beyond the DSGE straitjacket | |
Business cycle effects of credit and technology shocks in a DSGE model with firm defaults | |
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash | |
cost efficiency of UK debt management a recursive modelling approach | |
Data-FIT : an interactive econometric software package | |
Dinamičeskaâ regressiâ : teoriâ i algoritmy | |
Disaggregation in econometric modelling | |
A discrete-time version of target zone models with jumps | |
Dynamic regression : theory and algorithms | |
Econometric analysis of high dimensional VARs featuring a dominant unit | |
Econometric issues in the analysis of contagion | |
Econometrics a birdś eye view | |
Economic trends and macroeconomic policies in post-revolutionary Iran | |
An Empirical Growth Model for Major Oil Exporters | |
Energy demand in Asian developing economies | |
Essays in honor of Cheng Hsiao | |
Estimation and inference in short panel vector autoregressions with unit roots and cointegration | |
Explaining growth in the Middle East | |
exponential class of dynamic binary choice panel data models with fixed effects | |
Firm heterogeneity and credit risk diversification | |
Forecasting economic and financial variables with global VARs | |
Forecasting random walks under drift instability | |
Forecasting time series subject to multiple structural breaks | |
Global business cycles and credit risk | |
Global vector autoregression handbook | |
The GVAR handbook : structure and applications of a macro model of the global economy for policy analysis | |
Handbook of applied econometrics | |
Infinite dimensional VARs and factor models | |
Keynes' economics : methodological issues | |
Large panels with common factors and spatial correlations | |
Learning, structural instability and present value calculations [this paper was presented at the 8th Bundesbank Spring Conference (May 2006) on "New Developments in Economic Forecasting"] | |
limits to rational expectations | |
Macroeconometric modelling with a global perspective | |
Microeconomics | |
Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management | |
Model averaging in risk management with an application to futures markets | |
Modelling volatilities and conditional correlations in futures markets with a multivariate T-distribution | |
multi-country approach to forecasting output growth using PMIs | |
multiple testing approach to the regularisation of large sample correlation matrices | |
Neglected heterogeneity and dynamics in cross-country savings regressions | |
Nonlinear dynamics, chaos and econometrics | |
On econometric analysis of structural systems with permanent and transitory shocks and exogenous variables | |
On identification of Bayesian DSGE models | |
One hundred years of oil income and the Iranian economy a curse or a blessing? | |
Optimal asset allocation with factor models for large portfolios | |
Optimality and diversifiability of mean variance and arbitrage pricing portfolios | |
pair-wise approach to testing for output and growth convergence | |
Pairwise tests of purchasing power parity using aggregate and disaggregate price measures | |
Panels with nonstationary multifactor error structures | |
Predictability of asset returns and the efficient market hypothesis | |
Prediction and macro modeling | |
Random coefficient panel data models | |
Signs of impact in time series regression models | |
Small sample properties of forecasts from autoregressive models under structural breaks | |
spatio-temporal model of house prices in the US | |
Survey expections | |
Testing dependence among serially correlated multi-categoy variables | |
Testing weak cross-sectional dependence in large panels | |
Tests of policy ineffectiveness in macroeconometrics | |
Theory and practice of GVAR modeling | |
Time series and panel data econometrics | |
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects | |
Two stage approach to spatiotemporal analysis with strong and weak cross-sectional depedence | |
Uncertainty and economic activity a global perspective | |
Uncertainty and irreversible investment : an empirical analysis of development of oilfields on the UKCS | |
Variable selection and inference for multi-period forecasting problems | |
A VECX* model of the Swiss economy | |
What if the UK had joined the Euro in 1999? an empirical evaluation using a global VAR | |
Working with Microfit 4.0 : interactive econometric analysis | |
World economic prospects and the Iranian economy |