M. Hashem Pesaran

42 published titles

Keynes' economics : methodological issues

(Contributor)

3 editions

The limits to rational expectations

1 edition

An econometric analysis of exploration and extraction of oil on the U.K. continental shelf

1 edition

Disaggregation in econometric modelling

(Contributor)

1 edition

Oil investment in the North Sea

(Contributor)

1 edition

Nonlinear dynamics, chaos and econometrics

(Contributor)

1 edition

Multivariate rational expectations models and macroeconomic modelling : a review and some new results

(Contributor)

2 editions

Dynamic linear models for heterogeneous panels

1 edition

A discrete-time version of target zone models with jumps

1 edition

Growth and convergence : a multi-country empirical analysis of the Solow growth model

(Contributor)

1 edition

Decision-making in the presence of heterogeneous information and social interactions

(Contributor)

1 edition

Handbook of applied econometrics : macroeconomics

(Contributor)

1 edition

Multivariate linear rational expectations models : characterisation of the nature of the solutions and their fully recursive computation

(Contributor)

2 editions

Growth and convergence in a multi-country empirical stochastic Solow model

(Contributor)

1 edition

A decision-theoretic approach to forecast evaluation

(Contributor)

1 edition

Generalised impulse response analysis in linear multivariate models

1 edition

Diagnostics for IV regressions

1 edition

Handbook of applied econometrics. [Vol.II], microeconometrics

(Contributor)

1 edition

Maximum likelihood estimation of fixed effects dynamic data models covering short time periods

(Contributor)

1 edition

Modelling regional interdependencies using a global error-correcting macroeconomic model

1 edition

Market timing and return prediction under model instability

1 edition

General diagnostic tests for cross section dependence in panels

1 edition

Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management

1 edition

Macroeconomic modelling with a global perspective

1 edition

Explaining growth in the Middle East

(Contributor)

1 edition

Long run macroeconomic relations in the global economy

(Contributor)

1 edition

Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution

(Contributor)

1 edition

Large panels with common factors and spatial correlations

2 editions

Assessing forecast uncertainties in a VECX model for Switzerland : an exercise in forecast combination across models and observation windows

1 edition

Infinite dimensional VARs and factor models

(Contributor)

1 edition

Forecasting economic and financial variables with global VARs

1 edition

A VECX model of the Swiss economy

(Contributor)

1 edition

Model averaging in risk management with an application to futures markets

1 edition

Variable selection and inference for multi-period forecasting problems

1 edition

Time series econometrics : using Microfit 5.0

(Contributor)

1 edition

Microfit 5.0

(Contributor)

1 edition

On identification of Bayesian DSGE models

(Contributor)

1 edition

The GVAR handbook : structure and applications of a macro model of the global economy for policy analysis

(Contributor)

1 edition

Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models

(Contributor)

1 edition

A two stage approach to spatiotemporal analysis with strong and weak cross-sectional dependence

(Contributor)

1 edition

One hundred years of oil income and the Iranian economy : a curse or a blessing?

(Contributor)

1 edition

Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors

(Contributor)

1 edition