M. Hashem Pesaran
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
2006/06/19 by M. Hashem Pesaran · 67 citations
Economics, Econometrics and Finance · Mathematics · #Spatial and Panel Data Analysis #Statistical Methods and Inference #Monetary Policy and Economic Impact
- A simple panel unit root test in the presence of cross‐section dependence
2007/03/01 by M. Hashem Pesaran · 48 citations
Economics, Econometrics and Finance · #Monetary Policy and Economic Impact #Fiscal Policy and Economic Growth #Economic Growth and Productivity
- Bounds testing approaches to the analysis of level relationships
2001/05/01 by M. Hashem Pesaran, Yongcheol Shin, Richard J. Smith · 38 citations
Economics, Econometrics and Finance · #Economic theories and models #Economics of Agriculture and Food Markets #Monetary Policy and Economic Impact
- Impulse response analysis in nonlinear multivariate models
1996/09/01 by Gary Koop, M. Hashem Pesaran, M.Hashem Pesaran +2 · 25 citations
Mathematics · Chemistry · Economics, Econometrics and Finance · #Advanced Statistical Methods and Models #Spectroscopy and Chemometric Analyses #Monetary Policy and Economic Impact
- Estimating long-run relationships from dynamic heterogeneous panels
1995/07/01 by M.Hashem Pesaran, M. Hashem Pesaran, Ron Smith · 23 citations
Economics, Econometrics and Finance · #Economic Growth and Productivity #Fiscal Policy and Economic Growth #Spatial and Panel Data Analysis
- Testing slope homogeneity in large panels
2007/05/25 by M. Hashem Pesaran, Takashi Yamagata · 11 citations
Economics, Econometrics and Finance · #Housing Market and Economics #Monetary Policy and Economic Impact #Spatial and Panel Data Analysis
- Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
1999/06/01 by M. Hashem Pesaran, Yongcheol Shin, Ron P. Smith +1 · 9 citations
Economics, Econometrics and Finance · #Energy, Environment, Economic Growth #Monetary Policy and Economic Impact #Spatial and Panel Data Analysis
- General diagnostic tests for cross-sectional dependence in panels
2020/05/20 by M. Hashem Pesaran · 17 citations
Economics, Econometrics and Finance · #Economic Growth and Productivity #Energy, Environment, Economic Growth #Monetary Policy and Economic Impact
- Long-term macroeconomic effects of climate change: A cross-country analysis
2021/10/18 by Matthew E. Kahn, Kamiar Mohaddes, Ryan N. C. Ng +5 · 1 voice · 9 citations
Economics, Econometrics and Finance · #Climate Change Policy and Economics #Energy, Environment, Economic Growth #Fiscal Policy and Economic Growth
- Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
2004/04/01 by M. Hashem Pesaran, Til Schuermann, Scott M Weiner +1 · 3 citations
Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #Global Financial Crisis and Policies #Monetary Policy and Economic Impact
- Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage
2021/10/04 by Dario Laudati, M. Hashem Pesaran, Laudati, Dario +1 · 2 citations
Computer Science · Economics, Econometrics and Finance · #Economic Growth and Development #Economic Sanctions and International Relations #FOS: Economics and business #General Economics (econ.GN) #Natural Resources and Economic Development
- Heterogeneity and cross section dependence in panel data models: theory and applications introduction
2007/03/01 by Badi H. Baltagi, M. Hashem Pesaran · 1 citation
Economics, Econometrics and Finance · #Fiscal Policy and Economic Growth #Monetary Policy and Economic Impact #Spatial and Panel Data Analysis
- To Pool or Not to Pool: Revisited
2017/12/07 by M. Hashem Pesaran, Qiankun Zhou · 1 voice · 1 citation
Economics, Econometrics and Finance · #Spatial and Panel Data Analysis #Housing Market and Economics #Monetary Policy and Economic Impact
- Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
2024/04/17 by M. Hashem Pesaran, Andreas Pick, Pesaran, M. Hashem +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Climate Change Policy and Economics #Econometrics (econ.EM) #FOS: Economics and business #Forecasting Techniques and Applications #Monetary Policy and Economic Impact