M. Hashem Pesaran | Academic Influence

M. Hashem Pesaran's AcademicInfluence.com Rankings

M. Hashem Pesaran

Economics

#284

World Rank

#364

Historical Rank

Econometrics

#12

World Rank

#13

Historical Rank

Macroeconomics

#32

World Rank

#35

Historical Rank

economics Degrees

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Economics

M. Hashem Pesaran's Degrees

PhD Economics University of California, Berkeley
Masters Economics University of California, Berkeley
Bachelors Economics University of Tehran

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Why Is M. Hashem Pesaran Influential?

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According to Wikipedia, Mohammad Hashem Pesaran is a British–Iranian economist. He received his BSc in economics at the University of Salford and his PhD in Economics at Cambridge University. Previously, Pesaran was professor at the Faculty of Economics at the University of Cambridge and a professorial fellow of Trinity College, Cambridge. He is the John Elliott Distinguished Chair in Economics at the University of Southern California and has held that position since August 2005. He also serves as the director of the USC Dornsife Center for Applied Financial Economics Research. In January 2013, he was made a distinguished professor at USC.

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M. Hashem Pesaran's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Bounds testing approaches to the analysis of level relationships (2001) (14562)
Testing for unit roots in heterogeneous panels (2003) (12792)
A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2003) (7081)
An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis (1995) (5276)
General diagnostic tests for cross-sectional dependence in panels (2004) (4875)
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999) (4600)
Estimating Long-Run Relationships From Dynamic Heterogeneous Panels (1995) (4486)
Impulse response analysis in nonlinear multivariate models (1996) (3711)
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2004) (3693)
Testing Slope Homogeneity in Large Panels (2005) (1969)
Working with Microfit 4.0 : interactive econometric analysis (1997) (1768)
A Bias-Adjusted LM Test of Error Cross-Section Independence (2008) (1079)
Predictability of Stock Returns: Robustness and Economic Significance (1995) (1073)
Testing Weak Cross-Sectional Dependence in Large Panels (2012) (1036)
Exploring the International Linkages of the Euro Area: A Global VAR Analysis (2006) (971)
Unit Roots and Cointegration in Panels (2005) (956)
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors (2013) (954)
A Simple Nonparametric Test of Predictive Performance (1992) (838)
Panels with Nonstationary Multifactor Error Structures (2006) (832)
Structural analysis of vector error correction models with exogenous I(1) variables (2000) (822)
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2001) (722)
Testing for the 'Existence of a Long-run Relationship' (1996) (711)
Bounds Testing Approaches to the Analysis of Long-run Relationships (1999) (708)
The Role of Economic Theory in Modelling the Long Run (1997) (672)
Growth and Convergence in a Multicountry Empirical Stochastic Solow Model (1997) (671)
Weak and Strong Cross-Section Dependence and Estimation of Large Panels (2009) (667)
Large Panels with Common Factors and Spatial Correlations (2007) (663)
The Limits to Rational Expectations (1988) (624)
Cointegration and speed of convergence to equilibrium (1996) (510)
Structural Analysis of Cointegrating Vars (1998) (499)
Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model (2001) (493)
General diagnostic tests for cross-sectional dependence in panels (2020) (483)
LONG-RUN STRUCTURAL MODELLING (2002) (446)
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods (2002) (443)
A Pair-Wise Approach to Testing for Output and Growth Convergence (2004) (441)
On the general problem of model selection (1974) (417)
Forecasting Time Series Subject to Multiple Structural Breaks (2004) (413)
Economic and Statistical Measures of Forecast Accuracy (1999) (405)
Selection of estimation window in the presence of breaks (2007) (402)
A Spatio-Temporal Model of House Prices in the Us (2006) (392)
Small Sample Properties of Forecasts from Autoregressive Models Under Structural Breaks (2003) (376)
Econometric Issues in the Analysis of Contagion (2004) (375)
Time Series and Panel Data Econometrics (2015) (366)
Spatial and Temporal Diffusion of House Prices in the UK (2010) (352)
Large Panel Data Models with Cross-Sectional Dependence: A Survey (2013) (345)
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (2000) (343)
TESTING NON-NESTED NONLINEAR REGRESSION MODELS (1978) (328)
Forecasting Economic and Financial Variables with Global VARs (2008) (286)
Infinite Dimensional VARs and Factor Models (2009) (275)
Market timing and return prediction under model instability (2002) (273)
Panel Unit Root Tests in the Presence of a Multifactor Error Structure (2008) (269)
Long Run Macroeconomic Relations in the Global Economy (2007) (268)
Global and National Macroeconometric Modelling: A Long-Run Structural Approach (2006) (263)
A floor and ceiling model of US output (1997) (261)
A Recursive Modelling Approach to Predicting UK Stock Returns (2000) (260)
Testing Dependence Among Serially Correlated Multicategory Variables (2006) (251)
Lumpy Price Adjustments: A Microeconometric Analysis (2006) (248)
Survey Expectations (2005) (239)
Growth Empirics: A Panel Data Approach—A Comment (1998) (225)
Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence (1983) (224)
Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models (1998) (222)
How Costly is it to Ignore Breaks When Forecasting the Direction of a Time Series? (2003) (220)
Time series econometrics using Microfit 5.0 (2009) (219)
Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions (1999) (209)
Macroeconometric Modelling with a Global Perspective (2006) (208)
Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors (2013) (200)
Heterogeneity and cross section dependence in panel data models: Theory and applications introduction (2007) (192)
Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results (1995) (191)
Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels (1997) (191)
Identification of New Keynesian Phillips Curves from a Global Perspective (2008) (186)
Exponent of Cross-Sectional Dependence: Estimation and Inference (2012) (178)
Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns (2005) (174)
Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence (2003) (170)
Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors (2015) (166)
Oil Exports and the Iranian Economy (2010) (164)
A Long-run Structural Macro-econometric Model of the UK (1998) (163)
A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method (1994) (159)
Model Averaging in Risk Management with an Application to Futures Markets (2008) (158)
Econometric Analysis of Aggregation in the Context of Linear Prediction Models (1989) (156)
What if the UK or Sweden had joined the Euro in 1999? An empirical evaluation using a global VAR (2007) (139)
A Two‐Stage Approach to Spatio‐Temporal Analysis with Strong and Weak Cross‐Sectional Dependence (2016) (138)
Analysis of Panels and Limited Dependent Variable Models (1999) (138)
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate T Distribution (2007) (134)
Forecasting stock returns an examination of stock market trading in the presence of transaction costs (1994) (133)
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (2010) (132)
Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy (2000) (129)
An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf (1990) (128)
Learning, Structural Instability and Present Value Calculations (2006) (127)
Firm Heterogeneity and Credit Risk Diversification (2005) (126)
Non-nested Hypothesis Testing: An Overview (1999) (125)
Theory and Practice of GVAR Modelling (2016) (125)
Random Coefficient Panel Data Models (2004) (125)
Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models (2013) (123)
Stochastic Growth Models and Their Econometric Implications (1999) (122)
ESTIMATED BY THE INSTRUMENTAL VARIABLES METHOD (1994) (116)
Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth (1993) (114)
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing (2012) (114)
Oil Prices and the Global Economy: Is it Different this Time Around? (2016) (114)
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models (2007) (114)
Optimal Forecasts in the Presence of Structural Breaks (2011) (110)
An Empirical Growth Model for Major Oil Exporters (2012) (110)
Decision‐Based Methods for Forecast Evaluation (2007) (109)
A generalization of the non-parametric Henriksson-Merton test of market timing (1994) (109)
Comparison of Local Power of Alternative Tests of Non-Nested Regression Models (1982) (109)
Formation of Inflation Expectations in British Manufacturing Industries (1985) (105)
Diagnostics for IV Regressions (1999) (105)
Chapter 14 Survey Expectations (2006) (103)
Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management (2004) (95)
On the interpretation of panel unit root tests (2012) (93)
Identification of rational expectations models (1981) (92)
Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries (2020) (91)
On the Panel Unit Root Tests Using Nonlinear Instrumental Variables (2003) (91)
What If the UK Had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR (2005) (90)
Predictability of Asset Returns and the Efficient Market Hypothesis (2010) (88)
Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash (2010) (87)
Forecasting Random Walks under Drift Instability (2008) (83)
Variable Selection, Estimation and Inference for Multi-Period Forecasting Problems (2010) (82)
Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels (1998) (82)
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model (2020) (81)
Persistence of Shocks and their Sources in a Multisectoral Model of UK Output Growth (1992) (81)
Country-Specific Oil Supply Shocks and the Global Economy: A Counterfactual Analysis (2015) (81)
A duration model of irreversible oil investment: Theory and empirical evidence (1994) (80)
The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis (2013) (79)
Testing for Aggregation Bias in Linear Models (1990) (79)
A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis (1982) (78)
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables (2007) (77)
On Identification of Bayesian DSGE Models (2011) (77)
A Structural Cointegrating VAR Approach to Macroeconometric Modelling (1998) (76)
Multivariate Linear Rational Expectations Models (1997) (73)
Pairwise Tests of Purchasing Power Parity (2009) (73)
Cross-sectional aggregation of non-linear models (2000) (72)
Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination Across Models and Observation Windows (2007) (72)
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks (2008) (71)
REAL-TIME ECONOMETRICS (2004) (69)
Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model (2010) (69)
Global and National Macroeconometric Modelling (2006) (69)
Time Series Econometrics using Microfit 5.0: A User's Manual (2010) (68)
The role of theory in econometrics (1995) (67)
Impulse Response Analysis (2015) (66)
A simulation approach to the problem of computing Cox's statistic for testing nonnested models (1993) (65)
TESTING FOR STRUCTURAL STABILITY AND PREDICTIVE FAILURE: A REVIEW (1985) (65)
Uncertainty and Economic Activity: A Multi-Country Perspective (2018) (63)
Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation (2003) (61)
Uncertainty and Economic Activity: A Global Perspective (2014) (60)
Global and Partial Non-Nested Hypotheses and Asymptotic Local Power (1987) (60)
Global Business Cycles and Credit Risk (2005) (59)
GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results (1994) (58)
Diagnostic Tests of Cross‐Section Independence for Limited Dependent Variable Panel Data Models* (2012) (57)
The Role of Sectoral Interactions in Wage Determination in the UK Economy (1993) (57)
GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation (1997) (56)
Evaluation of macroeconometric models (1985) (56)
Beyond the DSGE Straitjacket (2011) (55)
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models (2012) (54)
Keynes' Economics: Methodological Issues (1989) (54)
Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows (2008) (54)
Model Instability and Choice of Observation Window (1999) (53)
Estimation of time-invariant effects in static panel data models (2014) (53)
A VECX* Model of the Swiss Economy (2008) (52)
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures (2006) (52)
Theory and Practice of GVAR Modeling (2014) (50)
Random Coefficient Models (2008) (50)
Variable Selection and Inference for Multi-Period Forecasting Problems (2009) (49)
Statistical inference in non-nested econometric models (1986) (49)
Inflation, Capital Gains and U.K. Personal Savings: 1953-1981 (1984) (49)
Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone☆ (1992) (48)
Handbook of Applied Econometrics Volume II: Microeconomics (1999) (48)
Testing CAPM with a Large Number of Assets (2012) (47)
Forecasting Ultimate Resource Recovery (1995) (46)
Aggregation in Large Dynamic Panels (2014) (46)
Life-Cycle Consumption Under Social Interactions (2000) (46)
An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model (1992) (44)
Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error (1973) (44)
On the comprehensive method of testing non-nested regression models (1982) (43)
A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (2016) (43)
Uncertainty and Economic Activity (2014) (43)
Market efficiency today (2005) (41)
Nonlinear Dynamics and Econometrics: An Introduction (1992) (39)
A unified approach to estimation and orthogonality tests in linear single-equation econometric models (1990) (39)
Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods (1994) (38)
One Hundred Years of Oil Income and the Iranian Economy: A Curse or a Blessing? (2013) (37)
The Limits of Rational Expectations (1989) (37)
Optimal Asset Allocation with Factor Models for Large Portfolios (2008) (36)
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices (2014) (34)
Signs of Impact Effects in Time Series Regression Models (2013) (34)
Long-Term Macroeconomic Effects of Climate Change (2019) (34)
A non-nested test of level-differenced versus log-differenced stationary models (1995) (33)
Econometric Analysis of Production Networks with Dominant Units (2016) (33)
Oil investment in the North Sea (1994) (33)
A Multi-Country Approach to Forecasting Output Growth Using PMIs (2014) (33)
Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients (2015) (32)
Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices (2020) (31)
Constructing Multi‐Country Rational Expectations Models (2014) (30)
Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 (2007) (30)
Oil Prices and the Global Economy (2016) (29)
Life and Work of John Richard Nicholas Stone 1913–1991 (2000) (29)
The Et Interview: Professor Sir Richard Stone (1991) (28)
Growth and Income Distribution in Iran (1978) (28)
Costly Adjustment under Rational Expectations: A Generalization (1991) (28)
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities (2017) (27)
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models (2018) (26)
On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder (1988) (24)
Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios (2009) (22)
Random Coe¢ cient Panel Data Models (2007) (22)
Econometrics: A Bird's Eye View (2006) (21)
Large Panels with Spatial Correlation and Common Factors (2009) (21)
Decision-Making in the Presence of Heterogeneous Information and Social Interactions (1998) (21)
Half-Panel Jackknife Fixed Effects Estimation of Panels with Weakly Exogenous Regressor (2016) (21)
Limited-dependent rational expectations models with future expectations (1995) (20)
A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence (2013) (20)
A RECURSIVE MODELING APPROACH TO PREDICTING STOCK RETURNS (2000) (20)
Non-nested Hypotheses (1990) (20)
Pitfalls of testing non-nested hypotheses by the lagrange multiplier method (1981) (20)
Exponent of Cross-sectional Dependence for Residuals (2019) (19)
The interaction between theory and observation in economics (1992) (18)
The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification (2005) (17)
Persistence, seasonality and trend in the UK egg production (1991) (17)
Consistency of short-term and long-term expectations (1989) (17)
Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model With Jumps (1999) (17)
Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors (2015) (16)
The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors (1973) (16)
Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators (2018) (15)
A NOTE ON THE MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION MODELS WITH FIRST ORDER MOVING AVERAGE ERRORS WITH ROOTS ON THE UNIT CIRCLE (1983) (15)
Factor Models (2021) (15)
Limited-dependent rational expectations models with stochastic thresholds (1996) (14)
Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS (1992) (14)
Alternative approaches to testing non-nested models with autocorrelated disturbances (1990) (14)
Measurement of factor strength: Theory and practice (2021) (14)
Tests of non-nested linear regression models subject to linear restrictions (1988) (13)
COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing (2021) (13)
On Aggregation of Linear Dynamic Models (1999) (13)
A long-run structural model of the UK (2006) (12)
Cointegration and direct tests of the rational expectations hypothesis (1994) (12)
A Bayesian Analysis of Linear Regression Models with Highly Collinear Regressors (2018) (11)
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects (2014) (11)
Introduction: Explaining Growth in the Middle East (2006) (11)
Data-FIT. An Interactive Econometric Software Package. (1988) (10)
Data-FIT : an interactive econometric software package (1988) (10)
Microfit 5.0 (2009) (10)
Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems (2000) (10)
Scope for Credit Risk Diversification (2005) (9)
Primary commodity prices: economic models and policy: Estimation of dynamic disequilibrium models with rational expectations: the case of commodity markets (1990) (9)
Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage (2021) (9)
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults (2011) (9)
Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults (2016) (9)
To Pool or Not to Pool: Revisited (2015) (9)
Beyond the DSGE straightjacket (2011) (9)
Big Data Analytics: A New Perspective (2016) (9)
AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (2005) (8)
Exponential class of dynamic binary choice panel data models with fixed effects (2012) (8)
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics (2001) (8)
Solution of Nonlinear Rational Expectations Models with Applications toFinite-Horizon Life-Cycle Models of Consumption (2000) (8)
Rising Public Debt to GDP Can Harm Economic Growth (2018) (8)
Detection of Units with Pervasive Effects in Large Panel Data Models (2019) (8)
Estimation and Inference in Spatial Models with Dominant Units (2020) (8)
Jörg Breitung and M. Hashem Pesaran Unit Roots and Cointegration in Panels (2005) (8)
Estimation of a simple class of multivariate rational expectations models: A test of the new classical model at a sectoral level (1991) (7)
Credit Risk and Macroeconomic Dynamics (2003) (7)
Forecasting Stock Returns (1992) (7)
The Cost Effectiveness of the Uk's Sovereign Debt Portfolio (2005) (7)
Expectations In Economics (1990) (7)
LARGE PANELS WITH COMMON FACTORS (2007) (7)
Estimation and Inference for Spatial Models with Heterogeneous Coefficients: An Application to U.S. House Prices (2020) (6)
4 The Role of Theory in Applied Econometrics (1988) (6)
Matching theory and evidence on Covid‐19 using a stochastic network SIR model (2021) (6)
A Discrete-Time Version of Target Zone Models with Jumps (1995) (6)
The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models (2019) (6)
The Statistical And Economic Significance Of The Predictability Of Excess Returns On Common Stocks (1990) (6)
Uncertainty and Economic Activity: Identification Through Cross-country Correlations (2017) (5)
Measurement of Factor Strenght: Theory and Practice (2020) (5)
MICROFIT 5.0 Windows Commercial Single User (2009) (5)
Tests of Policy Interventions in DSGE Models (2018) (5)
A proof of the asymptotic validity of a test for perfect aggregation (1989) (5)
Testingfor unit roots in heterog eneous panels (2003) (5)
Forecasting the Swiss economy using VECX models: An exercise in forecast combination across models and observation windows (2008) (5)
Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions (2002) (5)
Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models (1998) (5)
Optimal Consumption Decisions under Social Interactions (1998) (5)
Equilibrium Asset Pricing Models and Predictability of Excess Returns (1993) (5)
A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages (2018) (4)
Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR (2018) (4)
Factor Strengths, Pricing Errors, and Estimation of Risk Premia (2021) (4)
Aggregation in Large Dynamic Panels (2011) (4)
An augmented Anderson–Hsiao estimator for dynamic short-T panels† (2020) (4)
A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels (2017) (4)
New directions in applied macroeconomic modelling (1995) (4)
JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS (1989) (4)
Short T Dynamic Panel Data Models with Individual, Time and Interactive Effects (2018) (4)
Tests of Policy Ineffectiveness in Macroeconometrics (2014) (4)
The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach (2000) (3)
Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models (1988) (3)
Limited-dependent rational expectations models with jumps (1996) (3)
Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation (2021) (3)
Land Use Regulations, Migration and Rising House Price Dispersion in the U.S. (2018) (3)
Cross-Sectional Dependence in Panels (2015) (3)
Estimating Limited-Dependent Rational Expectations Models (1990) (3)
A Multiple Testing Approach to the Regularisation of Large Sample Correlation Markets (2014) (3)
The Determinants of United Kingdom Import Prices-A Note (1976) (3)
Journal of Applied Econometrics Conference Sponsorship Grants (2001) (2)
Journal of applied econometrics scholars programme (2003) (2)
Regional Heterogeneity and U.S. Presidential Elections (2020) (2)
Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems (1997) (2)
Econometric Analysis of Nonlinear Dynamic Models with Applications in International Macroeconomics End-of Award Report (1999) (2)
GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems (1997) (2)
Introduction to Forecasting (2015) (2)
Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios (2021) (2)
Aggregation Bias and Labor Demand Equations for the U.K. Economy (1988) (2)
Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes (2016) (2)
Counterfactual Analysis in Macroeconometrics : An Empirical (2012) (2)
Relationship Between Two Variables (2015) (2)
Panel Data Models with Strictly Exogenous Regressors (2015) (2)
Selection of Estimation Window With Strictly Exogenous Regressors ∗ (2004) (2)
MICROFIT 5.0 Windows Commercial Single User & Manual (2009) (1)
School of Economics and Finance Quasi Maximum Likelihood Estimation of Spatial Models (2002) (1)
Forecasting with Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity (2022) (1)
12 – Measurement of Expectations and Direct Tests of the REH* (1990) (1)
Vector Autoregressive Models (2015) (1)
Online Supplement to “Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels” (2021) (1)
Short T Dynamic Panel Data Models (2015) (1)
Joint Test Of Non-Nested Models And General Erro Specifications (1989) (1)
In memory of Clive Granger: an advisory board member of the journal (2009) (1)
Life-Cycle Models and Cross-Country Analysis of Saving (2000) (1)
Abeysinghe, T., and K. Forbes. 2005. Trade Linkages and Output-Multipliers: A Structural VAR Approach with a Focus on Asia. Review of International Economics 13:356-375. (2014) (1)
ABSTRACT Infinite Dimensional VARs and Factor Models (2007) (1)
Spatial Panel Econometrics (2015) (1)
Nonnested Hypotheses ∗ (1990) (1)
Rejoinder (2004) (1)
Maximum Likelihood Estimation (2015) (1)
A Residual-Based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models (2018) (1)
Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors (2017) (1)
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks (2020) (1)
Weak and Strong Cross Section Dependence and Estimation of Large Panels (2009) (1)
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments (1997) (1)
Tests of Policy Ine¤ectiveness in Macroeconometrics (2014) (1)
Theory and Evidence in Economics (1992) (1)
Hypothesis Testing in Regression Models (2015) (1)
Comment on 'Fast sparse regression and classification' by J.H. Friedman (2012) (1)
Estimation of Stationary Time Series Processes (2015) (1)
An Empirical Analysis of Business Cycle Fluctuations in the Context of a Multisectoral Model-Full Report (1994) (1)
The Richard Stone Prize in Applied Econometrics (2001) (1)
Monetary Policy Transmission and the Phillips Curve in a Global Context (2007) (1)
Multivariate Rational Expectations Models (2015) (1)
Impulse response and trend/cycle properties of the UK model (2006) (0)
Small sample adjustments for the J-test (1983) (0)
Journal of Applied Econometrics distinguished authors (2001) (0)
Modelling the Conditional Correlation of Asset Returns (2015) (0)
Model Instability and Choice of Observation Window in Autoregressive Models (2003) (0)
Analysis of panels and limited dependent variable models: CV of G.S. Maddala (1999) (0)
Dynamics of convergence to purchasing power parity in the World economy (2002) (0)
SUPPLEMENT for Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults by (2011) (0)
6xuyh\([shfwdwlrqv Survey Expectations * (2005) (0)
Tests for general error specifications and non-nested models : a simultaneous approach / 1991:136 (1991) (0)
The Forecasing time series subject to multiple structure breaks (2005) (0)
CESifo Working Paper No . 3447 Beyond the DSGE Straitjacket (2011) (0)
WP / 19 / 215 Long-Term Macroeconomic Effects of Climate Change : A Cross-Country Analysis (2019) (0)
Variable Selection in High Dimensional Linear Regressions with Parameter Instability (2023) (0)
ABSTRACT Random Coefficient Panel Data Models (2004) (0)
Analysis of panels and limited dependent variable models: Foreword (1999) (0)
Identification and estimation of categorical random coefficient models (2023) (0)
Trend and Cycle Decomposition (2015) (0)
LONDON SCHOOL OF ECONOMICS (2002) (0)
Econometric methods: A review (2006) (0)
DISTRIBUTED LAG MODELS WITH AUTOCORRELATED ERRORS (2016) (0)
Probability forecasting: Concepts and analysis (2006) (0)
National and Global Macroeconometric Modelling Using GVAR (2005) (0)
Revisiting the Great Ratios Hypothesis (2022) (0)
Theoretical Result Supplement for ‘ Big Data Analytics : A New Perspective ’ by A . Chudik (2016) (0)
Analysis of Panels and Limited Dependent Models (2000) (0)
Reprint of: Testing for unit roots in heterogeneous panels (2023) (0)
Econometrics: A Birdâ€™s Eye View (2006) (0)
Online Theory Supplement to " A One-Covariate at a Time , Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models " (2018) (0)
A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors (2021) (0)
G ENERAL D IAGNOSTIC T ESTS FOR C ROSS S ECTION D EPENDENCE IN P ANELS (2004) (0)
Theoretical Supplement for Paper ‘ A One-Covariate at a Time , Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models (2016) (0)
www.econstor.eu REAL TIME ECONOMETRICS (2004) (0)
Probability event forecasting with the UK model (2006) (0)
ESTIMATING LIMITED-DEPENDENCE RATIONAL EXOECTATIONS MODELS (1990) (0)
Global modelling and other applications (2006) (0)
Correction to: Exponent of Cross-sectional Dependence for Residuals (2020) (0)
Large Heterogeneous Panel Data Models (2015) (0)
Random Coefficient Panel Data Methods (2004) (0)
Expectations Formation in Disaggregated Models End-of-Award Report (2000) (0)
B Online Theoretical Result Supplement for ‘ A One-Covariate at a Time , Multiple Testing Approach to Variable Selection in Large Datasets ’ by A . Chudik (2016) (0)
Research Report: Dynamic Panel Analysis of Interactions and Interdependencies End of Award Report (2007) (0)
An Empirical Analysis of Business Cycle Fluctuations in the Context of a Multisectoral Model-Non-Technical Summary (0)
The UK macroeconomy (2006) (0)
Causal Effects of the Fed's Large-Scale Asset Purchases on Firms' Capital Structure (2022) (0)
Aggregation of Large Panels (2015) (0)
Journal of Applied Econometrics Dissertation Prize (2007) (0)
The Supplement to: "Is There a Debt-threshold Eect on Output Growth?" (2015) (0)
Changes in the U.K. Male Labor Force in the Postwar Period (1986) (0)
Oil Export and the Economy of Iran (2012) (0)
March 2008 Announcement : Journal of Applied Econometrics Distinguished Authors (2008) (0)
Unit Root Processes (2015) (0)
Introduction to Dynamic Economic Modelling (2015) (0)
An economic theory of the long run (2006) (0)
Model Selection and Testing Non-Nested Hypotheses (2015) (0)
econstor Make Your Publications Visible . A Service of zbw (2004) (0)
National and global structural macroeconometric modelling (2006) (0)
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors (2023) (0)
Market E ¢ ciency Today-A Market Perspective (2005) (0)
Measurement and Modelling of Volatility (2015) (0)
Generalized Method of Moments (2015) (0)
Reflections on “Testing for Unit Roots in Heterogeneous Panels” (2023) (0)
An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment (1973) (0)
Revisiting the Great Ratios Hypothesis – Globalization Institute Working Paper No. 415 – Dallas Fed (2022) (0)
ASSET PRICE DYNAMICS AND AGGREGATION (2000) (0)
Stochastic Growth Models and Their (2016) (0)
Rational Expectations In Disaggregated Models: An Empirical Analysis Of Opec'S Behavior (1990) (0)
Macroeconometric modelling: Alternative approaches (2006) (0)
Early Mandated Social Distancing Does Best to Control COVID–19 Spread (2020) (0)
An economic theory of the short run (2006) (0)
Analysis of panels and limited dependent variable models: Introduction (1999) (0)
Aggregation in Large Dynamic Panels (2011) (0)
Real Time Econometrics (2004) (0)

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