Publications at Department of Economics<BR> University of Southern California<BR> Los Angeles, California (United States)

This file is part of IDEAS, which uses RePEc data

Publications

by members of

Department of Economics
University of Southern California
Los Angeles, California (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.

Working papers

Undated material is listed at the end

2009

Alexander Chudik & M. Hashem Pesaran, 2009. "Infinite-dimensional VARs and factor models," Working Paper Series 998, European Central Bank. [Downloadable!]
Pesaran, M.H. & Pick, A. & Timmermann, A., 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," Cambridge Working Papers in Economics 0901, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M Hashem & Pick, Andreas & Timmermann, Allan G, 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," CEPR Discussion Papers 7139, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2009. "Variable Selection and Inference for Multi-period Forecasting Problems," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Andreas Pick, 2009. "Forecasting Random Walks under Drift Instability," DNB Working Papers 207, Netherlands Central Bank, Research Department. [Downloadable!]
Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Chudik, A. & Pesaran, M.H. & Tosetti, E., 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Cambridge Working Papers in Economics 0924, Faculty of Economics, University of Cambridge. [Downloadable!]
Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti, 2009. "Weak and Strong Cross Section Dependence and Estimation of Large Panels," Working Paper Series 1100, European Central Bank. [Downloadable!]
Esfahani, H.S. & Mohaddes, K. & Pesaran, M.H., 2009. "Oil Exports and the Iranian Economy," Cambridge Working Papers in Economics 0944, Faculty of Economics, University of Cambridge. [Downloadable!]
Esfahani, Hadi Salehi & Mohaddes, Kamiar & Pesaran, Hashem, 2009. "Oil Exports and the Iranian Economy," IZA Discussion Papers 4537, Institute for the Study of Labor (IZA). [Downloadable!]
Subha Mani & John Hoddinott & John Strauss, 2009. "Long-Term Impact of Investments in Early Schooling – Empirical Evidence from Rural Ethiopia," Fordham Economics Discussion Paper Series dp2009-03, Fordham University, Department of Economics. [Downloadable!]
Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2009. "Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis," NBER Working Papers 14860, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Michelle S. Goeree & John C. Ham & Daniela Iorio, 2009. "Caught in the bulimic trap? Socioeconomic status, state dependence, and unobserved heterogeneity," IEW - Working Papers iewwp447, Institute for Empirical Research in Economics - IEW. [Downloadable!]
Michelle S. Goeree & Eric Helland, 2009. "Do research joint ventures serve a collusive function?," IEW - Working Papers iewwp448, Institute for Empirical Research in Economics - IEW. [Downloadable!]

2008

Hiroshi Fujiki & Cheng Hsiao, 2008. "Aggregate and Household Demand for Money: Evidence from Public Opinion Survey on Household Financial Assets and Liabilities," IMES Discussion Paper Series 08-E-17, Institute for Monetary and Economic Studies, Bank of Japan. [Downloadable!]
WANGÊ, Shin-Huei & HSIAO, Cheng, 2008. "An easy test for two stationary long processes being uncorrelated via AR approximations," CORE Discussion Papers 2008047, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
Dees, Stephane & Pesaran, Hashem & Smith, L. Vanessa & Smith, Ron P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers 3298, Institute for the Study of Labor (IZA). [Downloadable!]
Assenmacher-Wesche, Katrin & Pesaran, M. Hashem, 2008. "Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows," Working Papers 2008-3, Swiss National Bank. [Downloadable!]
Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2008. "A VECX Model of the Swiss Economy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting economic and financial variables with global VARs," Staff Reports 317, Federal Reserve Bank of New York. [Downloadable!]
M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting Economic and Financial Variables with Global VARs," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Adrian R. Pagan & M. Hashem Pesaran, 2008. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks," Discussion Papers 2008-04, School of Economics, The University of New South Wales. [Downloadable!]
Pesaran, M. Hashem / Smith, L. Vanessa / Yamagata, Takashi, 2008. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran, L. Vanessa Smith, Takashi Yamagata, 2008. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Discussion Papers 08/03, Department of Economics, University of York. [Downloadable!]
Pesaran, M.H. & Schuermann, T. & Smit, L.V., 2008. "Forecasting Economic and Financial Variables with Global VARs," Cambridge Working Papers in Economics 0807, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M.H. & Zaffaroni, P., 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," Cambridge Working Papers in Economics 0813, Faculty of Economics, University of Cambridge. [Downloadable!]
Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge. [Downloadable!]
Assenmacher-Wesche, K. & Pesaran, M.H., 2008. "A VECX* Model of the Swiss Economy," Cambridge Working Papers in Economics 0809, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M.H. & Pick, A., 2008. "Forecasting Random Walks Under Drift Instability," Cambridge Working Papers in Economics 0814, Faculty of Economics, University of Cambridge. [Downloadable!]
Stéphane Dées & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a global perspective," Working Paper Series 892, European Central Bank. [Downloadable!]
Esfahani, H.S. & Pesaran, M.H., 2008. "Iranian Economy in the Twentieth Century: A Global Perspective," Cambridge Working Papers in Economics 0815, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & Andreas Pick, 2008. "Forecasting Random Walks Under Drift Instability," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Pesaran, M.H. & Schleicher, C. & Zaffaroni, P., 2008. "Model Averaging in Risk Management with an Application to Futures Markets," Cambridge Working Papers in Economics 0808, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & Paolo Zaffaroni, 2008. "Optimal Asset Allocation with Factor Models for Large Portfolios," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Diego Restuccia & Guillaume Vandenbroucke, 2008. "The Evolution of Education: A Macroeconomic Analysis," Working Papers tecipa-339, University of Toronto, Department of Economics. [Downloadable!]
Caroline M. Betts & Timothy J. Kehoe, 2008. "Real Exchange Rate Movements and the Relative Price of Non-traded Goods," NBER Working Papers 14437, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Caroline M. Betts & Timothy J. Kehoe, 2008. "Real exchange rate movements and the relative price of non-traded goods," Staff Report 415, Federal Reserve Bank of Minneapolis. [Downloadable!]

2007

Cheng Hsiao & M. Hashem Pesaran & Andreas Pick, 2007. "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," IZA Discussion Papers 2756, Institute for the Study of Labor (IZA). [Downloadable!]
Hsiao, C. & Pesaran, M.H. & Pick, A., 2007. "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," Cambridge Working Papers in Economics 0716, Faculty of Economics, University of Cambridge. [Downloadable!]
Cheng Hsiao & M. Hashem Pesaran & Andreas Pick, 2007. "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Cheng Hsiao & M. Hashem Pesaran & Andreas Pick*, 2007. "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Model," DNB Working Papers 140, Netherlands Central Bank, Research Department. [Downloadable!]
Pagan, A. & Pesaran, M.H., 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics 0704, Faculty of Economics, University of Cambridge. [Downloadable!]
Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0703, Faculty of Economics, University of Cambridge. [Downloadable!]
Adrian Pagan & Hashem Pesaran, 2007. "Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7," NCER Working Paper Series 7, National Centre for Econometric Research. [Downloadable!]
Adrian Pagan & M. Hashem Pesaran, 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long Run Macroeconomic Relations in the Global Economy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Adrian Pagan & M. Hashem Pesaran, 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," IZA Discussion Papers 2634, Institute for the Study of Labor (IZA). [Downloadable!]
Pesaran, M. Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics Discussion Papers 2007-7, Kiel Institute for the World Economy. [Downloadable!]
Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith, 2007. "Long run macroeconomic relations in the global economy," Working Paper Series 750, European Central Bank. [Downloadable!]
Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P., 2007. "Lumpy Price Adjustments, A Microeconometric Analysis," Cambridge Working Papers in Economics 0719, Faculty of Economics, University of Cambridge. [Downloadable!]
Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V., 2007. "Long Run Macroeconomic Relations in the Global Economy," Cambridge Working Papers in Economics 0661, Faculty of Economics, University of Cambridge. [Downloadable!]
Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre, 2007. "Lumpy Price Adjustments: A Microeconometric Analysis," IZA Discussion Papers 2793, Institute for the Study of Labor (IZA). [Downloadable!]
Pagan, A. & Pesaran, M.H., 2007. "On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables," Cambridge Working Papers in Economics 0662, Faculty of Economics, University of Cambridge. [Downloadable!]
Ron Smith & M. Hashem Pesaran, 2007. "Monetary Policy Transmission and the Phillips Curve in a Global Context," Kiel Working Papers 1366, Kiel Institute for the World Economy. [Downloadable!]
Emmanuel Dhyne & Catherine Fuss & M. Hashem Pesaran & Patrick Sevestre, 2007. "Lumpy Price Adjustments: A Microeconometric Analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Bahram Pesaran & M. Hashem Pesaran, 2007. "Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Bahram Pesaran & M. Hashem Pesaran, 2007. "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," IZA Discussion Papers 2906, Institute for the Study of Labor (IZA). [Downloadable!]
Pesaran, B. & Pesaran, M.H., 2007. "Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution," Cambridge Working Papers in Economics 0734, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & Elisa Tosetti, 2007. "Large Panels with Common Factors and Spatial Correlations," IZA Discussion Papers 3032, Institute for the Study of Labor (IZA). [Downloadable!]
Pesaran, M.H. & Tosetti, E., 2007. "Large Panels with Common Factors and Spatial Correlations," Cambridge Working Papers in Economics 0743, Faculty of Economics, University of Cambridge. [Downloadable!]
Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2007. "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," IZA Discussion Papers 3071, Institute for the Study of Labor (IZA). [Downloadable!]
Pesaran, M.H. & Assenmacher-Wesche, K., 2007. "Assessing forecast uncertainties in a VECX* model for Switzerland: an exercise in forecast combination across models and observation windows," Cambridge Working Papers in Economics 0746, Faculty of Economics, University of Cambridge. [Downloadable!]
Katrin Assenmacher-Wesche & M. Hashem Pesaran, 2007. "Assessing Forecast Uncertainties in a VECX Model for Switzerland: An Exercise in Forecast Combination across Models and Observation Windows," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Elisa Tosetti, 2007. "Large Panels with Common Factors and Spatial Correlations," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," IZA Discussion Papers 3206, Institute for the Study of Labor (IZA). [Downloadable!]
Chudik , A. & Pesaran, M.H., 2007. "Infinite Dimensional VARs and Factor Models," Cambridge Working Papers in Economics 0757, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers 3254, Institute for the Study of Labor (IZA). [Downloadable!]
Alexander Chudik & M. Hashem Pesaran, 2007. "Infinite Dimensional VARs and Factor Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Pesaran, M.H. & Smit, L.V. & Yamagata, T., 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Cambridge Working Papers in Economics 0775, Faculty of Economics, University of Cambridge. [Downloadable!]
Dhyne, E. & Fuss, C. & Pesaran, H. & Sevestre, P., 2007. "Lumpy Price Adjustments: A Microeconometric Analysis," Documents de Travail 185, Banque de France. [Downloadable!]

2006

Cheng Hsiao, 2006. "Panel Data Analysis - Advantages and Challenges," IEPR Working Papers 06.49, Institute of Economic Policy Research (IEPR). [Downloadable!]
Nauro F. Campos & Cheng Hsiao & Jeffrey B. Nugent, 2006. "Crises, What Crises?," IZA Discussion Papers 2217, Institute for the Study of Labor (IZA). [Downloadable!]
Cheng Hsiao & Qi Li & Jeff Racine, 2006. "A Consistent Model Specification Test with Mixed Discrete and Continuous Data," IEPR Working Papers 06.47, Institute of Economic Policy Research (IEPR). [Downloadable!]
Campos, Nauro F & Hsiao, Cheng & Nugent, Jeffrey B, 2006. "Crises, What Crises?," CEPR Discussion Papers 5805, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Cheng Hsiao & Siyan Wang, 2006. "Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models," IEPR Working Papers 06.55, Institute of Economic Policy Research (IEPR). [Downloadable!]
Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006. "Learning, Structural Instability and Present Value Calculations," Cambridge Working Papers in Economics 0602, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M.H. & Smith, R., 2006. "Macroeconometric Modelling with a Global Perspective," Cambridge Working Papers in Economics 0604, Faculty of Economics, University of Cambridge. [Downloadable!]
Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," IEPR Working Papers 06.42, Institute of Economic Policy Research (IEPR). [Downloadable!]
M. Hashem Pesaran & Ron Smith, 2006. "Macroeconometric Modelling with a Global Perspective," IEPR Working Papers 06.43, Institute of Economic Policy Research (IEPR). [Downloadable!]
M. Hashem Pesaran & Ron P. Smith, 2006. "Macroeconometric Modelling with a Global Perspective," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L., 2006. "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," Cambridge Working Papers in Economics 0634, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006. "A Bias-Adjusted LM Test of Error Cross Section Independence," Cambridge Working Papers in Economics 0641, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk, 2006. "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, structural instability and present value calculations," Computing in Economics and Finance 2006 529, Society for Computational Economics. [Downloadable!]
Pesaran, M.H. & Timmermann, A., 2006. "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics 0648, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & Allan Timmermann, 2006. "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers 2196, Institute for the Study of Labor (IZA). [Downloadable!]
Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006. "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics 0651, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & Allan Timmermann, 2006. "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute for the Study of Labor (IZA). [Downloadable!]
Holly, S. & Pesaran, M.H. & Yamagata. T., 2006. "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics 0654, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2006. "Learning, structural instability and present value calculations," Discussion Paper Series 1: Economic Studies 2006,27, Deutsche Bundesbank, Research Centre. [Downloadable!]
George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," Working Papers 569, Queen Mary, University of London, Department of Economics. [Downloadable!]
George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Emmanuel Dhyne & Catherine Fuss & Hashem Pesaran & Patrick Sevestre, 2006. "Lumpy price adjustments : a microeconometric analysis," Research series 200610-12, National Bank of Belgium. [Downloadable!]
Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute for the Study of Labor (IZA). [Downloadable!]
John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," IZA Discussion Papers 2458, Institute for the Study of Labor (IZA). [Downloadable!]
Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2006. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Computing in Economics and Finance 2006 47, Society for Computational Economics. [Downloadable!]
Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge. [Downloadable!]
Robert Dekle & Guillaume Vandenbroucke, 2006. "A Quantitative Analysis of China’s Structural Transformation," IEPR Working Papers 06.51, Institute of Economic Policy Research (IEPR). [Downloadable!]
Robert Dekle & Guillaume Vandenbroucke, 2006. "A quantitative analysis of China’s structural transformation," Working Paper Series 2006-37, Federal Reserve Bank of San Francisco. [Downloadable!]
Guillaume Vandenbroucke, 2006. "The U.S. Westward Expansion," IEPR Working Papers 06.59, Institute of Economic Policy Research (IEPR). [Downloadable!]
Guillaume Vandenbroucke, 2006. "A Model of the Trends in Hours," 2006 Meeting Papers 118, Society for Economic Dynamics. [Downloadable!]
Hyeok Jeong & Yong Kim, 2006. "S-shaped Transition and Catapult Effects," IEPR Working Papers 06.53, Institute of Economic Policy Research (IEPR). [Downloadable!]
Hyeok Jeong & Yong Kim & Iourii Manovskii, 2006. "Labor Market Complementarity: A Perspective on Inequality and Productivity Dynamics," 2006 Meeting Papers 521, Society for Economic Dynamics.
Hyeok Jeong & Yong Kim, 2006. "S-Shaped Transition and Catapult Effects," 2006 Meeting Papers 250, Society for Economic Dynamics.
Hyeok Jeong & Yong Kim, 2006. "Complementarity and Transition to Modern Economic Growth," IEPR Working Papers 06.44, Institute of Economic Policy Research (IEPR). [Downloadable!]
W. Bentley MacLeod & Voraprapa Nakavachara, 2006. "Legal Default Rules: The Case of Wrongful Discharge Laws," IZA Discussion Papers 1970, Institute for the Study of Labor (IZA). [Downloadable!]
W. Bentley MacLeod & Voraprapa Nakavachara, 2006. "Legal default rules: The case of wrongful discharge laws," Discussion Papers 0506-19, Columbia University, Department of Economics. [Downloadable!]
Moon, Hyungsik Roger & Schorfheide, Frank, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," CEPR Discussion Papers 5605, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Hyungsik Roger Moon & Frank Schorfheide, 2006. "Boosting Your Instruments: Estimation with Overidentifying Inequality Moment Conditions," IEPR Working Papers 06.56, Institute of Economic Policy Research (IEPR). [Downloadable!]
Michelle Sovinsky Goeree & Jeroen Hinloopen, 2006. "Cooperation in the Classroom: Experimenting with R&D Cooperatives," Tinbergen Institute Discussion Papers 06-081/1, Tinbergen Institute. [Downloadable!]

2005

Michael Magill & Martine Quinzii, 2005. "An Equilibrium Model of Managerial Compensation," IEPR Working Papers 05.22, Institute of Economic Policy Research (IEPR). [Downloadable!]
Cheng Hsiao & Siyan Wang, 2005. "Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process," IEPR Working Papers 05.23, Institute of Economic Policy Research (IEPR). [Downloadable!]
Cheng Hsiao, 2005. "Why Panel Data?," IEPR Working Papers 05.33, Institute of Economic Policy Research (IEPR). [Downloadable!]
Jian Yang & Cheng Hsiao & Qi Li & Zijun Wang, 2005. "The Emerging Market Crisis and Stock Market Linkages: Further Evidence," IEPR Working Papers 05.27, Institute of Economic Policy Research (IEPR). [Downloadable!]
C. Hsiao & P. Chen, 2005. "The Transition Process in China: a Theoretical and Empirical Study," Computing in Economics and Finance 2005 210, Society for Computational Economics. [Downloadable!]
C. Chiarella & C. Hsiao, 2005. "Intertemporal Asset Allocation with Inflation-Indexed Bonds," Computing in Economics and Finance 2005 168, Society for Computational Economics.
Cheng Hsiao, 2005. "Longitudinal Data Analysis," Economic Growth centre Working Paper Series 0510, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]
Cheng Hsiao & Siyan Wang, 2005. "Should China Let Her Exchange Rate Float? — the Experience of Developing Countries," Economic Growth centre Working Paper Series 0509, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]
Pesaran, M.H. & Yamagata. T., 2005. "Testing Slope Homogeneity in Large Panels," Cambridge Working Papers in Economics 0513, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," IEPR Working Papers 05.14, Institute of Economic Policy Research (IEPR). [Downloadable!]
Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005. "Scope for Credit Risk Diversification," IEPR Working Papers 05.18, Institute of Economic Policy Research (IEPR). [Downloadable!]
Hanson, S. & Pesaran, M.H. & Schuermann, T., 2005. "Scope for Credit Risk Diversification," Cambridge Working Papers in Economics 0519, Faculty of Economics, University of Cambridge. [Downloadable!]
Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Kapetanios, G. & Pesaran, M.H., 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Cambridge Working Papers in Economics 0520, Faculty of Economics, University of Cambridge. [Downloadable!]
Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V., 2005. "Exploring the International Linkages of the Euro Area: a Global VAR Analysis," Cambridge Working Papers in Economics 0518, Faculty of Economics, University of Cambridge. [Downloadable!]
George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification," IEPR Working Papers 05.25, Institute of Economic Policy Research (IEPR). [Downloadable!]
Pesaran, M.H. & Schuermann, T. & Treutler, B-J., 2005. "The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification," Cambridge Working Papers in Economics 0529, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2005. "What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR," IEPR Working Papers 05.24, Institute of Economic Policy Research (IEPR). [Downloadable!]
Pesaran, M.H. & Smith, L.V. & Smith, R.P, 2005. "What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR," Cambridge Working Papers in Economics 0528, Faculty of Economics, University of Cambridge. [Downloadable!]
George Kapetanios & M. Hashem Pesaran, 2005. "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Working Papers 536, Queen Mary, University of London, Department of Economics. [Downloadable!]
M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," NBER Working Papers 11493, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2005. "What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Breitung, J. & Pesaran, M.H., 2005. "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics 0535, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M.H. & Weale, M., 2005. "Survey Expectations," Cambridge Working Papers in Economics 0536, Faculty of Economics, University of Cambridge. [Downloadable!]
Samuel Hanson & M. Hashem Pesaran & Til Schuermann, 2005. "Firm Heterogeneity and Credit Risk Diversification," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Martin Weale, 2005. "Survey Expectations," IEPR Working Papers 05.30, Institute of Economic Policy Research (IEPR). [Downloadable!]
Jörg Breitung & M. Hashem Pesaran, 2005. "Unit Roots and Cointegration in Panels," IEPR Working Papers 05.32, Institute of Economic Policy Research (IEPR). [Downloadable!]
Joerg Breitung & M. Hashem Pesaran, 2005. "Unit Roots and Cointegration in Panels," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Martin Weale, 2005. "Survey Expectations," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Pesaran, M Hashem & Zaffaroni, Paolo, 2005. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management," CEPR Discussion Papers 5279, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Stéphane Dées & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2005. "Exploring the international linkages of the euro area - a global VAR analysis," Working Paper Series 568, European Central Bank. [Downloadable!]
M. Hashem Pesaran, 2005. "Market Efficiency Today," IEPR Working Papers 05.41, Institute of Economic Policy Research (IEPR). [Downloadable!]
Profoessor Hashem Pesaran & Allan Timmermann & Davide Pettenuzzo, 2005. "The Forecasing time series subject to multiple structure breaks," Money Macro and Finance (MMF) Research Group Conference 2005 33, Money Macro and Finance Research Group.
Professor Hashem Pesaran, 2005. "National and Global Macroeconometric Modelling Using GVAR," Money Macro and Finance (MMF) Research Group Conference 2005 1, Money Macro and Finance Research Group.
Breitung, JÃ¶rg & Pesaran, M. Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank, Research Centre. [Downloadable!]
Guillaume Vandenbroucke, 2005. "A Model of the Trends in Hours," IEPR Working Papers 05.40, Institute of Economic Policy Research (IEPR). [Downloadable!]
Jeremy Greenwood & Guillaume Vandenbroucke, 2005. "Hours Worked (Long-Run Trends)," Economie d'Avant Garde Research Reports 10, Economie d'Avant Garde. [Downloadable!]
Guillaume Vandenbroucke, 2005. "A Model of the Trends in Hours," Economie d'Avant Garde Research Reports 11, Economie d'Avant Garde, revised Nov 2005. [Downloadable!]
Jeremy Greenwood & Guillaume Vandenbroucke, 2005. "Hours Worked: Long-Run Trends," NBER Working Papers 11629, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Hyeok Jeong & Yong Kim, 2005. "Theory and Measurement of Modern Transition," IEPR Working Papers 05.31, Institute of Economic Policy Research (IEPR). [Downloadable!]
Yong Kim & Hyeok Jeong, 2005. "A Theory of Modern Transition Applied to Thailand," 2005 Meeting Papers 831, Society for Economic Dynamics. [Downloadable!]
Guido W. Imbens & Whitney Newey & Geert Ridder, 2005. "Mean-square-error Calculations for Average Treatment Effects," IEPR Working Papers 05.34, Institute of Economic Policy Research (IEPR). [Downloadable!]
Yingyao Hu & Geert Ridder, 2005. "On Deconvolution as a First Stage Nonparametric Estimator," IEPR Working Papers 05.29, Institute of Economic Policy Research (IEPR). [Downloadable!]
Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2005. "Incidental Trends and the Power of Panel Unit Root Tests," IEPR Working Papers 05.38, Institute of Economic Policy Research (IEPR). [Downloadable!]
Hyungsik Roger Moon & Benoit Perron, 2005. "An Empirical Analysis of Nonstationarity in Panels of Exchange Rates and Interest Rates with Factors," IEPR Working Papers 05.35, Institute of Economic Policy Research (IEPR). [Downloadable!]
Jinyong Hahn & Hyungsik Roger Moon, 2005. "Reducing Bias of MLE in a Dynamic Panel Model," IEPR Working Papers 05.36, Institute of Economic Policy Research (IEPR). [Downloadable!]
Emmanuel Guerre & Hyungsik Roger Moon, 2005. "A Study of a Semiparametric Binary Choice Model with Integrated Covariates," IEPR Working Papers 05.37, Institute of Economic Policy Research (IEPR). [Downloadable!]
Michelle Sovinsky Goeree, 2005. "Advertising in the US Personal Computer Industry," Industrial Organization 0503002, EconWPA. [Downloadable!]
Michelle Sovinsky Goeree & Jeroen Hinloopen, 2005. "Cooperation in the Classroom: Experimenting with Research Joint Ventures," General Economics and Teaching 0503005, EconWPA. [Downloadable!]
Caroline M. Betts & Timothy J. Kehoe, 2005. "U.S. Real Exchange Rate Fluctuations and Relative Price Fluctuations," IEPR Working Papers 05.16, Institute of Economic Policy Research (IEPR). [Downloadable!]

2004

John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long Run Behavior of the Stock Market," Levine's Bibliography 122247000000000643, UCLA Department of Economics. [Downloadable!]
Michael Magill, 2004. "Demography and the Stock Market," Theory workshop papers 658612000000000080, UCLA Department of Economics. [Downloadable!]
Michael Magill & Martine Quinzii, 2004. "Common Shocks and Relative Compensation Schemes," IEPR Working Papers 05.21, Institute of Economic Policy Research (IEPR). [Downloadable!]
Hsiao, Cheng & Pesaran, M. Hashem, 2004. "Random Coefficient Panel Data Models," IZA Discussion Papers 1236, Institute for the Study of Labor (IZA). [Downloadable!]
Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Hsiao, C. & Pesaran, M.H., 2004. "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics 0434, Faculty of Economics, University of Cambridge. [Downloadable!]
Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," IEPR Working Papers 04.2, Institute of Economic Policy Research (IEPR). [Downloadable!]
Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2004. "Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy," IEPR Working Papers 04.1, Institute of Economic Policy Research (IEPR). [Downloadable!]
Pesaran, M.H., 2004. "‘General Diagnostic Tests for Cross Section Dependence in Panels’," Cambridge Working Papers in Economics 0435, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M.H. & Timmermann, A., 2004. "‘Real Time Econometrics’," Cambridge Working Papers in Economics 0432, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & Allan Timmermann, 2004. "Real Time Econometrics," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & Andreas Pick, 2004. "Econometric Issues in the Analysis of Contagion," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Pesaran, M. Hashem & Timmermann, Allan, 2004. "Real Time Econometrics," IZA Discussion Papers 1108, Institute for the Study of Labor (IZA). [Downloadable!]
A Garratt & K Lee & M Pesaran & Yongcheol Shin, 2004. "A long run structural macroeconometric model of the UK," ESE Discussion Papers 35, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
Pesaran, M.H. & Pick, A., 2004. "Econometric Issues in the Analysis of Contagion," Cambridge Working Papers in Economics 0402, Faculty of Economics, University of Cambridge. [Downloadable!]
M Pesaran & Yongcheol Shin, 2004. "Long-Run Structural Modelling," ESE Discussion Papers 44, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
M Pesaran & Yongcheol Shin & Richard J Smith, 2004. "Bounds Testing Approaches to the Analysis of Long Run Relationships," ESE Discussion Papers 46, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
M Pesaran & R Smith & Yongcheol Shin, 2004. "Structural analysis of vector error correction models exogenous i(1) variables," ESE Discussion Papers 38, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
A Garratt & K Lee & M H Pesaran & Yongcheol Shin, 2004. "Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy," ESE Discussion Papers 64, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
Pesaran, M. Hashem, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," IZA Discussion Papers 1240, Institute for the Study of Labor (IZA). [Downloadable!]
Pesaran, M Hashem & Timmermann, Allan G, 2004. "Small Sample Properties of Forecasts From Autoregressive Models Under Structural Breaks," CEPR Discussion Papers 4401, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers 1196, Institute for the Study of Labor (IZA). [Downloadable!]
Pesaran, M Hashem & Timmermann, Allan G, 2004. "Real Time Econometrics," CEPR Discussion Papers 4402, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
M. Hashem Pesaran, 2004. "General Diagnostic Tests for Cross Section Dependence in Panels," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
A Garratt & K Lee & M Pesaran & Yongcheol Shin, 2004. "A long run structural macroeconometric model of the UK (first version)," ESE Discussion Papers 17, Edinburgh School of Economics, University of Edinburgh.
M Pesaran & Yongcheol Shin & Ron P Smith, 2004. "Pooled mean group estimation of dynamic heterogeneous panels," ESE Discussion Papers 16, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
M. Hashem Pesaran, 2004. "A Pair-Wise Approach to Testing for Output and Growth Convergence," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Pesaran, M.H., 2004. "A Pair-wise Approach to Testing for Output and Growth Convergence," Cambridge Working Papers in Economics 0453, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M. Hashem, 2004. "A Pair-Wise Approach to Testing for Output and Growth Convergence," IZA Discussion Papers 1313, Institute for the Study of Labor (IZA). [Downloadable!]
Hashem Pesaran & Andreas Pick, 2004. "Econometric Issues in the Analysis of Contagion," Money Macro and Finance (MMF) Research Group Conference 2004 67, Money Macro and Finance Research Group. [Downloadable!]
Hashem Pesaran & Paolo Zaffaroni & Banca d'Italia), 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," Money Macro and Finance (MMF) Research Group Conference 2004 101, Money Macro and Finance Research Group. [Downloadable!]
M. Hashem Pesaran, 2004. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk Based Evaluation of Large Multi Asset Volatility Models for Risk Management," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran & Paolo Zaffaroni, 2004. "Model Averaging and Value-at-Risk based Evaluation of Large Multi Asset Volatility Models for Risk Management," IEPR Working Papers 04.3, Institute of Economic Policy Research (IEPR). [Downloadable!]
Pesaran, M Hashem & Pettenuzzo, Davide & Timmermann, Allan G, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004. "Exploring the International Linkages of the Euro Area: A Global VAR Analysis," IEPR Working Papers 04.6, Institute of Economic Policy Research (IEPR). [Downloadable!]
Guillaume Vandenbroucke, 2004. "The American Frontier: A Hundred Years of Western Settlement," 2004 Meeting Papers 163, Society for Economic Dynamics. [Downloadable!]
Guillaume Vandenbroucke, 2004. "Essays on Macroeconomics and Population Growth," Economie d'Avant Garde Dissertations 2, Economie d'Avant Garde. [Downloadable!]
Guillaume Vandenbroucke, 2004. "The American Frontier : A Hundred Years of Western Settlement," Economie d'Avant Garde Research Reports 7, Economie d'Avant Garde. [Downloadable!]
Professor Yong Kim & Univ. Southern California, 2004. "Asset ownership and Asset Values Over Project Lifecycles," Econometric Society 2004 Far Eastern Meetings 604, Econometric Society. [Downloadable!]
Geert Ridder & Yingyao Hu, 2004. "Estimation of Nonlinear Models with Measurement Error Using Marginal Information," Econometric Society 2004 North American Summer Meetings 21, Econometric Society. [Downloadable!]
Peter C.B. Phillips & Hyungsik Roger Moon & Benoit Perron, 2004. "Incidental Trends and the Power of Panel Unit Root Tests," Yale School of Management Working Papers ysm414, Yale School of Management. [Downloadable!]
Frank Schorfheide & Hyungsik Roger Moon, 2004. "Bayesian Inference for Econometric Models using Empirical Likelihood Functions," Econometric Society 2004 North American Winter Meetings 284, Econometric Society. [Downloadable!]
Jinyong Hahn & Hyungsik Roger Moon, 2004. "Reducing Bias of MLE in a Dynamic Panel Model," IEPR Working Papers 04.5, Institute of Economic Policy Research (IEPR). [Downloadable!]
Caroline M. Betts & Timothy J. Kehoe, 2004. "U.S. real exchange rate fluctuations and relative price fluctuations," Staff Report 334, Federal Reserve Bank of Minneapolis. [Downloadable!]
Caroline M. Betts & Timothy J. Kehoe, 2004. "U.S. Real Exchange Rate Fluctuations and Relative Price Fluctuations," Levine's Bibliography 122247000000000587, UCLA Department of Economics. [Downloadable!]
Bilin Neyapti & Fatma Taskin & Murat Ungor, 2004. "Has European Customs Union Agrement Really Affected Turkey's Trade?," Departmental Working Papers 0404, Bilkent University, Department of Economics. [Downloadable!]

2003

John Geanakoplos & Michael Magill & Martine Quinzii, 2003. "Demography and the Long Run Behavior of the Stock Market," Levine's Bibliography 506439000000000269, UCLA Department of Economics. [Downloadable!]
Pesaran, H.M., 2003. "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics 0305, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, H.M. & Timmermann, A., 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," Cambridge Working Papers in Economics 0306, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M.H. & Schuermann, T. & Treutler, B-J. & Weiner, S.M., 2003. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Cambridge Working Papers in Economics 0330, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M.H. & Timmermann, A., 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," Cambridge Working Papers in Economics 0331, Faculty of Economics, University of Cambridge. [Downloadable!]
Coe, P.J. & Pesaran, M.H. & Vahey, S.P., 2003. "Scope for Cost Minimization in Public Debt Management: the Case of the UK," Cambridge Working Papers in Economics 0338, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M.H., 2003. "A Simple Panel Unit Root Test in the Presence of Cross Section Dependence," Cambridge Working Papers in Economics 0346, Faculty of Economics, University of Cambridge. [Downloadable!]
Im, K.S. & Pesaran, M.H., 2003. "On The Panel Unit Root Tests Using Nonlinear Instrumental Variables," Cambridge Working Papers in Economics 0347, Faculty of Economics, University of Cambridge. [Downloadable!]
Allan Timmermann & M. Hashem Pesaran, 2003. "How Costly is it to Ignore Breaks when Forecasting the Direction of a Time Series?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran, 2003. "Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Allan Timmermann & M. Hashem Pesaran, 2003. "Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Til Schuermann & Bjoern-Jakob Treutler & Scott M. Weiner & M. Hashem Pesaran, 2003. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Guillaume Vandenbroucke, 2003. "The U.S. Westward Expansion," Economie d'Avant Garde Research Reports 4, Economie d'Avant Garde, revised Apr 2004. [Downloadable!]
Ridder, Geert & van den Berg, Gerard J., 2003. "Measuring Labor Market Frictions: A Cross-Country Comparison," IZA Discussion Papers 814, Institute for the Study of Labor (IZA). [Downloadable!]
Ridder, Geert & van den Berg, Gerard J, 2003. "Measuring Labour Market Frictions: A Cross-Country Comparison," CEPR Discussion Papers 3978, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Hyungsik Roger Moon & Benoit Perron & Peter C.B. Phillips, 2003. "Incidental Trends and the Power of Panel Unit Root Tests," Cowles Foundation Discussion Papers 1435, Cowles Foundation, Yale University. [Downloadable!]
Hyungsik Roger Moon & Peter C.B. Phillips, 2003. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Cowles Foundation Discussion Papers 1390, Cowles Foundation, Yale University. [Downloadable!]

2002

John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380R, Cowles Foundation, Yale University, revised Jul 2004. [Downloadable!]
John Geanakoplos & Michael Magill & Martine Quinzii, 2002. "Demography and the Long-run Predictability of the Stock Market," Cowles Foundation Discussion Papers 1380, Cowles Foundation, Yale University. [Downloadable!]
Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2002. "Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A4-1, International Conferences on Panel Data. [Downloadable!]
Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran, 2002. "Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions," Computing in Economics and Finance 2002 345, Society for Computational Economics.
Michael Binder & M. Hashem Pesaran & Sunil Sharma, 2002. "Dynamics of convergence to purchasing power parity in the World economy," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D4-3, International Conferences on Panel Data.
Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin, 2002. "Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy," Royal Economic Society Annual Conference 2002 82, Royal Economic Society. [Downloadable!]
Allan Timmermann & M. Hashem Pesaran, 2002. "Market Timing and Return Prediction under Model Instability," FMG Discussion Papers dp412, Financial Markets Group. [Downloadable!] (restricted)
M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2002. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Center for Financial Institutions Working Papers 01-38, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
Jeremy Greenwood & Ananth Seshadri & Guillaume Vandenbroucke, 2002. "The Baby Boom and Baby Bust: Some Macroeconomics for Population Economics," Economie d'Avant Garde Research Reports 1, Economie d'Avant Garde. [Downloadable!]
Ridder, Geert & van den Berg, Gerard J., 2002. "A cross-country comparison of labor market frictions," Working Paper Series 2002:22, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
Geert Ridder & Tiemen Woutersen, 2002. "The Singularity of the Information Matrix of the Mixed Proportional Hazard Model," UWO Department of Economics Working Papers 20026, University of Western Ontario, Department of Economics. [Downloadable!]
MOON, Hyungsik Roger & PERRON, Benoit., 2002. "Testing for a Unit Root in Panels with Dynamic Factors," Cahiers de recherche 2002-18, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
Moon, H.R. & Perron, B., 2002. "Testing for a Unit Root in Panels with Dynamic Factors," Cahiers de recherche 18-2002, Centre interuniversitaire de recherche en économie quantitative, CIREQ. [Downloadable!]
Bhattacharya, Joydeep & Betts, Caroline, 2002. "Unemployment, Credit Rationing, and Capital Accumulation: A Tale of Two Frictions," Staff General Research Papers 5104, Iowa State University, Department of Economics.

2001

Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001 36, Society for Computational Economics. [Downloadable!]
Pesaran, M.H. & Weiner, S.M., 2001. "Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Cambridge Working Papers in Economics 0119, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001. "Modelling regional interdependencies using a global error-correcting macroeconometric model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B4-1, International Conferences on Panel Data. [Downloadable!]
Koning, Ruud H. & Koolhaas, Michael & Renes, Gusta, 2001. "A simulation model for football championships," Research Report 01A65, University of Groningen, Research Institute SOM (Systems, Organisations and Management). [Downloadable!]
Geert Ridder & Tiemen Woutersen, 2001. "The Singularity of the Efficiency Bound of the Mixed Proportional Hazard Model," UWO Department of Economics Working Papers 20019, University of Western Ontario, Department of Economics. [Downloadable!]
Seung Chan Ahn & Hyungsik Roger Moon, 2001. "Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-2, International Conferences on Panel Data. [Downloadable!]

2000

Michael Magill, 2000. "Equity, Options and Efficiency in the Presence of Moral Hazard," Econometric Society World Congress 2000 Contributed Papers 1845, Econometric Society. [Downloadable!]
Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Banco de EspaÃ±a Working Papers 0005, Banco de España.
Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge. [Downloadable!]
Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y., 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," Cambridge Working Papers in Economics 0004, Faculty of Economics, University of Cambridge. [Downloadable!]
Coe, P. & Pesaran, M.H. & Vahey, S.P., 2000. "The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach," Cambridge Working Papers in Economics 0005, Faculty of Economics, University of Cambridge. [Downloadable!]
Michael Binder & M. Hashem Pesaran, 2000. "Life-Cycle Models and Cross-Country Analysis of Saving," Econometric Society World Congress 2000 Contributed Papers 1643, Econometric Society. [Downloadable!]
Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin, 2000. "Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy," Discussion Papers in Economics 00/4, Department of Economics, University of Leicester. [Downloadable!]
Michael Binder, M.Hashem Pesaran, 2000. "Asset Price Dynamics And Aggregation," Computing in Economics and Finance 2000 296, Society for Computational Economics.
M. Hashem Pesaran, 2000. "Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
M. Hashem Pesaran, 2000. "The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
T. S. Jayne & John Strauss & Takashi Yamano & Daniel Molla, 2000. "Targeting of Food Aid in Rural Ethiopia: Chronic Need or Inertia?," International Development Papers 23, Department of Agricultural Economics, Michigan State University. [Downloadable!]
Ridder, G & van Ours, Jan C, 2000. "Fast Track or Failure: A Study of the Completion Rates of Graduate Students in Economics," CEPR Discussion Papers 2363, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Ridder, G & van den Berg, Gerard J & van Vuuren, Aico, 2000. "Measuring the Equilibrium Effects of Unemployment Benefits Dispersion," CEPR Discussion Papers 2541, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
Pierre Hoonhout & Geert Ridder, 2000. "Identification and EM-Estimation of Panel Data Models with Non-Ignorable Attrition and Refreshment Samples," Econometric Society World Congress 2000 Contributed Papers 1569, Econometric Society. [Downloadable!]
van Ours, Jan C. & Ridder, Geert, 2000. "Fast Track or Failure: A Study of the Completion Rates of Graduate Students in Economics," IZA Discussion Papers 107, Institute for the Study of Labor (IZA). [Downloadable!]
Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2000. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," NBER Technical Working Papers 0251, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Pierre Konig & Gerard J van der Berg & Geert Ridder, 2000. "Semi-Nonparametric Estimation of an Equilibrium Search Model," Economics Working Paper Archive 424, The Johns Hopkins University,Department of Economics.
Aico van Vuuren & Gerard J van den Berg & Geert Ridder, 2000. "Measuring the Equilibrium Effects of Unemployment Benefits Dispersion," Economics Working Paper Archive 431, The Johns Hopkins University,Department of Economics.
Bart Cockx & Geert Ridder, 2000. "Social Employment Of Welfare Recipients In Belgium: An Evaluation," Economics Working Paper Archive 425, The Johns Hopkins University,Department of Economics.
Hyungsik Roger Moon, 2000. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Econometric Society World Congress 2000 Contributed Papers 0913, Econometric Society. [Downloadable!]
Moon, H.R. & Perron, P., 2000. "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche 2000-03, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
MOON, Hyungsik Roger & PERRON, Benoit, 2000. "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche 2000-03, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
Hyungsik Roger Moon & Peter C.B. Phillips, 2000. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Cowles Foundation Discussion Papers 1274, Cowles Foundation, Yale University. [Downloadable!]

1999

Haque, N. U. & Pesaran, M. H. & Sharma, Sunil, 1999. "Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions," Cambridge Working Papers in Economics 9904, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M. Hashem & Shin, Y. & Smith, R.J., 1999. "Bounds Testing Approaches to the Analysis of Long-run Relationships," Cambridge Working Papers in Economics 9907, Faculty of Economics, University of Cambridge. [Downloadable!]
Granger, C.W.J. & Pesaran, M. H., 1999. "Economic and Statistical Measures of Forecast Accuracy," Cambridge Working Papers in Economics 9910, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M. H. & Weeks, M., 1999. "Non-nested Hypothesis Testing: An Overview," Cambridge Working Papers in Economics 9918, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M. H., 1999. "On Aggregation of Linear Dynamic Models," Cambridge Working Papers in Economics 9919, Faculty of Economics, University of Cambridge. [Downloadable!]
Pesaran, M. H. & Harcourt, G. C., 1999. "Life and Work of John Richard Nicholas Stone, 1913-1991," Electronic-Only (EO) Working Papers 9901, Faculty of Economics, University of Cambridge. [Downloadable!]
M. Hashem Pesaran & Allan Timmermann, 1999. "Model Instability and Choice of Observation Window," University of California at San Diego, Economics Working Paper Series 99-19, Department of Economics, UC San Diego. [Downloadable!]
Allan Timmermann & M. Hashem Pesaran, 1999. "A Recursive Modelling Approach to Predicting UK Stock Returns," FMG Discussion Papers dp322, Financial Markets Group. [Downloadable!] (restricted)
Pesaran, M.H., 1999. "Economic Trends and Macroeconomic Policies in Post-Revolutionary Iran," Papers 9902, Economic Research Forum.
A Garratt & K Lee & M H Pesaran & Yongcheol Shin, 1999. "A structural cointegrating VAR approach to macroeconometric modelling," ESE Discussion Papers 8, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
Nadeem Ul Haque & Sunil Sharma & M. Hashem Pesaran, 1999. "Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions," IMF Working Papers 99/128, International Monetary Fund.
Hashem Pesaran & Allan Timmermann, 1999. "Model Instability and Choice of Observation Window," University of California at San Diego, Economics Working Paper Series 1999-19, Department of Economics, UC San Diego. [Downloadable!]
Paul J. Strasberg & T. S. Jayne & Takashi Yamano & James Nyoro & Daniel Karanja & John Strauss, 1999. "Effects of Agricultural Commercialization on Food Crop Input Use and Productivity in Kenya," International Development Policy Syntheses 41, Department of Agricultural Economics, Michigan State University. [Downloadable!]
T. S. Jayne & John Strauss & Takashi Yamano & Daniel Molla, 1999. "Understanding and Improving Food Aid Targeting in Rural Ethiopia," International Development Policy Syntheses 50, Department of Agricultural Economics, Michigan State University. [Downloadable!]
Paul J. Strasberg & T. S. Jayne & Takashi Yamano & James Nyoro & Daniel Karanja & John Strauss, 1999. "Effects of Agricultural Commercialization on Food Crop Input Use and Productivity in Kenya," International Development Working Papers 71, Department of Agricultural Economics, Michigan State University. [Downloadable!]
Strasberg, Paul & Jayne, T.S. & Yamano, Takashi & Nyoro, James & Karanja, Daniel & Strauss, John, 1999. "Effects Of Agricultural Commercialization On Food Crop Input Use And Productivity In Kenya," Food Security III Papers 11325, Michigan State University, Department of Agricultural, Food, and Resource Economics. [Downloadable!]
Strasberg, Paul J. & Jayne, T.S. & Yamano, Takashi & Nyoro, James & Karanja, Daniel & Strauss, John, 1999. "Effects Of Agricultural Commercialization On Food Crop Input Use And Productivity In Kenya," Food Security III Papers 11463, Michigan State University, Department of Agricultural, Food, and Resource Economics. [Downloadable!]
Jayne, T.S. & Strauss, John & Yamano, Takashi & Molla, Daniel, 1999. "Understanding And Improving Food Aid Targeting In Rural Ethiopia," Food Security III Papers 11416, Michigan State University, Department of Agricultural, Food, and Resource Economics. [Downloadable!]
Ours, J.C. van & Ridder, G., 1999. "Fast track or failure : a study of the completion rates of graduate students in economics," Discussion Paper 118, Tilburg University, Center for Economic Research. [Downloadable!]
Pieter A. Gautier & Gerard J. van den Berg & Jan C. van Ours & Geert Ridder, 1999. "Separations at the Firm Level," Tinbergen Institute Discussion Papers 99-010/3, Tinbergen Institute. [Downloadable!]
Aico van Vuuren & Gerard J. van den Berg & Geert Ridder, 1999. "Measuring the Equilibrium Effects of Unemployment Benefits Dispersion," Tinbergen Institute Discussion Papers 99-086/3, Tinbergen Institute. [Downloadable!]
Vuuren, Aico van & Berg, Gerard J. van den & Ridder, Geert, 1999. "Measuring the equilibrium effects of unemployment benefits dispersion," Serie Research Memoranda 0043, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
Geert Ridder & Bart Cockx, 1999. "Social Employment of Welfare Recipients in Belgium: An Evaluation," Economics Working Paper Archive 415, The Johns Hopkins University,Department of Economics.
Ruud H Koning & Geert Ridder, 1999. "Discrete Choice and Stochastic Utility Maximization," Economics Working Paper Archive 413, The Johns Hopkins University,Department of Economics.
Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," Cowles Foundation Discussion Papers 1221, Cowles Foundation, Yale University. [Downloadable!]
Hyungsik R. Moon & Peter C.B. Phillips, 1999. "Maximum Likelihood Estimation in Panels with Incidental Trends," Cowles Foundation Discussion Papers 1246, Cowles Foundation, Yale University. [Downloadable!]
Peter C.B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Cowles Foundation Discussion Papers 1222, Cowles Foundation, Yale University. [Downloadable!]
Hyungsik R. Moon & Peter C.B. Phillips, 1999. "Estimation of Autoregressive Roots Near Unity Using Panel Data," Cowles Foundation Discussion Papers 1224, Cowles Foundation, Yale University. [Downloadable!]
Hyungsik Moon & Peter Phillips, 1999. "Maximum Likelihood Estimation in Panels with Incidental Trends," University of California at Santa Barbara, Economics Working Paper Series wp6-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Hyungsik Moon & Peter Phillips, 1999. "Estimation of Autoregressive Roots near Unity using Panel Data," University of California at Santa Barbara, Economics Working Paper Series wp1-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Peter Phillips & Hyungsik Moon, 1999. "How to Estimate Autoregressive Roots Near Unity," University of California at Santa Barbara, Economics Working Paper Series wp9-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Devereux, M.B. & Betts, C., 1999. "International Monetary Policy Coordination and Competitive Depreciation: A Re-Evaluation," UBC Departmental Archives 99-07, UBC Department of Economics.
Caroline Betts & Elisabeth Huybens, 1999. "Financial Market Imperfections, Real Exchange Rates, and Capital Flows," Working Papers 9902, Centro de Investigacion Economica, ITAM. [Downloadable!]

1998

Hsiao, C. & Pesaran, M. H. & Tahmiscioglu, A. K., 1998. "Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models," Cambridge Working Papers in Economics 9804, Faculty of Economics, University of Cambridge.
Pesaran, M. H. & Zhao, Z., 1998. "Bias Reduction in Estimating Long-run Relationships from Dynamic Heterogenous Panels," Cambridge Working Papers in Economics 9802, Faculty of Economics, University of Cambridge.
Van Garderen, K. J. & Lee, K. & Pesaran M., 1998. "Cross-sectional Aggregation of Non-linear Models," Cambridge Working Papers in Economics 9803, Faculty of Economics, University of Cambridge.
Binder, M. & Pesaran, M. H., 1998. "Optimal Consumption Decisions under Social Interactions," Cambridge Working Papers in Economics 9805, Faculty of Economics, University of Cambridge.
Binder, M. & Pesaran, M. H. & Samiei, S. H., 1998. "Analytical and Numerical Solution of Finite-horizon Nonlinear Rational Expectations Models," Cambridge Working Papers in Economics 9808, Faculty of Economics, University of Cambridge.
Pesaran, M. H. & Smith, Ron P., 1998. "Structural Analysis of Cointegrating VARs," Cambridge Working Papers in Economics 9811, Faculty of Economics, University of Cambridge.
Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y., 1998. "A Long-run Structural Macro-econometric Model of the UK," Cambridge Working Papers in Economics 9812, Faculty of Economics, University of Cambridge.
Pesaran, M. H., 1998. "Economic Trends and Macroeconomic Policies in Post-revolutionary Iran," Cambridge Working Papers in Economics 9818, Faculty of Economics, University of Cambridge.
Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol, 1998. "A Structural Cointegrating VAR Approach to Macroeconometric Modelling," Cambridge Working Papers in Economics 9823, Faculty of Economics, University of Cambridge.
Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil, 1998. "Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods," Cambridge Working Papers in Economics 9826, Faculty of Economics, University of Cambridge.
Pierre Koning & Gerard J. van den Berg & Geert Ridder, 1998. "Semi-Nonparametric Estimation of an Equilibrium Search Model," Tinbergen Institute Discussion Papers 98-020/3, Tinbergen Institute.
Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 1998. "Combining Panel Data Sets with Attrition and Refreshment Samples," Tinbergen Institute Discussion Papers 98-033/4, Tinbergen Institute. [Downloadable!]
Geert Ridder & Kees van Montfort, 1998. "On the Identification of the Censored Regression Model with a Stochastic and Unobserved Treshold," Tinbergen Institute Discussion Papers 98-034/4, Tinbergen Institute. [Downloadable!]
Govert Bijwaard & Geert Ridder, 1998. "Correcting for Selective Compliance in a Re-employment Bonus Experiment," Tinbergen Institute Discussion Papers 98-096/4, Tinbergen Institute. [Downloadable!]
Koning, Pierre & Berg, Gerard J. van den & Ridder, Geert, 1998. "Semi-nonparametric estimation of an equilibrium search model," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rebin, 1998. "Combining Panel Data Sets with Attrition and Refreshment Samples," NBER Technical Working Papers 0230, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Govert Bijwaard & Geert Ridder, 1998. "Correcting for Selective Compliance in a Re-Employment Bonus Experiment," Economics Working Paper Archive 412, The Johns Hopkins University,Department of Economics.
Peter C.B. Phillips & Hyungsik R. Moon & Zhijie Xiao, 1998. "How to Estimate Autoregressive Roots Near Unity," Cowles Foundation Discussion Papers 1191, Cowles Foundation, Yale University. [Downloadable!]

1997

Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997. "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics 9706, Faculty of Economics, University of Cambridge.
Pesaran, M. H. & Binder, M., 1997. "Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems," Cambridge Working Papers in Economics 9708, Faculty of Economics, University of Cambridge.
Pesaran, M. H. & Taylor, L.W., 1997. "Diagnostics for IV Regressions," Cambridge Working Papers in Economics 9709, Faculty of Economics, University of Cambridge.
Pesaran, M. H. & Shin, Y., 1997. "Generalised Impulse Response Analysis in Linear Multivariate Models," Cambridge Working Papers in Economics 9710, Faculty of Economics, University of Cambridge.
Pesaran, M. H. & Shin, Y. & Smith, R. P., 1997. "Pooled Estimation of Long-run Relationships in Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9721, Faculty of Economics, University of Cambridge.
Thomas, D. & Strauss, J., 1997. "Health and Wages: Evidence on Men and Women in Urban Brazil," Papers 97-05, RAND - Reprint Series.
Dow, W & Gertly, P & Schoeni, R-F & Strauss, J & Thomas, D, 1997. "Health Care Prices, Health and Labor Outcomes : Experimental Evidence," Papers 97-01, RAND - Labor and Population Program.
Geert Ridder & Niels de Visser & Gerard van den Berg, 1997. "Structural Aspects of the Labor Markets of Five OECD Countries," Tinbergen Institute Discussion Papers 97-001/4, Tinbergen Institute. [Downloadable!]
Menno Pradhan & Laura Rawlings & Geert Ridder, 1997. "Bolivian Social Investment Fund Analysis of Baseline Data for Impact Evaluation," Tinbergen Institute Discussion Papers 97-024/4, Tinbergen Institute. [Downloadable!]
Pierre Koning & Gerard J. van den Berg & Geert Ridder, 1997. "A Structural Analysis of Job Search Methods and Subsequent Wages," Tinbergen Institute Discussion Papers 97-082/3, Tinbergen Institute.
Geert Ridder & Insan Tunali, 1997. "Stratified Partial Likelihood Estimation," Tinbergen Institute Discussion Papers 97-127/4, Tinbergen Institute.
Berg, Gerard J. van den & Ridder, Geert, 1997. "Het effect van minimumloon en uitkeringshoogte op werkloosheid en lonen," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
Koning, Pierre & Berg, Gerard J. van den & Ridder, Geert, 1997. "A structural analysis of job search methods and subsequent wages," Serie Research Memoranda 0036, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
Ridder, G. & Tunali, I., 1997. "Stratified Partial Likelihood Estimation," Papers 1997/17, Koc University.

1996

Pesaran, M.H., 1996. "The Role of Economic Theory in Modelling the Long Run," Cambridge Working Papers in Economics 9612, Faculty of Economics, University of Cambridge.
Binder, M. & Pesaran, M.H., 1996. "Stochastic Growth," Cambridge Working Papers in Economics 9615, Faculty of Economics, University of Cambridge.
Granger, C.W.J. & Pesaran, H., 1996. "A Decision_Theoretic Approach to Forecast Evaluation," Cambridge Working Papers in Economics 9618, Faculty of Economics, University of Cambridge.
Binder, M. & Pesaran, H., 1996. "Multivariate Linear Rational Expectations Models: Characterisation of the Nature of the Solutions and Their Fully Recursive Computation," Cambridge Working Papers in Economics 9619, Faculty of Economics, University of Cambridge.
Pesaran, M. H. & Shin, Y. & Smith, R. J., 1996. "Testing for the 'Existence of a Long-run Relationship'," Cambridge Working Papers in Economics 9622, Faculty of Economics, University of Cambridge.
Pesaran, M. H. & Timmermann, A., 1996. "A Recursive Modelling Approach to Predicting UK Stock Returns'," Cambridge Working Papers in Economics 9625, Faculty of Economics, University of Cambridge.
C. W.J. Granger & M. Hashem Pesaran, 1996. "A Decision Theoretic Approach to Forecast Evaluation," University of California at San Diego, Economics Working Paper Series 96-23, Department of Economics, UC San Diego.
M. Hashem Pesaran & Francisco J. Ruge-Murcia, 1996. "Limited-dependent rational expectations models with jumps," Discussion Paper / Institute for Empirical Macroeconomics 111, Federal Reserve Bank of Minneapolis. [Downloadable!]
John Strauss & Kathleen Beegle, 1996. "Intrahousehold Allocations: A Review of Theories, Empirical Evidence and Policy Issues," International Development Working Papers 62, Department of Agricultural Economics, Michigan State University. [Downloadable!]
Strauss, J & Thomas, D, 1996. "Measurment and Mismeasurement of Social Indicators," Papers 96-15, RAND - Reprint Series.
Thomas, D. & Schoeni, R.F. & Strauss, J., 1996. "Parental Investments in Schooling: The Roles of Gender and Resources in Urban Brazil," Papers 96-02, RAND - Labor and Population Program.
Thomas, D & Lavy, V & Strauss, J, 1996. "Public Policy and Anthropometric Outcomes in the Cote d'Ivoire," Papers 96-19, RAND - Reprint Series.
Lavy, V & Strauss, J & Thomas, D & de Vreyer, P, 1996. "Quality of Health Care, Survivial and Health Outcomes in Ghana," Papers 96-20, RAND - Reprint Series.
Strauss, John & Beegle, Kathleen, 1996. "Intrahousehold Allocations: A Review Of Theories, Empirical Evidence And Policy Issues," Food Security III Papers 11397, Michigan State University, Department of Agricultural, Food, and Resource Economics. [Downloadable!]
Cockx, Bart & Ridder, Geert, 1996. "Social employment of welfare recipients in Belgium: an evaluation," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1996018, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
Ridder, G. & Visser, N. de & Berg, G.J. van den, 1996. "Structural aspects of the labor markets of five OECD countries," Serie Research Memoranda 0046, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
Caroline M. Betts & Michael D. Bordo & Angela Redish, 1996. "A Small Open Economy in Depression: Lessons from Canada in the 1930s," NBER Working Papers 4515, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

1995

Michael Magill & Martine Quinzii, 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Discussion Paper Serie A 511, University of Bonn, Germany.
Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Department of Economics 95-20, California Davis - Department of Economics.
Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 9521, Southern California - Department of Economics.
Magill, M. & Quinzii, M., 1995. "Which Improves Welfare More: Nominal or Indexed Bond?," Papers 95-20, California Davis - Institute of Governmental Affairs.
Pesaran, H. & Timmermann, A., 1995. "The Use of Recursive Model Selection Strategies in Forecasting Stock Returns," Cambridge Working Papers in Economics 9406, Faculty of Economics, University of Cambridge.
Pesaran, H.M. & Potter, S.M., 1995. "A Floor and Ceiling Model of U.S. Output," Cambridge Working Papers in Economics 9407, Faculty of Economics, University of Cambridge.
Binder,M. & Pesaran,H.M., 1995. "Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results," Cambridge Working Papers in Economics 9415, Faculty of Economics, University of Cambridge.
Pesaran, H.M., 1995. "Iranian Economy During the Pahlavi Era," Cambridge Working Papers in Economics 9418, Faculty of Economics, University of Cambridge.
Pesaran,H.M. & Shin,Y., 1995. "Long-Run Structural Modelling," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge.
Pesaran, H. & Smith, R. & Im, K.S., 1995. "Dynamic Linear Models for Heterogeneous Panels," Cambridge Working Papers in Economics 9503, Faculty of Economics, University of Cambridge.
Pesaran, H., 1995. "Planning and Macroeconomic Stabilization in Iran," Cambridge Working Papers in Economics 9508, Faculty of Economics, University of Cambridge.
Pesaran, H.M. & Ruge-Murcia, F.J., 1995. "A Discrete-Time Version of Target Zone Models with Jumps," Cambridge Working Papers in Economics 9513, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Shin, Y., 1995. "An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis," Cambridge Working Papers in Economics 9514, Faculty of Economics, University of Cambridge.
Pasaran, M.H. & Smith, R., 1995. "New Directions in Applied Macroeconomic Modelling," Cambridge Working Papers in Economics 9525, Faculty of Economics, University of Cambridge.
Pasaran, M.H. & Im, K.S. & Shin, Y., 1995. "Testing for Unit Roots in Heterogeneous Panels," Cambridge Working Papers in Economics 9526, Faculty of Economics, University of Cambridge.
Lee, K. & Psaran, M.H. & Smith, R., 1995. "Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model," Cambridge Working Papers in Economics 9531, Faculty of Economics, University of Cambridge.
Binder,M. & Pesaran,M.H., 1995. "Decision-Making in the Presence of Heterogeneous Information and Social Interactions," Cambridge Working Papers in Economics 9537, Faculty of Economics, University of Cambridge.
M. Hashem Pesaran & Allan Timmermann, 1995. "Predictability of Stock Returns: Robustness and Economic Significance," University of California at San Diego, Economics Working Paper Series 95-19, Department of Economics, UC San Diego.
Pesaran, M.H. & Ruge-Murcia, F.J., 1995. "A Discrete-Time Version of Target Zone Models with Jumps," Cahiers de recherche 9530, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
Pesaran, M.H. & Ruge-Murcia, F.J., 1995. "A Discrete-Time Version of Target Zone Models with Jumps," Cahiers de recherche 9530, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
Thomas, D. & Strauss, J., 1995. "Health, Wealth and Wages of Men and Women in Urban Brazil," Papers 95-11, RAND - Labor and Population Program.
Thomas, D. & Lavy, V. & Strauss, J., 1995. "Public Policy and Anthropometric Outcomes in the Cote d'Ivoire," Papers 95-07, RAND - Labor and Population Program.
Lavy, V. & Strauss, J. & Thomas, D. & DeVreyer, P., 1995. "The Impact of the Quality of Health Care on Children's Nutrition and Survival in Ghana," Papers 106, World Bank - Living Standards Measurement.
Strauss, J. & Thomas, D., 1995. "Empirical Modeling of Household and Family Decisions," Papers 95-12, RAND - Reprint Series.
Strauss, J. & Thomas, D., 1995. "Health, Nutrition and Economic development," Papers 95-23, RAND - Labor and Population Program.
Betts, C. & Devereux, M.B., 1995. "Exchange Rate Dynamics and International Transmission in a Model of Pricing-To-Market," UBC Departmental Archives 95-36, UBC Department of Economics.

1994

Hsiao, C. & Mountain, D.C. & Ho, C.F., 1994. "A Bayesian Integration of End-Use Metering and Conditional Demand Analysis," Papers 9411, Southern California - Department of Economics.
Koning, Pierre & Ridder, Geert & Berg, Gerard J. van den, 1994. "Structural and frictional unemployment in an equilibrium search model with heterogeneous agents," Serie Research Memoranda 0052, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]

1993

Magill, M. & Quinzii, M., 1993. "Infinite Horizon Incomplete Markets," Papers 9320, Southern California - Department of Economics.
Magill, M. & Quinzii, M., 1993. "Icomplete Markets Over an Infinite Horizon: Long-Lived Securities and Speculative Bubbles," Papers 9321, Southern California - Department of Economics.
Arguea, N.M. & Hsiao, C. & Taylor, G.A., 1993. "Estimating Consumer Preferences Using Market Data - An Application to U.S. Automobile Demand," Papers 9316, Southern California - Department of Economics.
Hsiao, C. & Mountain, D.C., 1993. "A Framework for Regional Modeling and Impact Analysis - An Analysis of the Demand for Electricity by Large Municipalities in Ontario, Canada," Papers 9317, Southern California - Department of Economics.
McAleer, M. & McKenzie, C.R. & Pesaren, M.H., 1993. "Cointegration and Direct Tests of the Rational Expectations Hypothesis," Cambridge Working Papers in Economics 9306, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Shin, Y., 1993. "Cointegration and Speed of Convergence to Equilibrium," Cambridge Working Papers in Economics 9311, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Karshenas, M., 1993. "Exchange Rate Unification, the Role of Markets and Planning in the Iranian Economic Reconstruction," Cambridge Working Papers in Economics 9313, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Smith, R., 1993. "The Natural Rate Hypothesis and its Testable Implications," Cambridge Working Papers in Economics 9314, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Murcia, F.J., 1993. "Limited-Dependent Rational Expectations Models with Stochastic Thresholds," Cambridge Working Papers in Economics 9318, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Samiei, H., 1993. "Forecasting Ultimate Resource Recovery," Cambridge Working Papers in Economics 9320, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Samiei, H., 1993. "Limited-Dependaent Rational Expectations Models with Future Expectations," Cambridge Working Papers in Economics 9321, Faculty of Economics, University of Cambridge.
M. Hashem Pesaran & Simon M. Potter, 1993. "Equilibrium Asset Pricing Models and Predictability of Excess Returns," UCLA Economics Working Papers 694, UCLA Department of Economics. [Downloadable!]
Koning, R.H. & Ridder, G., 1993. "Rent Assistance and Housing Demand," Papers 544, Groningen State, Institute of Economic Research-.
Betts, C.M. & Bordo, M.D. & Redish, A., 1993. "A Small Open Economy in Depression: Lessons form Canada in the 1930s," UBC Departmental Archives 93-38, UBC Department of Economics.

1992

Magill,Michael & Quinzii,Martine, 1992. "Infinite horizon,Incomplete markets," Discussion Paper Serie A 384, University of Bonn, Germany.
Magill, M. & Quinzii, M., 1992. "Infinite Horizon Incomplete Markets," Papers 413a, California Davis - Institute of Governmental Affairs.
Magill, M. & Quinzii, M., 1992. "Infinite Horizon Incomplete Markets," DELTA Working Papers 92-26, DELTA (Ecole normale supérieure).
Arguea, N.M. & Hsiao, C., 1992. "Econometric Issues of Estimating Hedonic Price Functions- with an Application to the U.S. Market for Automobiles," Papers 9203, Southern California - Department of Economics.
Hsiao, C., 1992. "Logit and Probit Models," Papers 9210, Southern California - Department of Economics.
Hsiao, C., 1992. "Nonlinear Latent Variable Models," Papers 9211, Southern California - Department of Economics.
Hsiao, C., 1992. "Random Coefficients Models," Papers 9212, Southern California - Department of Economics.
Hsiao, C., 1992. "Panel Analysis for Metric Data," Papers 9213, Southern California - Department of Economics.
Hsiao, C. & Appelbe, T.W. & Dineen, C.R., 1992. "A General Framework for Panel Data Models with an Application to Canadian Customer-Dialed Long Distance Telephone Service," Papers 90-92-15, California Irvine - School of Social Sciences.
Favero, C.A. & Pesaran, M.H., 1992. "Oil Investment in the North Sea," Cambridge Working Papers in Economics 9204, Faculty of Economics, University of Cambridge.
Favero, C.A. & Pesaran, M.H. & Sharma, S., 1992. "Uncertainty and Irreversible Investment: An Empirical Analysis of Development of Oilfields on the UKCS," Cambridge Working Papers in Economics 9210, Faculty of Economics, University of Cambridge.
Lee, K.C. & Pesaran, M.H., 1992. "The Role of Sectoral Interactions in Wage Determination in the UK Economy," Cambridge Working Papers in Economics 9214, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Smith, R., 1992. "Estimating Long-Run Relationships From Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9215, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Timmermann, A., 1992. "Forecasting Stock Returns," Cambridge Working Papers in Economics 9216, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Timmermann, A.G., 1992. "A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing," Cambridge Working Papers in Economics 9218, Faculty of Economics, University of Cambridge.
Pesaran, M. & Pierse, R.G. & Lee, K.C., 1992. "Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods," Cambridge Working Papers in Economics 9219, Faculty of Economics, University of Cambridge.
Pesaran, M.H., 1992. "A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method," Cambridge Working Papers in Economics 9220, Faculty of Economics, University of Cambridge.
Pesaran, B. & Pesaran, M.H., 1992. "A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models," Cambridge Working Papers in Economics 9222, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Smith, R., 1992. "The Interaction Between Theory and Observation in Economics," Cambridge Working Papers in Economics 9223, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Smith, R., 1992. "Theory and Evidence in Economics," Cambridge Working Papers in Economics 9224, Faculty of Economics, University of Cambridge.
Thomas, D. & Lavy, V. & Strauss, J., 1992. "Public Policy and Anthropometric Outcomes in Cote d'Ivoire," Papers 89, World Bank - Living Standards Measurement.
Van Ours, J.C. & Ridder, G., 1992. "Job Competition by Educational Level," Papers 473, Groningen State, Institute of Economic Research-.

1991

M. Hashem Pesaran & Hossein Samiei, 1991. "Estimating Limited-Dependent Rational Expectations Models: With an Application to Exchange Rate Determination in a Target Zone," UCLA Economics Working Papers 612, UCLA Department of Economics. [Downloadable!]
Pesaran, M.H., 1991. "The Iranian Foreign Exchange Policy And The Black Market For Dollars," Papers 33, California Los Angeles - Applied Econometrics.
Pesaran, M.H. & Samiei, H., 1991. "An Analysis of the determination of Dutsche Mark/French Franc Exchange rate in a Discrete-Time Target-Zone Model," Papers 38, California Los Angeles - Applied Econometrics.
Strauss, J. & Thomas, D., 1991. "Wages, Schooling and Background: Investments in Men and Women in Urban Brazil," Papers 649, Yale - Economic Growth Center.
Thomas, D. & Lavy, V. & Strauss, J., 1991. "Public Policy and Anthropometric Outcomes in the Cote d'Ivoire," Papers 643, Yale - Economic Growth Center.

1990

Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment," Cambridge Working Papers in Economics 9013, Faculty of Economics, University of Cambridge.
Pesaran, M.H., 1990. "Expectations In Economics," Cambridge Working Papers in Economics 9016, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Samiei, H., 1990. "Estimating Limited-Dependence Rational Exoectations Models," Cambridge Working Papers in Economics 9017, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990. "Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The Us Economy," Cambridge Working Papers in Economics 9020, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Timmermann, A., 1990. "A Simple, Non-Parametric Test Of Predictive Performance," Cambridge Working Papers in Economics 9021, Faculty of Economics, University of Cambridge.
Pesaran, M.H. & Timmermann, G., 1990. "The Statistical And Economic Significance Of The Predictability Of Exess Returns On Common Stocks," Cambridge Working Papers in Economics 9022, Faculty of Economics, University of Cambridge.
Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment," Papers 10, California Los Angeles - Applied Econometrics.
Pesaran, M.H., 1990. "Rational Expectations In Disaggregated Models: An Empirical Analysis Of Opec'S Behavior," Papers 13, California Los Angeles - Applied Econometrics.
Pesaran, M.H. & Samiei, H., 1990. "Estimating Limited-Dependent Rational Expectations Models," Papers 18, California Los Angeles - Applied Econometrics.
Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990. "Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The U.S. Economy," Papers 25, California Los Angeles - Applied Econometrics.
Pesaran, M.H. & Timmermann, A.G., 1990. "The Statistical And Economic Significance Of The Predictability Of Excess Returns On Common Stocks," Papers 26, California Los Angeles - Applied Econometrics.
Pesaran, M.H. & Timmermann, A., 1990. "A Simple Non-Parametric Test Of Predictive Performance," Papers 29, California Los Angeles - Applied Econometrics.
Mcleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment," Papers 9004, Tilburg - Center for Economic Research.
Strauss, J. & Mehra, K., 1990. "Child Anthropometry In Cote D'Ivoire: Estimates From Two Surveys, 1985 And 1986," Papers 51, World Bank - Living Standards Measurement.
Thomas, D. & Strauss, J., 1990. "Prices, Infrastructure, Household Charasteristics And Child Height," Papers 602, Yale - Economic Growth Center.
Strauss, J. & Thonas, D., 1990. "The Shape Of The Calorie-Expenditure Curve," Papers 595, Yale - Economic Growth Center.
Ridder, G. & Tunali, I., 1990. "Analysis Of Related Durations: A Semi-Parametric Approach With An Application To A Study Of Child Mortality In Malaysia," University of Chicago - Economics Research Center 90-1, Chicago - Economics Research Center.
Ridder, G. & Tunali, I., 1990. "Analysis Of Related Durations: Asemi-Parametric Approach - With An Application To A Study Of Child Mortality In Malaysia," Papers 425, Cornell - Department of Economics.

1989

Magill,Michael & Quinzii,Martine, 1989. "Real effects of money in general equilibrium," Discussion Paper Serie A 232, University of Bonn, Germany.
Michael Magill & Martine Quinzii, 1989. "The Non-Neutrality of Money in a Production Economy with Nominal Assets," Discussion Paper Serie A 267, University of Bonn, Germany.
Hsiao, C. & Mountain, D.C. & Tsui, K.Y. & Chan, M.W.L., 1989. "Modeling Ontario Regional Electricity System Demand Using A Mixed Fixed And Random Coefficients Approach," Papers m8906, Southern California - Department of Economics.
Hsiao, C., 1989. "Identification And Estimation Of Dichotomous Latent Variables Models Using Panel Data," Papers 8944, Tilburg - Center for Economic Research.
Hsiao, C. & Kim, C. & Taylor, G., 1989. "A Statistical Perspective On Insurance Rate-Making," Papers m8916, Southern California - Department of Economics.
Bera, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Test Of Non-Nested Models And General Erro Specifications," Papers 3, California Los Angeles - Applied Econometrics.
Pesaran, M.H., 1989. "Estimation Of Simple Class Of Multivariate Rational Expectations Models: A Test Of The New Classical Model At A Sectoral Level," Papers 4, California Los Angeles - Applied Econometrics.
Pasaran, M.H. & Pasaran, B., 1989. "A Simulation Approach To The Problem Of Computing Cox'S Statistic For Testing Non-Nested Models," Papers 7, California Los Angeles - Applied Econometrics.
Beraq, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Tests Of Non-Nested Modls And General Error Specifications," Papers 197, Osaka - Institute of Social and Economic Research.
Thomas, D. & Strauss, J. & Barbosa, M.M.T.L., 1989. "Estimating The Impact Of Income And Price Changes On Consumption In Brazil," Papers 589, Yale - Economic Growth Center.
Strauss, J. & Barbosa, M.M.T.L. & Taixeira, S.M. & Thomas, D. & Gomes Jr, R.A.Q., 1989. "Modelling The Use And Adaptation Of Technologies By Upland Rice And Soybean Farmers In Central-West Brazil," Papers 587, Yale - Economic Growth Center.

1988

John Geanakoplos & Michael Magill & Martine Quinzii & J. Dreze, 1988. "Generic Inefficiency of Stock Market Equilibrium When Markets Are Incomplete," Cowles Foundation Discussion Papers 863, Cowles Foundation, Yale University. [Downloadable!]
Geanakoplos,John Magill,Michael & Shafer,Wayne, 1988. "Lecture notes in incomplete markets II," Discussion Paper Serie A 205, University of Bonn, Germany.
Duffie,D. Shafer,W. Cass,D. Magill,M. Quinzii,M Geanakoplos,J., 1988. "Lecture notes in incomplete markets," Discussion Paper Serie A 192, University of Bonn, Germany.
Magill, M. & Quinzii, M., 1988. "Real Effects Of Money In General Equilibrium," Papers 8826, Southern California - Department of Economics.
Hirsch, M.D. & Magill, M. & Mas-Colell, A., 1988. "A geometric Approach to a Class of Fixed Point Theorem," Papers 527, Stanford - Institute for Thoretical Economics.
Mountain, D. & Hsiao, C., 1988. "A Combined Structural And Flexible Functional Approach For Modeling Energy Substitution," Papers m8815, Southern California - Department of Economics.
Hsiao, C., 1988. "Consistent Estimation For Some Nonlinear Errors-In- Variables Models," Papers m8810, Southern California - Department of Economics.
M. Hashem Pesaran, 1988. "An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf," UCLA Economics Working Papers 471, UCLA Department of Economics. [Downloadable!]
M. H. Pesaran & R. G. Pierse & M. S. Kumar, 1988. "Econometric Analysis of Aggregation in the Context of Linear Prediction Models," UCLA Economics Working Papers 485, UCLA Department of Economics. [Downloadable!]
K. Lee & M. H. Pesaran & R. G. Pierse, 1988. "Aggregation Bias and Labor Demand Equations for the U.K. Economy," UCLA Economics Working Papers 492, UCLA Department of Economics. [Downloadable!]
M. Hashem Pesaran, 1988. "Two-Step, Instrumental Variable and Maximum Likelihood Estimation of Multivariate Rational Expectations Models," UCLA Economics Working Papers 493, UCLA Department of Economics. [Downloadable!]
Strauss, J., 1988. "The Effects Of Household And Community Characteristics On The Nutrition Of Preschool Children," Papers 40, World Bank - Living Standards Measurement.

1980

Anderson, T. W. & Hsiao, Cheng., 1980. "Estimation of Dynamic Models with Error Components," Working Papers 336, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]

1978

William A. Brock & Michael J. P. Magill, 1978. "Dynamics Under Uncertainty," Discussion Papers 324, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
Michael J. P. Magill, 1978. "On Cyclical Motion in Dynamic Economics," Discussion Papers 334, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]

1977

Michael J. P. Magill, 1977. "The Origin of Cycling in Dynamic Economic Models Arising from Maxamizing Behavior," Discussion Papers 296, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
Michael J.P. Magill, 1977. "The Stability of Equilibrium," Discussion Papers 306, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
Cheng Hsiao, 1977. "Money And Income, Causality Detection," NBER Working Papers 0167, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Gavan, James D. & Strauss, John & Skellie, Diane & Hathaway, Dale E., 1977. "Recent and prospective developments in food consumption: some policy issues," Research reports 2, International Food Policy Research Institute (IFPRI). [Downloadable!]

1976

Cheng Hsiao & P. M. Robinson, 1976. "Efficient Estimation of a Dynamic Error-Shock Model," NBER Working Papers 0157, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Undated

Michael Magill & Martine Quinzii, . "The Stock Market in the Overlapping Generations," Department of Economics 99-13, California Davis - Department of Economics. [Downloadable!]
Michael Magill & Martine Quinzii, . "Incentives And Risk Sharing In A Stock Market Equilibrium," Department of Economics 96-12, California Davis - Department of Economics. [Downloadable!]
Michael Magill & Martine Quinzii, . "Equity, Bonds, Growth And Inflation In A Quadratic Infinite Horizon Economy," Department of Economics 98-08, California Davis - Department of Economics. [Downloadable!]
Kevin Lee & M. Hashem Pesaran & Ron Smith, . "Growth and Convergence in a Multi-County empirical Stochastic Solow Model," Discussion Papers in Economics 96/14, Department of Economics, University of Leicester.
Michael Binder, M. Hashem Pesaran & S. Hossein Samiei, . "Analytical and Numerical Solution of Multivariate Nonlinear Rational Expectations Models," Computing in Economics and Finance 1997 34, Society for Computational Economics. [Downloadable!]
M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler & Scott M. Weiner & April, . "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Center for Financial Institutions Working Papers 03-13, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
M H Pesaran & R L Smith & Yongcheol Shin, . "Structural analysis of vector error correction models with exogenous I(1) variables (first version)," ESE Discussion Papers 7, Edinburgh School of Economics, University of Edinburgh.
Geert Ridder & Insan Tunali, . "Analysis of Related Durations: A Semi-Parametric Approach with an Application to a Study of Child Mortality in Malaysia," University of Chicago - Population Research Center 90-1a, Chicago - Population Research Center.
Hyungsik R. Moon & Peter C.B. Phillips, . "Estimation of Autoregressive Roots Near Unity Using Panel Data," University of California at Santa Barbara, Economics Working Paper Series 1-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Peter C.B. Phillips & Hyungsik R. Moon, . "Linear Regression Limit Theory for Nonstationary Panel Data," University of California at Santa Barbara, Economics Working Paper Series 18-98, Department of Economics, UC Santa Barbara.
Peter C.B. Phillips & Hyungsik Roger Moon & Zhijie Xiao, . "How to Estimate Autoregressive Roots Near Unity," University of California at Santa Barbara, Economics Working Paper Series 9-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Hyungsik R. Moon & Peter C.B. Phillips, . "Maximum Likelihood Estimation in Panels with Incidental Trends," University of California at Santa Barbara, Economics Working Paper Series 6-99, Department of Economics, UC Santa Barbara. [Downloadable!]
Peter C.B. Phillips & Hyungsik R. Moon, . "Nonstationary Panel Data Analysis: An Overview of Some Recent Developments," University of California at Santa Barbara, Economics Working Paper Series 17-98, Department of Economics, UC Santa Barbara.
Hyungsik R. Moon, . "A Note on Fully-Modified Estimation of Seemingly Unrelated Regressions Models with Integrated Regressors," University of California at Santa Barbara, Economics Working Paper Series 24-98, Department of Economics, UC Santa Barbara.

Journal articles

2009

Hsiao, Cheng, 2009. "Announcement of the establishment of the Amemiya lecture series," Journal of Econometrics, Elsevier, vol. 149(1), pages 1-1, April. [Downloadable!] (restricted)
Liu, Echu & Hsiao, Cheng & Matsumoto, Tomoya & Chou, Shinyi, 2009. "Maternal full-time employment and overweight children: Parametric, semi-parametric, and non-parametric assessment," Journal of Econometrics, Elsevier, vol. 152(1), pages 61-69, September. [Downloadable!] (restricted)
M. Hashem Pesaran, 2009. "Journal of Applied Econometrics Dissertation Prize," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 207-207. [Downloadable!]
Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March. [Downloadable!] (restricted)
Pesaran, M. Hashem & Timmermann, Allan, 2009. "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337. [Downloadable!] (restricted)
M. Hashem Pesaran & Ron Smith & Takashi Yamagata & Lyudmyla Hvozdyk, 2009. "Pairwise Tests of Purchasing Power Parity," Econometric Reviews, Taylor and Francis Journals, vol. 28(6), pages 495-521. [Downloadable!] (restricted)
David F. Hendry & M. Hashem Pesaran, 2009. "In memory of Clive Granger: an advisory board member of the journal," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 871-873. [Downloadable!]
Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October. [Downloadable!] (restricted)
M. Hashem Pesaran, 2009. "Announcement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 865-865. [Downloadable!]
M. Hashem Pesaran, 2009. "The Richard Stone Prize in Applied Econometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 863-863. [Downloadable!]
Vandenbroucke, Guillaume, 2009. "Trends in hours: The U.S. from 1900 to 1950," Journal of Economic Dynamics and Control, Elsevier, vol. 33(1), pages 237-249, January. [Downloadable!] (restricted)

2008

Magill, Michael & Quinzii, Martine, 2008. "Normative properties of stock market equilibrium with moral hazard," Journal of Mathematical Economics, Elsevier, vol. 44(7-8), pages 785-806, July. [Downloadable!] (restricted)
Hiroshi Fujiki and Cheng Hsiao, 2008. "Aggregate and Household Demand for Money: Evidence from the Public Opinion Survey on Household Financial Assets and Liabilities," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 26, pages 159-194, December. [Downloadable!]
Hsiao, Cheng & Shen, Yan & Wang, Boqing & Weeks, Greg, 2008. "Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 98-108, July. [Downloadable!] (restricted)
Hashem Pesaran, M. & Yamagata, Takashi, 2008. "Testing slope homogeneity in large panels," Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January. [Downloadable!] (restricted)
M. Hashem Pesaran, 2008. "March 2008 Announcement : Journal of Applied Econometrics Distinguished Authors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(3), pages 391-393. [Downloadable!]
M. Hashem Pesaran & Aman Ullah & Takashi Yamagata, 2008. "A bias-adjusted LM test of error cross-section independence," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 105-127, 03. [Downloadable!] (restricted)
Hanson, Samuel G. & Pesaran, M. Hashem & Schuermann, Til, 2008. "Firm heterogeneity and credit risk diversification," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 583-612, September. [Downloadable!] (restricted)
Pagan, A.R. & Pesaran, M. Hashem, 2008. "Econometric analysis of structural systems with permanent and transitory shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3376-3395, October. [Downloadable!] (restricted)
John Strauss, 2008. "Editor's Note," Economic Development and Cultural Change, University of Chicago Press, vol. 56, pages 297-298. [Downloadable!]
Guillaume Vandenbroucke, 2008. "The American Frontier: Technology versus Immigration," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(2), pages 283-301, April. [Downloadable!] (restricted)
Guillaume Vandenbroucke, 2008. "The U.S. Westward Expansion," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(1), pages 81-110, 02. [Downloadable!] (restricted)
Hyungsik Roger Moon & Benoit Perron, 2008. "Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 80-104, 03. [Downloadable!] (restricted)
Michelle Sovinsky Goeree, 2008. "Limited Information and Advertising in the U.S. Personal Computer Industry," Econometrica, Econometric Society, vol. 76(5), pages 1017-1074, 09. [Downloadable!] (restricted)
Michelle S. Goeree & Jeroen Hinloopen, 2008. "Cooperation in the Classroom: Experimenting with R&D Cooperatives," Journal of Economic Education, Helen Dwight Reid Foundation, vol. 39(4), pages 357-373. [Downloadable!]

2007

Cheng Hsiao & Siyan Wang, 2007. "Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 49-81, 03. [Downloadable!] (restricted)
Yan Shen & Greg Weeks & Cheng Hsiao & Boqing Wang, 2007. "Evaluating the impacts of Washington state repeated job search services on the earnings of prime-age female TANF recipients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 453-475. [Downloadable!]
Liqun Wang & Cheng Hsiao, 2007. "Two-stage estimation of limited dependent variable models with errors-in-variables," Econometrics Journal, Royal Economic Society, vol. 10(2), pages 426-438, 07. [Downloadable!] (restricted)
Hsiao, Cheng & Li, Qi & Racine, Jeffrey S., 2007. "A consistent model specification test with mixed discrete and continuous data," Journal of Econometrics, Elsevier, vol. 140(2), pages 802-826, October. [Downloadable!] (restricted)
Cheng Hsiao, 2007. "Rejoinder on: Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 56-57, May. [Downloadable!] (restricted)
Cheng Hsiao, 2007. "Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 1-22, May. [Downloadable!] (restricted)
Pesaran, M. Hashem & Pick, Andreas, 2007. "Econometric issues in the analysis of contagion," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1245-1277, April. [Downloadable!] (restricted)
Pesaran, M. Hashem & Timmermann, Allan, 2007. "Selection of estimation window in the presence of breaks," Journal of Econometrics, Elsevier, vol. 137(1), pages 134-161, March. [Downloadable!] (restricted)
M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2007. "What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 55-87. [Downloadable!]
Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007. "Exploring the international linkages of the euro area: a global VAR analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 1-38. [Downloadable!]
M. Hashem Pesaran, 2007. "A simple panel unit root test in the presence of cross-section dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 265-312. [Downloadable!]
M. Hashem Pesaran & Badi H. Baltagi, 2007. "Heterogeneity and cross section dependence in panel data models: theory and applications introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 229-232. [Downloadable!]
Hashem Pesaran, M., 2007. "A pair-wise approach to testing for output and growth convergence," Journal of Econometrics, Elsevier, vol. 138(1), pages 312-355, May. [Downloadable!] (restricted)
Pesaran, M. Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(3), pages 1-20. [Downloadable!]
Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007. "Learning, Structural Instability, and Present Value Calculations," Econometric Reviews, Taylor and Francis Journals, vol. 26(2-4), pages 253-288. [Downloadable!] (restricted)
M. Hashem Pesaran, 2007. "Journal of Applied Econometrics Dissertation Prize," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(7), pages 1395-1395. [Downloadable!]
W. Bentley MacLeod & Voraprapa Nakavachara, 2007. "Can Wrongful Discharge Law Enhance Employment?," Economic Journal, Royal Economic Society, vol. 117(521), pages 218-278, 06. [Downloadable!] (restricted)
Benoit Perron & Hyungsik Roger Moon, 2007. "An empirical analysis of nonstationarity in a panel of interest rates with factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 383-400. [Downloadable!]
Moon, Hyungsik Roger & Perron, Benoit & Phillips, Peter C.B., 2007. "Incidental trends and the power of panel unit root tests," Journal of Econometrics, Elsevier, vol. 141(2), pages 416-459, December. [Downloadable!] (restricted)

2006

Michael Magill & Martine Quinzii, 2006. "Common Shocks and Relative Compensation," Annals of Finance, Springer, vol. 2(4), pages 407-420, October. [Downloadable!] (restricted)
Hsiao, Cheng & Wang, Siyan, 2006. "Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 427-463. [Downloadable!] (restricted)
Cheng Hsiao & Zijun Wang & Jian Yang & Qi Li, 2006. "The emerging market crisis and stock market linkages: further evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 727-744. [Downloadable!]
Harrison Cheng & Cheng Hsiao & Jeffrey B. Nugent & Jicheng Qiu, 2006. "Managerial Autonomy, Contractual Incentives And Productivity In A Transition Economy: Some Evidence From China'S Town And Village Enterprises," Pacific Economic Review, Blackwell Publishing, vol. 11(3), pages 341-361, October. [Downloadable!] (restricted)
M. Hashem Pesaran, 2006. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," Econometrica, Econometric Society, vol. 74(4), pages 967-1012, 07. [Downloadable!] (restricted)
Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," Review of Economic Studies, Blackwell Publishing, vol. 73(4), pages 1057-1084, October. [Downloadable!] (restricted)
M. Hashem Pesaran & Ron Smith, 2006. "Macroeconometric Modelling With A Global Perspective," Manchester School, University of Manchester, vol. 74(s1), pages 24-49, 09. [Downloadable!] (restricted)
Pesaran, M. Hashem & Schuermann, Til & Treutler, Bjorn-Jakob & Weiner, Scott M., 2006. "Macroeconomic Dynamics and Credit Risk: A Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(5), pages 1211-1261, August. [Downloadable!] (restricted)
Strauss, John, 2006. "In Memoriam: Jean (Jenny) O. Lanjouw," Economic Development and Cultural Change, University of Chicago Press, vol. 55(1), pages 1, October.
John Strauss, 2006. "In Memoriam: Jean (Jenny) O. Lanjouw," Economic Development and Cultural Change, University of Chicago Press, vol. 55, pages 1-1. [Downloadable!]
Robert Dekle & Guillaume Vandenbroucke, 2006. "A quantitative analysis of China’s structural transformation," Proceedings, Federal Reserve Bank of San Francisco, issue Jun. [Downloadable!]
Betts, Caroline M. & Kehoe, Timothy J., 2006. "U.S. real exchange rate fluctuations and relative price fluctuations," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1297-1326, October. [Downloadable!] (restricted)

2005

Li, Qi & Yang, Jian & Hsiao, Cheng & Chang, Young-Jae, 2005. "The relationship between stock returns and volatility in international stock markets," Journal of Empirical Finance, Elsevier, vol. 12(5), pages 650-665, December. [Downloadable!] (restricted)
Yan Shen & Cheng Hsiao & Hiroshi Fujiki, 2005. "Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 579-601. [Downloadable!]
Cheng Hsiao, 2005. "Why Panel Data?," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 50(02), pages 143-154. [Downloadable!] (restricted)
Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(04), pages 795-837, August. [Downloadable!]
Patrick J. Coe & M. Hashem Pesaran & Shaun P. Vahey, 2005. "The Cost Effectiveness of the UK's Sovereign Debt Portfolio," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 467-495, 08. [Downloadable!] (restricted)
Pesaran, M. Hashem & Timmermann, Allan, 2005. "Small sample properties of forecasts from autoregressive models under structural breaks," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 183-217. [Downloadable!] (restricted)
Pesaran, Hashem & Timmermann, Allan, 2005. "Real-Time Econometrics," Econometric Theory, Cambridge University Press, vol. 21(01), pages 212-231, February. [Downloadable!]
Strauss, John, 2005. "Symposium on Poverty, Programs, and Demographic Outcomes: Editor's Note," Economic Development and Cultural Change, University of Chicago Press, vol. 54(1), pages 95-96, October.
Jeremy Greenwood & Ananth Seshadri & Guillaume Vandenbroucke, 2005. "The Baby Boom and Baby Bust," American Economic Review, American Economic Association, vol. 95(1), pages 183-207, March. [Downloadable!]
Bijwaard, Govert E. & Ridder, Geert, 2005. "Correcting for selective compliance in a re-employment bonus experiment," Journal of Econometrics, Elsevier, vol. 125(1-2), pages 77-111. [Downloadable!] (restricted)

2004

Author-Name: John Geanakoplos & Michael Magill & Martine Quinzii, 2004. "Demography and the Long-Run Predictability of the Stock Market," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 35(2004-1), pages 241-326. [Downloadable!]
Li, Tong & Hsiao, Cheng, 2004. "Robust estimation of generalized linear models with measurement errors," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 51-65. [Downloadable!] (restricted)
Pesaran, M. Hashem & Timmermann, Allan, 2004. "How costly is it to ignore breaks when forecasting the direction of a time series?," International Journal of Forecasting, Elsevier, vol. 20(3), pages 411-425. [Downloadable!] (restricted)
Pesaran M.H. & Schuermann T. & Weiner S.M., 2004. "Rejoinder," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 175-181, April. [Downloadable!] (restricted)
Pesaran M.H. & Schuermann T. & Weiner S.M., 2004. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 129-162, April. [Downloadable!] (restricted)
Thomas, Duncan & Beegle, Kathleen & Frankenberg, Elizabeth & Sikoki, Bondan & Strauss, John & Teruel, Graciela, 2004. "Education in a crisis," Journal of Development Economics, Elsevier, vol. 74(1), pages 53-85, June. [Downloadable!] (restricted)
Hyungsik Roger Moon & Peter C. B. Phillips, 2004. "GMM Estimation of Autoregressive Roots Near Unity with Panel Data," Econometrica, Econometric Society, vol. 72(2), pages 467-522, 03. [Downloadable!] (restricted)
Moon, Hyungsik Roger, 2004. "Maximum score estimation of a nonstationary binary choice model," Journal of Econometrics, Elsevier, vol. 122(2), pages 385-403, October. [Downloadable!] (restricted)
Moon, H.R.Hyungsik Roger & Perron, Benoit, 2004. "Testing for a unit root in panels with dynamic factors," Journal of Econometrics, Elsevier, vol. 122(1), pages 81-126, September. [Downloadable!] (restricted)

2003

Magill, Michael & Quinzii, Martine, 2003. "Nonshiftable capital, affine price expectations and convergence to the Golden Rule," Journal of Mathematical Economics, Elsevier, vol. 39(3-4), pages 239-272, June. [Downloadable!] (restricted)
Michael Magill & Martine Quinzii, 2003. "Indeterminacy of equilibrium in stochastic OLG models," Economic Theory, Springer, vol. 21(2), pages 435-454, 03. [Downloadable!] (restricted)
Li, Qi & Hsiao, Cheng & Zinn, Joel, 2003. "Consistent specification tests for semiparametric/nonparametric models based on series estimation methods," Journal of Econometrics, Elsevier, vol. 112(2), pages 295-325, February. [Downloadable!] (restricted)
Hsiao, Cheng & Shen, Yan, 2003. "Foreign Direct Investment and Economic Growth: The Importance of Institutions and Urbanization," Economic Development and Cultural Change, University of Chicago Press, vol. 51(4), pages 883-96, July.
Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin, 2003. "A Long run structural macroeconometric model of the UK," Economic Journal, Royal Economic Society, vol. 113(487), pages 412-455, 04. [Downloadable!] (restricted)
Hashem Pesaran, 2003. "Introducing a replication section," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 111-111. [Downloadable!]
Hashem Pesaran, M., 2003. "Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation," Economic Modelling, Elsevier, vol. 20(2), pages 383-415, March. [Downloadable!] (restricted)
M. Hashem Pesaran, 2003. "Journal of applied econometrics scholars programme," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(5), pages 619-619. [Downloadable!]
Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003. "Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 115(1), pages 53-74, July. [Downloadable!] (restricted)
Garratt A. & Lee K. & Pesaran M.H. & Shin Y., 2003. "Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 829-838, January. [Downloadable!] (restricted)
Geert Ridder & Tiemen M. Woutersen, 2003. "The Singularity of the Information Matrix of the Mixed Proportional Hazard Model," Econometrica, Econometric Society, vol. 71(5), pages 1579-1589, 09. [Downloadable!] (restricted)
Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2003. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," Econometrica, Econometric Society, vol. 71(4), pages 1161-1189, 07. [Downloadable!] (restricted)
Ruud H. Koning & Geert Ridder, 2003. "Discrete choice and stochastic utility maximization," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 1-27, 06. [Downloadable!] (restricted)
Geert Ridder & Gerard J. van den Berg, 2003. "Measuring Labor Market Frictions: A Cross-Country Comparison," Journal of the European Economic Association, MIT Press, vol. 1(1), pages 224-244, 03. [Downloadable!] (restricted)
van Ours, J. C. & Ridder, G., 2003. "Fast track or failure: a study of the graduation and dropout rates of Ph D students in economics," Economics of Education Review, Elsevier, vol. 22(2), pages 157-166, April. [Downloadable!] (restricted)

2002

Magill, Michael & Quinzii, Martine, 2002. "Capital market equilibrium with moral hazard," Journal of Mathematical Economics, Elsevier, vol. 38(1-2), pages 149-190, September. [Downloadable!] (restricted)
Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002. "Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods," Journal of Econometrics, Elsevier, vol. 109(1), pages 107-150, July. [Downloadable!] (restricted)
Dekle, Robert & Hsiao, Cheng & Wang, Siyan, 2002. "High Interest Rates and Exchange Rate Stabilization in Korea, Malaysia, and Thailand: An Empirical Investigation of the Traditional and Revisionist Views," Review of International Economics, Blackwell Publishing, vol. 10(1), pages 64-78, February. [Downloadable!] (restricted)
Fujiki, Hiroshi & Hsiao, Cheng & Shen, Yan, 2002. "Is There a Stable Money Demand Function under the Low Interest Rate Policy? A Panel Data Analysis," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 20(2), pages 1-23, April. [Downloadable!]
Pesaran, M. Hashem & Timmermann, Allan, 2002. "Market timing and return prediction under model instability," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 495-510, December. [Downloadable!] (restricted)
M. Hashem Pesaran & Yongcheol Shin, 2002. "Long-Run Structural Modelling," Econometric Reviews, Taylor and Francis Journals, vol. 21(1), pages 49-87. [Downloadable!] (restricted)
Jayne, Thomas S. & Strauss, John & Yamano, Takashi & Molla, Daniel, 2002. "Targeting of food aid in rural Ethiopia: chronic need or inertia?," Journal of Development Economics, Elsevier, vol. 68(2), pages 247-288, August. [Downloadable!] (restricted)
Jeremy Greenwood & Ananth Seshadri & Guillaume Vandenbroucke, 2002. "The baby boom and baby bust: some macroeconomics for population economics," Proceedings, Federal Reserve Bank of San Francisco, issue Nov. [Downloadable!]
John Newman & Menno Pradhan & Laura B. Rawlings & Geert Ridder & Ramiro Coa & Jose Luis Evia, 2002. "An Impact Evaluation of Education, Health, and Water Supply Investments by the Bolivian Social Investment Fund," World Bank Economic Review, Oxford University Press, vol. 16(2), pages 241-274, August.
A. Gautier, Pieter & J. van den Berg, Gerard & C. van Ours, Jan & Ridder, Geert, 2002. "Worker turnover at the firm level and crowding out of lower educated workers," European Economic Review, Elsevier, vol. 46(3), pages 523-538, March. [Downloadable!] (restricted)
Guerre, Emmanuel & Moon, Hyungsik Roger, 2002. "A note on the nonstationary binary choice logit model," Economics Letters, Elsevier, vol. 76(2), pages 267-271, July. [Downloadable!] (restricted)

2001

Dekle, Robert & Hsiao, Cheng & Wang, Siyan, 2001. " Do High Interest Rates Appreciate Exchange Rates during Crisis? The Korean Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(3), pages 359-80, July. [Downloadable!] (restricted)
Hsiao, Cheng & Perrigne, Isabelle, 2001. "Studies in Estimation and Testing," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 1-4, July. [Downloadable!] (restricted)
Hsiao, C., 2001. "Open forum on the current state and future challenges of econometrics," Journal of Econometrics, Elsevier, vol. 100(1), pages 1-1, January. [Downloadable!] (restricted)
Hsiao, Cheng & Li, Qi, 2001. "A Consistent Test For Conditional Heteroskedasticity In Time-Series Regression Models," Econometric Theory, Cambridge University Press, vol. 17(01), pages 188-221, February. [Downloadable!]
Hsiao, Cheng, 2001. "Identification And Dichotomization Of Long- And Short-Run Relations Of Cointegrated Vector Autoregressive Models," Econometric Theory, Cambridge University Press, vol. 17(05), pages 889-912, October. [Downloadable!]
David F. Hendry & M. Hashem Pesaran, 2001. "A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 197-202. [Downloadable!]
M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001. "Bounds testing approaches to the analysis of level relationships," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 289-326. [Downloadable!]
M Hashem Pesaran, 2001. "Journal of Applied Econometrics Conference Sponsorship Grants," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 561-561.
M. Hashem Pesaran, 2001. "Journal of Applied Econometrics distinguished authors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 653-654.
Binder, Michael & Pesaran, M. Hashem, 2001. "Life-cycle consumption under social interactions," Journal of Economic Dynamics and Control, Elsevier, vol. 25(1-2), pages 35-83, January. [Downloadable!] (restricted)
Jayne, T. S. & Strauss, John & Yamano, Takashi & Molla, Daniel, 2001. "Giving to the Poor? Targeting of Food Aid in Rural Ethiopia," World Development, Elsevier, vol. 29(5), pages 887-910, May. [Downloadable!] (restricted)
Cockx, Bart & Ridder, Geert, 2001. "Social Employment of Welfare Recipients in Belgium: An Evaluation," Economic Journal, Royal Economic Society, vol. 111(470), pages 322-52, April. [Downloadable!] (restricted)
Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 2001. "Combining Panel Data Sets with Attrition and Refreshment Samples," Econometrica, Econometric Society, vol. 69(6), pages 1645-1659, November. [Downloadable!] (restricted)

2000

Michael Magill & Martine Quinzii, 2000. "research articles : Infinite horizon CAPM equilibrium," Economic Theory, Springer, vol. 15(1), pages 103-138. [Downloadable!] (restricted)
Arguea, Nestor M. & Hsiao, Cheng, 2000. "Market Values of Environmental Amenities: A Latent Variable Approach," Journal of Housing Economics, Elsevier, vol. 9(1-2), pages 104-126, March. [Downloadable!] (restricted)
Hsiao, Cheng & Wang, Q Kevin, 2000. "Estimation of Structural Nonlinear Errors-in-Variables Models by Simulated Least-Squares Method," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(2), pages 523-42, May.
Pesaran, M Hashem & Timmermann, Allan, 2000. "A Recursive Modelling Approach to Predicting UK Stock Returns," Economic Journal, Royal Economic Society, vol. 110(460), pages 159-91, January. [Downloadable!] (restricted)
Pesaran, M Hashem & Harcourt, G C, 2000. "Life and Work of John Richard Nicholas Stone 1913-1991," Economic Journal, Royal Economic Society, vol. 110(461), pages F146-65, February. [Downloadable!] (restricted)
Binder, Michael & Pesaran, M Hashem & Samiei, S Hossein, 2000. "Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption," Computational Economics, Springer, vol. 15(1-2), pages 25-57, April. [Downloadable!]
Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000. "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, vol. 97(2), pages 293-343, August. [Downloadable!] (restricted)
van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem, 2000. "Cross-sectional aggregation of non-linear models," Journal of Econometrics, Elsevier, vol. 95(2), pages 285-331, April. [Downloadable!] (restricted)
Binder, Michael & Pesaran, Hashem, 2000. "Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems," Journal of Economic Dynamics and Control, Elsevier, vol. 24(3), pages 325-346, March. [Downloadable!] (restricted)
Koning, Pierre & van den Berg, Gerard J & Ridder, Geert, 2000. " Semi-nonparametric Estimation of an Equilibrium Search Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(3), pages 327-56, July. [Downloadable!] (restricted)
Aico Van Vuuren & Gerard J. Van Den Berg & Geert Ridder, 2000. "Measuring the equilibrium effects of unemployment benefits dispersion," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 547-574. [Downloadable!]
Peter Phillips & Hyungsik Moon, 2000. "Nonstationary panel data analysis: an overview of some recent developments," Econometric Reviews, Taylor and Francis Journals, vol. 19(3), pages 263-286. [Downloadable!] (restricted)
Betts, Caroline & Devereux, Michael B, 2000. "International Monetary Policy Coordination and Competitive Depreciation: A Reevaluation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(4), pages 722-45, November.
Betts, Caroline & Devereux, Michael B., 2000. "Exchange rate dynamics in a model of pricing-to-market," Journal of International Economics, Elsevier, vol. 50(1), pages 215-244, February. [Downloadable!] (restricted)
Betts, Caroline & Devereux, Michael B., 2000. "Erratum to "Exchange rate dynamics in a model of pricing-to-market": [Journal of International Economics 50 (2000) 214-244]," Journal of International Economics, Elsevier, vol. 52(1), pages 207-208, October. [Downloadable!] (restricted)

1999

Robert Dekle & Cheng Hsiao & Siyan Wang, 1999. "Interest rate stabilization of exchange rates and contagion in the Asian crisis countries," Proceedings, Federal Reserve Bank of San Francisco, issue Sep.
Pesaran, M Hashem & Ruge-Murcia, Francisco J, 1999. "Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model with Jumps," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 50-66, January.
Pesaran, M Hashem & Taylor, Larry W, 1999. " Diagnostics for IV Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(2), pages 255-81, May. [Downloadable!] (restricted)
Binder, Michael & Pesaran, M Hashem, 1999. " Stochastic Growth Models and Their Econometric Implications," Journal of Economic Growth, Springer, vol. 4(2), pages 139-83, June. [Downloadable!] (restricted)
Ridder, Geert & Tunali, Insan, 1999. "Stratified partial likelihood estimation," Journal of Econometrics, Elsevier, vol. 92(2), pages 193-232, October. [Downloadable!] (restricted)
Peter C. B. Phillips & Hyungsik R. Moon, 1999. "Linear Regression Limit Theory for Nonstationary Panel Data," Econometrica, Econometric Society, vol. 67(5), pages 1057-1112, September.
Moon, Hyungsik R & Phillips, Peter C B, 1999. " Maximum Likelihood Estimation in Panels with Incidental Trends," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 711-47, Special I. [Downloadable!] (restricted)
Moon, Hyungsik R., 1999. "A note on fully-modified estimation of seemingly unrelated regressions models with integrated regressors," Economics Letters, Elsevier, vol. 65(1), pages 25-31, October. [Downloadable!] (restricted)

1998

Hsiao, Cheng & Nugent, Jeffrey & Perrigne, Isabelle & Qiu, Jicheng, 1998. "Shares versus Residual Claimant Contracts: The Case of Chinese TVEs," Journal of Comparative Economics, Elsevier, vol. 26(2), pages 317-337, June. [Downloadable!] (restricted)
Hsiao, Cheng & Sun, Bao-Hong, 1998. "Modeling survey response bias - with an analysis of the demand for an advanced electronic device," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 15-39, November. [Downloadable!] (restricted)
Li, Q. & Hsiao, C., 1998. "Testing serial correlation in semiparametric panel data models," Journal of Econometrics, Elsevier, vol. 87(2), pages 207-237, September. [Downloadable!] (restricted)
Hsiao, Cheng & Fujiki, Hiroshi, 1998. "Nonstationary Time-Series Modeling versus Structural Equation Modeling: With an Application to Japanese Money Demand," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 16(1), pages 57-79, May. [Downloadable!]
Binder, Michael & Pesaran, M Hashem, 1998. "Decision Making in the Presence of Heterogeneous Information and Social Interactions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1027-52, November.
Kevin Lee & M. Hashem Pesaran & Ron Smith, 1998. "Growth Empirics: A Panel Data Approach- A Comment," The Quarterly Journal of Economics, MIT Press, vol. 113(1), pages 319-323, February. [Downloadable!] (restricted)
Pesaran, M Hashem & Smith, Ron P, 1998. " Structural Analysis of Cointegrating VARs," Journal of Economic Surveys, Blackwell Publishing, vol. 12(5), pages 471-505, December. [Downloadable!] (restricted)
Pesaran, H. Hashem & Shin, Yongcheol, 1998. "Generalized impulse response analysis in linear multivariate models," Economics Letters, Elsevier, vol. 58(1), pages 17-29, January. [Downloadable!] (restricted)
John Strauss & Duncan Thomas, 1998. "Health, Nutrition, and Economic Development," Journal of Economic Literature, American Economic Association, vol. 36(2), pages 766-817, June. [Downloadable!] (restricted)
Gerard J. van den Berg & Geert Ridder, 1998. "An Empirical Equilibrium Search Model of the Labor Market," Econometrica, Econometric Society, vol. 66(5), pages 1183-1222, September.
Pradhan, Menno & Rawlings, Laura & Ridder, Geert, 1998. "The Bolivian Social Investment Fund: An Analysis of Baseline Data for Impact Evaluation," World Bank Economic Review, Oxford University Press, vol. 12(3), pages 457-82, September.
Caroline Betts & Joydeep Bhattacharya, 1998. "Unemployment, credit rationing, and capital accumulation: a tale of two frictions," Economic Theory, Springer, vol. 12(3), pages 489-517. [Downloadable!] (restricted)

1997

Michael Magill & Martine Quinzii, 1997. "Which improves welfare more: A nominal or an indexed bond?," Economic Theory, Springer, vol. 10(1), pages 1-37. [Downloadable!] (restricted)
Hsiao, Cheng, 1997. "Statistical Properties of the Two-Stage Least Squares Estimator under Cointegration," Review of Economic Studies, Blackwell Publishing, vol. 64(3), pages 385-98, July. [Downloadable!] (restricted)
Cheng Hsiao, 1997. "Cointegration and Dynamic Simultaneous Equations Model," Econometrica, Econometric Society, vol. 65(3), pages 647-670, May.
Pesaran, M Hashem, 1997. "The Role of Economic Theory in Modelling the Long Run," Economic Journal, Royal Economic Society, vol. 107(440), pages 178-91, January. [Downloadable!] (restricted)
Lee, Kevin & Pesaran, M Hashem & Smith, Ron, 1997. "Growth and Convergence in Multi-country Empirical Stochastic Solow Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(4), pages 357-92, July-Aug.. [Downloadable!]
Pesaran, M Hashem, 1997. "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 500-503, Sept.-Oct. [Downloadable!]
Pesaran, M Hashem, 1997. "The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 527-29, Sept.-Oct. [Downloadable!]
Pesaran, M Hashem, 1997. "Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 586-87, Sept.-Oct. [Downloadable!]
Pesaran, M. Hashem & Potter, Simon M., 1997. "A floor and ceiling model of US output," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 661-695, May. [Downloadable!] (restricted)
Binder, Michael & Pesaran, M. Hashem, 1997. "Multivariate Linear Rational Expectations Models," Econometric Theory, Cambridge University Press, vol. 13(06), pages 877-888, December. [Downloadable!]
Thomas, Duncan & Strauss, John, 1997. "Health and wages: Evidence on men and women in urban Brazil," Journal of Econometrics, Elsevier, vol. 77(1), pages 159-185, March. [Downloadable!] (restricted)
Koning, Ruud H. & Ridder, Geert, 1997. "Rent assistance and housing demand," Journal of Public Economics, Elsevier, vol. 66(1), pages 1-31, October. [Downloadable!] (restricted)
Betts, Caroline M & Smith, Bruce D, 1997. "Money, Banking, and the Determination of Real and Nominal Exchange Rates," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 703-34, August.

1996

Magill, Michael & Quinzii, Martine, 1996. "Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles," Journal of Mathematical Economics, Elsevier, vol. 26(1), pages 133-170. [Downloadable!] (restricted)
Koop, Gary & Pesaran, M. Hashem & Potter, Simon M., 1996. "Impulse response analysis in nonlinear multivariate models," Journal of Econometrics, Elsevier, vol. 74(1), pages 119-147, September. [Downloadable!] (restricted)
Pesaran, M. Hashem & Shin, Yongcheol, 1996. "Cointegration and speed of convergence to equilibrium," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 117-143. [Downloadable!] (restricted)
Hashem Pesaran, M. & Ruge-Murcia, Francisco J., 1996. "Limited-dependent rational expectations models with stochastic thresholds," Economics Letters, Elsevier, vol. 51(3), pages 267-276, June. [Downloadable!] (restricted)
Strauss, John & Thomas, Duncan, 1996. "Measurement and Mismeasurement of Social Indicators," American Economic Review, American Economic Association, vol. 86(2), pages 30-34, May. [Downloadable!] (restricted)
Thomas, Duncan & Lavy, Victor & Strauss, John, 1996. "Public policy and anthropometric outcomes in the Cote d'Ivoire," Journal of Public Economics, Elsevier, vol. 61(2), pages 155-192, August. [Downloadable!] (restricted)
Lavy, Victor & Strauss, John & Thomas, Duncan & de Vreyer, Philippe, 1996. "Quality of health care, survival and health outcomes in Ghana," Journal of Health Economics, Elsevier, vol. 15(3), pages 333-357, June. [Downloadable!] (restricted)
Caroline M. Betts & Michael D. Bordo & Angela Redish, 1996. "A Small Open Economy in Depression: Lessons from Canada in the 1930s," Canadian Journal of Economics, Canadian Economics Association, vol. 29(1), pages 1-36, February. [Downloadable!] (restricted)
Betts, Caroline & Devereux, Michael B., 1996. "The exchange rate in a model of pricing-to-market," European Economic Review, Elsevier, vol. 40(3-5), pages 1007-1021, April. [Downloadable!] (restricted)

1995

Hsiao, Cheng & Mountain, Dean C & Illman, Kathleen Ho, 1995. "A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 315-26, July.
Pesaran, M. Hashem & Samiei, Hossein, 1995. "Limited-dependent rational expectations models with future expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 19(8), pages 1325-1353, November. [Downloadable!] (restricted)
Pesaran, M. Hashem & Smith, Ron, 1995. "The role of theory in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 61-79, May. [Downloadable!] (restricted)
Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July. [Downloadable!] (restricted)
Pesaran, M. Hashem & Samiei, Hossein, 1995. "Forecasting ultimate resource recovery," International Journal of Forecasting, Elsevier, vol. 11(4), pages 543-555, December. [Downloadable!] (restricted)
Pesaran, M Hashem & Timmermann, Allan, 1995. " Predictability of Stock Returns: Robustness and Economic Significance," Journal of Finance, American Finance Association, vol. 50(4), pages 1201-28, September. [Downloadable!] (restricted)
Bahram Pesaran & M. Hashem Pesaran, 1995. "A non-nested test of level-differenced versus log-differenced stationary models," Econometric Reviews, Taylor and Francis Journals, vol. 14(2), pages 213-227. [Downloadable!] (restricted)
Koning, Pierre & Ridder, Geert & van den Berg, Gerard J, 1995. "Structural and Frictional Unemployment in an Equilibrium Search Model with Heterogeneous Agents," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(S), pages S133-51, Suppl. De. [Downloadable!] (restricted)
Renes, Gusta & Ridder, Geert, 1995. "Are women overqualified," Labour Economics, Elsevier, vol. 2(1), pages 3-18, March. [Downloadable!] (restricted)
van Ours, J. C. & Ridder, G., 1995. "Job matching and job competition: Are lower educated workers at the back of job queues?," European Economic Review, Elsevier, vol. 39(9), pages 1717-1731, December. [Downloadable!] (restricted)

1994

Magill, Michael & Quinzii, Martine, 1994. "Infinite Horizon Incomplete Markets," Econometrica, Econometric Society, vol. 62(4), pages 853-80, July. [Downloadable!] (restricted)
Arguea, N M & Hsiao, C & Taylor, G A, 1994. "Estimating Consumer Preferences Using Market Data--An Application to U.S. Automobile Demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(1), pages 1-18, Jan.-Marc. [Downloadable!] (restricted)
Pesaran, M Hashem & Pierse, Richard G & Lee, Kevin C, 1994. "Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 11-21, January.
Pesaran, M Hashem & Smith, Richard J, 1994. "A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method," Econometrica, Econometric Society, vol. 62(3), pages 705-10, May. [Downloadable!] (restricted)
Favero, Carlo A & Pesaran, M Hashem & Sharma, Sunil, 1994. "A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(S), pages S95-112, Suppl. De. [Downloadable!] (restricted)
Favero, Carlo A. & Pesaran, M. Hashem, 1994. "Oil investment in the North Sea," Economic Modelling, Elsevier, vol. 11(3), pages 308-329, July. [Downloadable!] (restricted)
Pesaran, M. Hashem & Timmermann, Allan G., 1994. "A generalization of the non-parametric Henriksson-Merton test of market timing," Economics Letters, Elsevier, vol. 44(1-2), pages 1-7. [Downloadable!] (restricted)
Michael McAleer & C. R. McKenzie & M. Hashem Pesaran, 1994. "Cointegration and direct tests of the rational expectations hypothesis," Econometric Reviews, Taylor and Francis Journals, vol. 13(2), pages 231-258. [Downloadable!] (restricted)
Van den Berg, G J & Lindeboom, M & Ridder, G, 1994. "Attrition in Longitudinal Panel Data and the Empirical Analysis of Dynamic Labour Market Behaviour," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(4), pages 421-35, Oct.-Dec.. [Downloadable!] (restricted)
Hartog, Joop & Ridder, G & Visser, M, 1994. "Allocation of Individuals to Job Levels under Rationing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(4), pages 437-51, Oct.-Dec.. [Downloadable!] (restricted)
Koning, Ruud H. & Ridder, Geert, 1994. "On the compatibility of nested logit models with utility maximization : A comment," Journal of Econometrics, Elsevier, vol. 63(2), pages 389-396, August. [Downloadable!] (restricted)

1993

Hsiao, Cheng & Ruud, Paul, 1993. "Editors' introduction," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 1-3, March. [Downloadable!] (restricted)
Arguea, Nestor M. & Hsiao, Cheng, 1993. "Econometric issues of estimating hedonic price functions : With an application to the U.S. market for automobiles," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 243-267, March. [Downloadable!] (restricted)
Hsiao, Cheng & Appelbe, Trent W. & Dineen, Christopher R., 1993. "A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service," Journal of Econometrics, Elsevier, vol. 59(1-2), pages 63-86, September. [Downloadable!] (restricted)
Lee, Kevin C & Pesaran, M Hashem, 1993. "The Role of Sectoral Interactions in Wage Determination in the UK Economy," Economic Journal, Royal Economic Society, vol. 103(416), pages 21-55, January. [Downloadable!] (restricted)
Pesaran, M. H. & Pierse, R. G. & Lee, K. C., 1993. "Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 57-88, March. [Downloadable!] (restricted)
Hashem Pesaran, M. & Pesaran, Bahram, 1993. "A simulation approach to the problem of computing Cox's statistic for testing nonnested models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 377-392. [Downloadable!] (restricted)
Lee, Kevin C. & Pesaran, M. Hashem, 1993. "Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth," Ricerche Economiche, Elsevier, vol. 47(3), pages 293-322, September. [Downloadable!] (restricted)
van Ours, J C & Ridder, G, 1993. "Vacancy Durations: Search or Selection?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(2), pages 187-98, May.

1992

Magill, M. & Quinzii, M., 1992. "Real effects of money in general equilibrium," Journal of Mathematical Economics, Elsevier, vol. 21(4), pages 301-342. [Downloadable!] (restricted)
Pesaran, M Hashem & Timmermann, Allan, 1992. "A Simple Nonparametric Test of Predictive Performance," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(4), pages 561-65, October.
Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G, 1992. "Persistence of Shocks and Their," Economic Journal, Royal Economic Society, vol. 102(411), pages 342-56, March. [Downloadable!] (restricted)
Pesaran, M Hashem & Samiei, Hossein, 1992. "An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model," Economic Journal, Royal Economic Society, vol. 102(411), pages 388-401, March. [Downloadable!] (restricted)
Pesaran, M Hashem & Potter, Simon M, 1992. "Nonlinear Dynamics and Econometrics: An Introduction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages S1-7, Suppl. De. [Downloadable!] (restricted)
Pesaran, M. Hashem & Samiei, Hossein, 1992. "Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 141-163. [Downloadable!] (restricted)
Anil Bera & Michael McAleer & M. Hashem Pesaran & Mann Yoon, 1992. "Joint tests of non-nested models and general error specifications," Econometric Reviews, Taylor and Francis Journals, vol. 11(1), pages 97-117. [Downloadable!] (restricted)
Thomas, Duncan & Strauss, John, 1992. "Prices, infrastructure, household characteristics and child height," Journal of Development Economics, Elsevier, vol. 39(2), pages 301-331, October. [Downloadable!] (restricted)
van Ours, Jan & Ridder, Geert, 1992. "Vacancies and the Recruitment of New Employees," Journal of Labor Economics, University of Chicago Press, vol. 10(2), pages 138-55, April. [Downloadable!] (restricted)
Ridder, Geert, 1992. "An empirical evaluation of some models for non-random attrition in panel data," Structural Change and Economic Dynamics, Elsevier, vol. 3(2), pages 337-355, December. [Downloadable!] (restricted)

1991

Hsiao, Cheng, 1991. "Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data," Review of Economic Studies, Blackwell Publishing, vol. 58(4), pages 717-31, July. [Downloadable!] (restricted)
Pesaran, M Hashem, 1991. "Estimation of Simple Class of Multivariate Rational Expectations Models: A Test of the New Classical Model at a Sectoral Level," Empirical Economics, Springer, vol. 16(2), pages 211-32.
Pesaran, M Hashem & Samiei, Hossein, 1991. "Persistence, Seasonality and Trend in the UK Egg Production," Applied Economics, Taylor and Francis Journals, vol. 23(3), pages 479-84, March.
Pesaran, M Hashem, 1991. "Costly Adjustment under Rational Expectations: A Generalization," The Review of Economics and Statistics, MIT Press, vol. 73(2), pages 353-58, May. [Downloadable!] (restricted)
Pesaran, M. Hashem, 1991. "The Et Interview: Professor Sir Richard Stone," Econometric Theory, Cambridge University Press, vol. 7(01), pages 85-123, March. [Downloadable!]
Strauss, John & Barbosa, Mariza & Teixeira, Sonia & Thomas, Duncan & Gomes Junior, Raimundo, 1991. "Role of education and extension in the adoption of technology: A study of upland rice and soybean farmers in Central-West Brazil," Agricultural Economics, Blackwell, vol. 5(4), pages 341-359, August. [Downloadable!] (restricted)
van Ours, Jan & Ridder, Geert, 1991. "Cyclical variation in vacancy durations and vacancy flows : An empirical analysis," European Economic Review, Elsevier, vol. 35(5), pages 1143-1155, July. [Downloadable!] (restricted)
van Ours, Jan & Ridder, Geert, 1991. "Job requirements and the recruitment of new employees," Economics Letters, Elsevier, vol. 36(2), pages 213-218, June. [Downloadable!] (restricted)
Cramer, J. S. & Ridder, G., 1991. "Pooling states in the multinomial logit model," Journal of Econometrics, Elsevier, vol. 47(2-3), pages 267-272, February. [Downloadable!] (restricted)

1990

Magill, Michael J. P. & Shafer, Wayne J., 1990. "Characterisation of generically complete real asset structures," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 167-194. [Downloadable!] (restricted)
Geanakoplos, J. & Magill, M. & Quinzii, M. & Dreze, J., 1990. "Generic inefficiency of stock market equilibrium when markets are incomplete," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 113-151. [Downloadable!] (restricted)
Hirsch, M. D. & Magill, M. & Mas-Colell, A., 1990. "A geometric approach to a class of equilibrium existence theorems," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 95-106. [Downloadable!] (restricted)
Husseini, S. Y. & Lasry, J. -M. & Magill, M. J. P., 1990. "Existence of equilibrium with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 19(1-2), pages 39-67. [Downloadable!] (restricted)
Hsiao, Cheng & Kim, Changseob & Taylor, Grant, 1990. "A statistical perspective on insurance rate-making," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 5-24. [Downloadable!] (restricted)
Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G, 1990. "Testing for Aggregation Bias in Linear Models," Economic Journal, Royal Economic Society, vol. 100(400), pages 137-50, Supplemen. [Downloadable!] (restricted)
Pesaran, M Hashem, 1990. "An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf," Economic Journal, Royal Economic Society, vol. 100(401), pages 367-90, June. [Downloadable!] (restricted)
Pesaran, M. Hashem & Smith, Richard J., 1990. "A unified approach to estimation and orthogonality tests in linear single-equation econometric models," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 41-66. [Downloadable!] (restricted)
Thomas, Duncan & Strauss, John & Henriques, Maria-Helena, 1990. "Child survival, height for age and household characteristics in Brazil," Journal of Development Economics, Elsevier, vol. 33(2), pages 197-234, October. [Downloadable!] (restricted)
Strauss, John, 1990. "Households, Communities, and Preschool Children's Nutrition Outcomes: Evidence from Rural Cote d'Ivoire," Economic Development and Cultural Change, University of Chicago Press, vol. 38(2), pages 231-61, January.
Ridder, Geert, 1990. "The Non-parametric Identification of Generalized Accelerated Failure-Time Models," Review of Economic Studies, Blackwell Publishing, vol. 57(2), pages 167-81, April. [Downloadable!] (restricted)

1989

Hsiao, Cheng & Mountain, Dean C. & Chan, M. W. Luke & Tsui, Kai Y., 1989. "Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach," Regional Science and Urban Economics, Elsevier, vol. 19(4), pages 565-587, December. [Downloadable!] (restricted)
Hsiao, Cheng, 1989. "Consistent estimation for some nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, vol. 41(1), pages 159-185, May. [Downloadable!] (restricted)
Pesaran, M Hashem & Pierse, Richard G & Kumar, Mohan S, 1989. "Econometric Analysis of Aggregation in the Context of Linear Prediction Models," Econometrica, Econometric Society, vol. 57(4), pages 861-88, July. [Downloadable!] (restricted)
Pesaran, M. H. & Pierse, R. G., 1989. "A proof of the asymptotic validity of a test for perfect aggregation," Economics Letters, Elsevier, vol. 30(1), pages 41-47. [Downloadable!] (restricted)
Pesaran, M. Hashem, 1989. "Consistency of short-term and long-term expectations," Journal of International Money and Finance, Elsevier, vol. 8(4), pages 511-516, December. [Downloadable!] (restricted)

1988

Pesaran, M Hashem, 1988. "The Role of Theory in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(187), pages 336-39, December.
Pesaran, M Hashem, 1988. "On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder," Economic Journal, Royal Economic Society, vol. 98(391), pages 504-08, June. [Downloadable!] (restricted)
Pesaran, M. H. & Hall, A. D., 1988. "Tests of non-nested linear regression models subject to linear restrictions," Economics Letters, Elsevier, vol. 27(4), pages 341-348. [Downloadable!] (restricted)

1987

Cheng, Hsueh-Cheng & Magill, Michael J P & Shafer, Wayne J, 1987. "Some Results on Comparative Statics under Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(2), pages 493-507, June. [Downloadable!] (restricted)
Pesaran, M. Hashem, 1987. "Global and Partial Non-Nested Hypotheses and Asymptotic Local Power," Econometric Theory, Cambridge University Press, vol. 3(01), pages 69-97, February. [Downloadable!]

1986

Dean C. Mountain & Cheng Hsiao, 1986. "Peak and Off-Peak Industrial Demand for Electricity: The Hopkinson Rate in Ontario, Canada," The Energy Journal, International Association for Energy Economics, vol. 7(1), pages 149-168.
Singh, Inderjit & Squire, Lyn & Strauss, John, 1986. "A Survey of Agricultural Household Models: Recent Findings and Policy Implications," World Bank Economic Review, Oxford University Press, vol. 1(1), pages 149-79, September.
Strauss, John, 1986. "Does Better Nutrition Raise Farm Productivity?," Journal of Political Economy, University of Chicago Press, vol. 94(2), pages 297-320, April. [Downloadable!] (restricted)
Ridder, G, 1986. "An Event History Approach to the Evaluation of Training, Recruitment and Employment Programmes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 109-26, April. [Downloadable!] (restricted)

1985

Danthine, Jean-Pierre & Magill, Michael J. P., 1985. "Investment in information acquisition," Economics Letters, Elsevier, vol. 19(3), pages 221-225. [Downloadable!] (restricted)
Small, Kenneth A & Hsiao, Cheng, 1985. "Multinomial Logit Specification Tests," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(3), pages 619-27, October. [Downloadable!] (restricted)
Cheng Hsiao, 1985. "Benefits and limitations of panel data," Econometric Reviews, Taylor and Francis Journals, vol. 4(1), pages 121-174. [Downloadable!] (restricted)
Cheng Hsiao, 1985. "Reply," Econometric Reviews, Taylor and Francis Journals, vol. 4(1), pages 187-189. [Downloadable!] (restricted)
Pesaran, M H & Smith, R P & Yeo, J S, 1985. "Testing for Structural Stability and Predictive Failure: A Review," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 53(3), pages 280-95, September.
Pesaran, M Hashem, 1985. "Formation of Inflation Expectations in British Manufacturing Industries," Economic Journal, Royal Economic Society, vol. 95(380), pages 948-75, December. [Downloadable!] (restricted)
Pesaran, M. H. & Smith, R. P., 1985. "Evaluation of macroeconometric models," Economic Modelling, Elsevier, vol. 2(2), pages 125-134, April. [Downloadable!] (restricted)

1984

Ham, John & Hsiao, Cheng, 1984. "Two-stage estimation of structural labor supply parameters using interval data from the 1971 canadian census," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 133-158. [Downloadable!] (restricted)
Pesaran, M H, 1984. "Macroeconomic Policy in an Oil-exporting Economy with Foreign Exchange Controls," Economica, London School of Economics and Political Science, vol. 51(23), pages 253-70, August. [Downloadable!] (restricted)
Pesaran, M H & Evans, R A, 1984. "Inflation, Capital Gains and U.K. Personal Savings: 1953-1981," Economic Journal, Royal Economic Society, vol. 94(374), pages 237-57, June. [Downloadable!] (restricted)
Strauss, John, 1984. "Joint determination of food consumption and production in rural Sierra Leone : Estimates of a household-firm model," Journal of Development Economics, Elsevier, vol. 14(1), pages 77-103. [Downloadable!] (restricted)
Strauss, John, 1984. "Consumer choice in the third world: Jeffrey James, (Macmillan, London, 1983) pp. x + 178, [UK pound]20.00," Journal of Development Economics, Elsevier, vol. 16(3), pages 347-348, December. [Downloadable!] (restricted)

1983

Cheng, Hsueh-Cheng & Magill, Michael J. P., 1983. "An asymptotic property of equilibrium on futures markets arising from speculation," Economics Letters, Elsevier, vol. 11(4), pages 371-375. [Downloadable!] (restricted)
Hausman, Jerry & Pesaran, Hashem, 1983. "The J-test as a Hausman specification test," Economics Letters, Elsevier, vol. 12(3-4), pages 277-281. [Downloadable!] (restricted)
Godfrey, L. G. & Pesaran, M. H., 1983. "Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence," Journal of Econometrics, Elsevier, vol. 21(1), pages 133-154, January. [Downloadable!] (restricted)
M. H. Pesaran, 1983. "Comment," Econometric Reviews, Taylor and Francis Journals, vol. 2(1), pages 145-149. [Downloadable!] (restricted)

1982

Anderson, T. W. & Hsiao, Cheng, 1982. "Formulation and estimation of dynamic models using panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 47-82, January. [Downloadable!] (restricted)
Hsiao, Cheng, 1982. "Autoregressive modeling and causal ordering of economic variables," Journal of Economic Dynamics and Control, Elsevier, vol. 4(1), pages 243-259, November. [Downloadable!] (restricted)
Pesaran, M H, 1982. "A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis," Economic Journal, Royal Economic Society, vol. 92(367), pages 529-54, September. [Downloadable!] (restricted)
Pesaran, M H, 1982. "Comparison of Local Power of Alternative Tests of Non-Nested Regression Models," Econometrica, Econometric Society, vol. 50(5), pages 1287-1305, September. [Downloadable!] (restricted)
Pesaran, M. H., 1982. "On the comprehensive method of testing non-nested regression models," Journal of Econometrics, Elsevier, vol. 18(2), pages 263-274, February. [Downloadable!] (restricted)
Strauss, John, 1982. "Determinants of food consumption in rural Sierra Leone : Application of the quadratic expenditure system to the consumption-leisure component of a household-firm model," Journal of Development Economics, Elsevier, vol. 11(3), pages 327-353, December. [Downloadable!] (restricted)
Elbers, Chris & Ridder, Geert, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," Review of Economic Studies, Blackwell Publishing, vol. 49(3), pages 403-09, July. [Downloadable!] (restricted)

1981

Magill, Michael J P, 1981. "Infinite Horizon Programs," Econometrica, Econometric Society, vol. 49(3), pages 679-711, May. [Downloadable!] (restricted)
Hsiao, Cheng, 1981. "Autoregressive modelling and money-income causality detection," Journal of Monetary Economics, Elsevier, vol. 7(1), pages 85-106. [Downloadable!] (restricted)
Pesaran, M. H., 1981. "Expenditure of oil revenue: An optimal control approach with application to the Iranian economy : H. Motamen, (Frances Pinter, London, 1979) pp. 189, [UK pound]12.50," Journal of Economic Dynamics and Control, Elsevier, vol. 3(1), pages 387-391, November. [Downloadable!] (restricted)
Pesaran, M. H., 1981. "Identification of rational expectations models," Journal of Econometrics, Elsevier, vol. 16(3), pages 375-398, August. [Downloadable!] (restricted)
Pesaran, M. H., 1981. "Pitfalls of testing non-nested hypotheses by the lagrange multiplier method," Journal of Econometrics, Elsevier, vol. 17(3), pages 323-331, December. [Downloadable!] (restricted)
Pesaran, M. H., 1981. "Pitfalls of testing non-nested hypotheses by the lagrange multiplier method," Journal of Econometrics, Elsevier, vol. 16(1), pages 158-158, May. [Downloadable!] (restricted)

1980

Magill, Michael J. P., 1980. "An existence criterion for models of resource allocation over an infinite horizon," Economics Letters, Elsevier, vol. 5(3), pages 209-213. [Downloadable!] (restricted)
Hsiao, Cheng, 1980. "Missing data and maximum likelihood estimation," Economics Letters, Elsevier, vol. 6(3), pages 249-253. [Downloadable!] (restricted)

1979

Magill, Michael J P, 1979. "The Stability of Equilibrium," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(3), pages 577-97, October. [Downloadable!] (restricted)
Magill, Michael J P & Scheinkman, Jose A, 1979. "Stability of Regular Equilibria and the Correspondence Principle for Symmetric Variational Problems," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(2), pages 297-315, June. [Downloadable!] (restricted)
Brock, William A & Magill, Michael J P, 1979. "Dynamics under Uncertainty," Econometrica, Econometric Society, vol. 47(4), pages 843-68, July. [Downloadable!] (restricted)
Hsiao, Cheng, 1979. "Measurement Error in a Dynamic Simultaneous Equations Model with Stationary Disturbances," Econometrica, Econometric Society, vol. 47(2), pages 475-94, March. [Downloadable!] (restricted)
Hsiao, Cheng, 1979. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 10(2), pages 243-252, June. [Downloadable!] (restricted)
Hsiao, Cheng, 1979. "Causality tests in econometrics," Journal of Economic Dynamics and Control, Elsevier, vol. 1(4), pages 321-346, November. [Downloadable!] (restricted)

1978

Hsiao, Cheng & Robinson, P M, 1978. "Efficient Estimation of a Dynamic Error-Shock Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 467-79, June. [Downloadable!] (restricted)
Pesaran, M H & Deaton, Angus S, 1978. "Testing Non-Nested Nonlinear Regression Models," Econometrica, Econometric Society, vol. 46(3), pages 677-94, May. [Downloadable!] (restricted)
Mundlak, Yair & Strauss, John, 1978. "Occupational migration out of agriculture in Japan," Journal of Development Economics, Elsevier, vol. 5(1), pages 55-71, March. [Downloadable!] (restricted)

1977

Magill, Michael J. P., 1977. "A local analysis of N-sector capital accumulation under uncertainty," Journal of Economic Theory, Elsevier, vol. 15(1), pages 211-219, June. [Downloadable!] (restricted)
Magill, Michael J. P., 1977. "Some new results on the local stability of the process of capital accumulation," Journal of Economic Theory, Elsevier, vol. 15(1), pages 174-210, June. [Downloadable!] (restricted)
Hsiao, Cheng, 1977. "Identification for a Linear Dynamic Simultaneous Error-Shock Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(1), pages 181-94, February. [Downloadable!] (restricted)

1976

Magill, Michael J. P. & Constantinides, George M., 1976. "Portfolio selection with transactions costs," Journal of Economic Theory, Elsevier, vol. 13(2), pages 245-263, October. [Downloadable!] (restricted)
Magill, Michael J. P., 1976. "The preferability of investment through a mutual fund," Journal of Economic Theory, Elsevier, vol. 13(2), pages 264-271, October. [Downloadable!] (restricted)
Hsiao, Cheng, 1976. "Identification and Estimation of Simultaneous Equation Models with Measurement Error," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 319-39, June. [Downloadable!] (restricted)
Llewellyn, G E J & Pesaran, M H, 1976. "The Determinants of United Kingdom Import Prices-A Note," Economic Journal, Royal Economic Society, vol. 86(342), pages 315-20, June. [Downloadable!] (restricted)

1975

Hsiao, Cheng, 1975. "Some Estimation Methods for a Random Coefficient Model," Econometrica, Econometric Society, vol. 43(2), pages 305-25, March. [Downloadable!] (restricted)

1974

Hsiao, Cheng, 1974. "Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 12-30, February. [Downloadable!] (restricted)
Pesaran, M H, 1974. "On the General Problem of Model Selection," Review of Economic Studies, Blackwell Publishing, vol. 41(2), pages 153-71, April. [Downloadable!] (restricted)

1973

Pesaran, M Hashem, 1973. "Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error," Review of Economic Studies, Blackwell Publishing, vol. 40(4), pages 529-35, October. [Downloadable!] (restricted)
Pesaran, M Hashem, 1973. "The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 14(1), pages 120-31, February. [Downloadable!] (restricted)
Pesaran, M Hashem, 1973. "An Alternative Econometric Approach to the Permanent Income Hypothesis: An International Comparison: A Comment," The Review of Economics and Statistics, MIT Press, vol. 55(2), pages 259-61, May. [Downloadable!] (restricted)

Books

2008

T. Paul Schultz & John A. Strauss (ed.), 2008. "Handbook of Development Economics," Handbook of Development Economics, Elsevier, edition 1, volume 4, number 5, December. [Downloadable!] (restricted)

Chapters

2008

Strauss, John & Thomas, Duncan, 2008. "Health over the Life Course," Handbook of Development Economics, Elsevier. [Downloadable!] (restricted)

2007

M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler, 2007. "Global Business Cycles and Credit Risk," NBER Chapters, in: The Risks of Financial Institutions, pages 419-474 National Bureau of Economic Research, Inc. [Downloadable!]

2006

Pesaran, M. Hashem & Weale, Martin, 2006. "Survey Expectations," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)

1995

Strauss, John & Thomas, Duncan, 1995. "Human resources: Empirical modeling of household and family decisions," Handbook of Development Economics, in: Hollis Chenery† & T.N. Srinivasan (ed.), Handbook of Development Economics, edition 1, volume 3, chapter 34, pages 1883-2023 Elsevier. [Downloadable!] (restricted)

1993

Hashem Pesaran & Philip Lowe, 1993. "Discussion of 'The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries'," RBA Annual Conference Volume, in: Adrian Blundell-Wignall (ed.), The Exchange Rate, International Trade and the Balance of Payments Reserve Bank of Australia. [Downloadable!]

1991

Magill, Michael & Shafer, Wayne, 1991. "Incomplete markets," Handbook of Mathematical Economics, in: W. Hildenbrand & H. Sonnenschein (ed.), Handbook of Mathematical Economics, edition 1, volume 4, chapter 30, pages 1523-1614 Elsevier. [Downloadable!] (restricted)

1984

Aigner, Dennis J. & Hsiao, Cheng & Kapteyn, Arie & Wansbeek, Tom, 1984. "Latent variable models in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 23, pages 1321-1393 Elsevier. [Downloadable!] (restricted)

1983

Hsiao, Cheng, 1983. "Identification," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 4, pages 223-283 Elsevier. [Downloadable!] (restricted)

Software components

1997

Michael Binder & M. Hashem Pesaran, 1997. "GAUSS and Matlab codes for Solution of Finite-Horizon Multivariate Linear Rational Expectations Models and Sparse Linear Systems," QM&RBC Codes 72, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]
Michael Binder & M. Hashem Pesaran, 1997. "GAUSS and Matlab codes for Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation," QM&RBC Codes 73, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

1994

Michael Binder & M. Hashem Pesaran, 1994. "GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results," QM&RBC Codes 74, Quantitative Macroeconomics & Real Business Cycles. [Downloadable!]

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Department of Economics
University of Southern California
Los Angeles, California (United States)