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Citations for "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure"

by M. Hashem Pesaran

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Anindya Banerjee & Massimiliano Marcellino, . "Factor-augmented Error Correction Models," Working Papers 335, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. [Downloadable!]
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  2. Emmanuel Dhyne & Catherine Fuss & Hashem Pesaran & Patrick Sevestre, 2006. "Lumpy price adjustments : a microeconometric analysis," Research series 200610-12, National Bank of Belgium. [Downloadable!]
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  3. 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!]
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  4. Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels, 2006. "Stability tests for heterogeneous panel data," PSE Working Papers 2006-49, PSE (Ecole normale supérieure). [Downloadable!]
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  5. George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  6. 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!]
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  7. M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," IEPR Working Papers 05.14, Institute of Economic Policy Research (IEPR). [Downloadable!]
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  8. 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 GmbH. [Downloadable!]
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  9. Araújo, Fabio & Fernandes, Marcelo & Issler, João Victor, 2006. "A Stochastic Discount Factor Approach to Asset Pricing Using Panel Data," Economics Working Papers (Ensaios Economicos da EPGE) 628, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  10. Rosenthal, Dale W.R., 2008. "Modeling Trade Direction," MPRA Paper 10209, University Library of Munich, Germany. [Downloadable!]
  11. L. Vanessa Smith & Takashi Yamagata, 2008. "Firm Level Volatility-Return Analysis using Dynamic Panels," Discussion Papers 08/09, Department of Economics, University of York. [Downloadable!]
  12. 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!]
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  13. Elisa Tosetti & Francesco Moscone, 2007. "Health Expenditure and Income in the United States," Discussion Papers in Economics 07/14, Department of Economics, University of Leicester. [Downloadable!]
  14. Cubadda Gianluca & Hecq Alain & Palm Franz C., 2007. "Macro-panels and Reality," Research Memoranda 009, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
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  15. 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!]
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  16. Claudia M. Buch & Jörg Döpke & Kerstin Stahn, 2008. "Great Moderation at the Firm Level? Unconditional vs. Conditional Output Volatility," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
  17. Jesús Clemente & Carmen Marcuello & Antonio Montañés, 2008. "Pharmaceutical expenditure, total health-care expenditure and GDP," Health Economics, John Wiley & Sons, Ltd., vol. 17(10), pages 1187-1206. [Downloadable!]
  18. Domenico Giannone & Michele Lenza, 2008. "The Feldstein-Horioka fact," Working Paper Series 873, European Central Bank. [Downloadable!]
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  19. Bob Chirinko & Daniel J. Wilson, 2007. "Tax competition among U.S. states: racing to the bottom or riding on a seesaw?," Working Paper Series 2008-03, Federal Reserve Bank of San Francisco. [Downloadable!]
  20. Andreas Pick, 2007. "Financial contagion and tests using instrumental variables," DNB Working Papers 139, Netherlands Central Bank, Research Department. [Downloadable!]
  21. Ron Smith & Gylfi Zoega, 2005. "Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach," Birkbeck Working Papers in Economics and Finance 0524, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
  22. Erik Hjalmarsson, 2006. "Predictive regressions with panel data," International Finance Discussion Papers 869, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  23. Stefano Fachin, 2007. "Long-run trends in internal migrations in italy: a study in panel cointegration with dependent units," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 401-428. [Downloadable!]
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  24. Jushan Bai & Chihwa Kao, 2005. "On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence," Center for Policy Research Working Papers 75, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
  25. Eberhardt, Markus & Teal, Francis, 2008. "Modeling technology and technological change in manufacturing: how do countries differ?," MPRA Paper 10690, University Library of Munich, Germany. [Downloadable!]
  26. Alexander W. Hoffmaister, 2006. "Barriers to Retail Competition and Prices: Evidence from Spain," IMF Working Papers 06/231, International Monetary Fund. [Downloadable!]
  27. Terry Barker & Sebastian A. de-Ramon, 2006. "Testing the representative agent assumption: the distribution of parameters in a large-scale model of the EU 1972--1998," Applied Economics Letters, Taylor and Francis Journals, vol. 13(6), pages 395-398, May. [Downloadable!] (restricted)
  28. M. Hashem Pesaran & Ron P. Smith, 2006. "Macroeconometric Modelling with a Global Perspective," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  29. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007. "Aggregating Phillips curves," Working Paper Series 785, European Central Bank. [Downloadable!]
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  30. Noman, Abdullah, 2008. "Testing for PPP in the Mean-Group Panel Regression Framework: Further Evidence," MPRA Paper 7825, University Library of Munich, Germany. [Downloadable!]
  31. Ciaran Driver & Paul Temple & Giovanni Urga, 2005. "Explaining the Diversity of Industry Investment Responses to Uncertainty Using Long Run Panel Survey Data," Department of Economics Discussion Papers 0405, Department of Economics, University of Surrey. [Downloadable!]
  32. Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, School of Economics, Mathematics & Statistics. [Downloadable!]
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  33. Michael Binder & Christian Offermanns, 2007. "International Investment Positions and Exchange Rate Dynamics: A Dynamic Panel Analysis," CFS Working Paper Series 2007/23, Center for Financial Studies. [Downloadable!]
  34. Yongcheol Shin & Laura Serlenga, 2007. "Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 361-381. [Downloadable!]
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This page was last updated on 2008-11-13.

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