| Recent Publications
Pesaran, M.H. , Smith, L.V. and Yamagata, T. , (2013) , Panel Unit Root Test in the Presence of a Multifactor Error Structure , details.....
Pesaran, M.H. , (2012) , On the Interpretation of Panel Unit Root Tests , details.....
Kapetanios, G. , and Pesaran, M.H. , (2012) , Comment on `Fast Sparse Regression and Classication' by J. H. Friedman , details.....
Corrado, L. , and Holly, S. , (2011) , Multiplicative Habit Formation and Consumption: A Note , details.....
Dhyne, E. , Fuss, C. , Pesaran, M.H. , and Sevestre, P. , (2011) , Lumpy Price Adjustments: A Microeconometric Analysis , details.....
Kapetanios, G. , Pesaran, M.H. , and Yamagata, T. , (2011) , Panels With Nonstationary Multifactor Error Structures , details.....
Corrado, L. , and Fingleton, B. , (2011) , Where is the Economics in Spatial Econometrics? , details.....
Chudik, A. , Pesaran, M.H. , Pick, A. , and Tosetti, E. , (2011) , Weak and Strong Cross Section Dependence and Estimation of Large Panels , details.....
Pesaran, M.H. , Pick, A. , and Timmerman, A. , (2011) , Variable Selection, Estimation and Inference for Multi-period Forecasting Problems , details.....
Pesaran, M.H. , and Tosseti, E. , (2011) , Large Panels with Common Factors and Spatial Correlation , details.....
Chudik, A. , and Pesaran, M.H. , (2011) , Infinite Dimensional VARs and Factor Models , details.....
Holly, S. , Pesaran, M.H. , and Yamagata, T. , (2011) , The Spatial and Temporal Diffusion of House Prices in the UK , details.....
Chadha, J. , Corrado, L. , Sun, Q. , (2010) , Money, Prices and Liquidity Effects , details.....
Pesaran, B. , and Pesaran, M.H., (2010) , Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash. details.....
Holly, S. , Pesaran, M.H. , and Yamagata, T., (2010) , A Spatio-Temporal Model Of House Prices In The US. details.....
Pesaran, M.H. , Smith, L.V. and Smith, R., (2009) , Identification of New Keynesian Phillips Curves from a Global Perspective. details.....
Pesaran, M.H. , Smith, L.V. and Schuermann, T., (2009) , Response to discussions on "Forecasting Economic and
Financial Variables with Global VARs". details.....
Pesaran, M.H. , Smith, L.V. and Schuermann, T., (2009) , Forecasting Economic and
Financial Variables with Global VARs. details.....
Hendry, F. , and Pesaran, M.H. , (2009) , Obituary in Memory of Clive Granger: An Advisory Board Mmember of The Journal. details.....
De Rossi, G. and A.C. Harvey., (2009) , Quantiles, expectiles and splines.
Delle Monache, D. and A.C. Harvey., (2009) , Computing the Mean Square Error of Unobserved Components Extracted by Misspecified Time Series Models.
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