Publications

Publications

Working Papers 2009

Chudik, A. , Pesaran, M.H. , Tosetti, E. ,  (2009) , Weak and Strong Cross Section Dependence and Estimation of Large Panels , , details...
Esfahani, H.S. , Mohaddes, K. , Pesaran, M.H. ,  (2009) , Oil Exports and the Iranian Economy , , details...
Kapetanios, G. , Pesaran, M.H. , Yamagata, T. ,  (2009) , A Panel Unit Root Test in the Presence of a Multifactor Error Structure. , details...
Hsiao, C. , Pesaran, M.H. , Pick, A. ,  (2009) , Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models , , details...
Pesaran, M.H. , Andreas Pick ,  (2009) , Forecast Combination across Estimation Windows , , details...
Pesaran, M.H. , Zaffaroni, P. ,  (2009) , Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios , , details...
Pesaran, M.H. , Pick, A. , Timmerman, A. ,  (2009) , Variable Selection and Inference for Multi-period Forecasting Problems , , details...
Pesaran, M.H. , Tosseti, E. ,  (2009) , Large Panels with Spatial Correlations and Common Factors , , details...
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