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Staff

University Teaching Officers

M. Hashem Pesaran FBA
Professor of Economics
College: Fellow of Trinity College
Email: mhp1@cam.ac.uk
Tel: +44-(0) 1223-335216 (Faculty Office)
+44-(0) 1223 338403 (Trinity Office)
Room: 16
Interests:
Econometric Analysis of Heterogeneous Panels with Unobserved Common Effects. Panel unit root tests. Analysis of Panel Vector Autoregressive Models(PVAR). Long-run Structural Macroeconometric Modelling. Global Vector Autoregressive Modelling (GVAR). Economic and Financial Forecasting in the Presence of Structural Breaks. Financial Econometrics - credit risk analysis and portfolio optimization. Econometric Analysis of Non-nested Models. Empirics of Growth.
Research on EconPapers **
Current CV
Teaching
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Personal Pages
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A listing of my work available on EconPapers. You may find more specific links to my work in my Personal Pages box

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