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M. Hashem Pesaran FBA
Professor of Economics
Fellow of Trinity College

Room:	16
Tel:	+44-(0) 1223-335216 (Faculty Office) +44-(0) 1223 338403 (Trinity Office)
Email:	mhp1@cam.ac.uk
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.

Editorial Posts:

Editorial Board member, Cambridge Journal of Economics, (1981-1989).
Editorial Board member, Econometric Theory (1984-1987).
Associate Editor, Econometrica, (1984-1985).
Founding Editor, Journal of Applied Econometrics, John Wiley (1986- ).
Editorial Board member, Ekonomia (formerly Cyprus Journal of Economics),

Editorial Board member, The Hellenic Review (1993- ).
Advisory Board member, Journal of Economic Surveys, (1995- )
Board of Associate Editors member, Journal of Economic Dynamics and Control (1995-)
Editorial Board member, Net Exposure: The Electronic Journal of Financial Risk (1996-2001)
Advisory Board member, Journal of Iranian Research and Analysis (2000- )
Advisory Editor, The Journal of the Korean Economy (2001- )