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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. |
Forewords/Prefaces
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“Foreword” in (eds) Francois Gardes and Georges Prat, Price Expectations
in Goods and Financial Markets: New Developments in the Theory and Empirical
Research, (2000), Cheltenham: Edward Elgar, ISBN 1-84064-322-6.
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“Foreword” in (eds) Roberto Mariano, Til Schuermann, and Melvyn Weeks,
Simulation-based
Inference: Theory and Applications, (2000), Cambridge: Cambridge
University Press, ISBN 0-521-59112-0.
- 2001, “Address given by M Hashem Pesaran at the Memorial Service for Professor David Gawen Champernowne, 1912-2000”, Trinity College Annual Record, Cambridge University Press
- “David Gawen Champernowne: 1912 – 2000”, Biographical Dictionary of British Economists, 2004, Vol 1, pp 210-214
- “John Richard Nicholas Stone: 1913 – 1991”, Biographical Dictionary of British Economists, 2004, Vol 2, pp 1166-1172
- Obituary in memory of Clive Granger: An Advisory Board member of the Journal, 2009, Journal of Applied Econometrics, 24: 871-873
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