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Staff

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.

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Publications

2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000

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