M. Hashem Pesaran

University of Cambridge

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Professor M. Hashem Pesaran was a Research Fellow from October 1999 until April 2014.

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IZA Publications

IZA Discussion Paper No. 7054
An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects
Majid M. Al-Sadoon, Tong Li, M. Hashem Pesaran
IZA Discussion Paper No. 6618
Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing
M. Hashem Pesaran, Ron P. Smith
published in: Research in Economics, 2016, 70 (2), 262-280
IZA Discussion Paper No. 6583
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
Kazuhiko Hayakawa, M. Hashem Pesaran
published as 'Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity' in: Journal of Econometrics, 2015, 188 (1), 111-134
IZA Discussion Paper No. 6469
Testing CAPM with a Large Number of Assets
M. Hashem Pesaran, Takashi Yamagata
IZA Discussion Paper No. 6468
An Empirical Growth Model for Major Oil Exporters
Hadi Salehi Esfahani, Kamiar Mohaddes, M. Hashem Pesaran
published in: Journal of Applied Econometrics, 2014, 29 (1), 1-21
IZA Discussion Paper No. 6432
Testing Weak Cross-Sectional Dependence in Large Panels
M. Hashem Pesaran
published in: Econometric Reviews, 2015, 34 (6-10), 1089-1117
IZA Discussion Paper No. 6318
Exponent of Cross-sectional Dependence: Estimation and Inference
Natalia Bailey, George Kapetanios, M. Hashem Pesaran
IZA Discussion Paper No. 6027
Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults
M. Hashem Pesaran, TengTeng Xu
IZA Discussion Paper No. 5889
China's Emergence in the World Economy and Business Cycles in Latin America
Ambrogio Cesa-Bianchi, M. Hashem Pesaran, Alessandro Rebucci, TengTeng Xu
published in: Filippo di Mauro and Hashem Pesaran (eds.), The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis, Oxford University Press, 2013, 195–211
IZA Discussion Paper No. 5661
Beyond the DSGE Straitjacket
M. Hashem Pesaran, Ron P. Smith
published in: Manchester School, 2011, 79 (s2), 5 - 16
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