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. 2906
Modelling Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution
Bahram Pesaran, M. Hashem Pesaran
IZA Discussion Paper No. 2793
Lumpy Price Adjustments: A Microeconometric Analysis
Emmanuel Dhyne, Catherine Fuss, M. Hashem Pesaran, Patrick Sevestre
IZA Discussion Paper No. 2756
Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models
Cheng Hsiao, M. Hashem Pesaran, Andreas Pick
IZA Discussion Paper No. 2634
On Econometric Analysis of Structural Systems with Permanent and Transitory Shocks and Exogenous Variables
Adrian Pagan, M. Hashem Pesaran
published in: Journal of Economic Dynamics and Control, 2008, 32 (10), 3376-3395
IZA Discussion Paper No. 2458
Econometrics: A Bird's Eye View
John F. Geweke, Joel L. Horowitz, M. Hashem Pesaran
published in: Steven N. Durlauf and Lawrence E. Blume (eds.), The New Palgrave Dictionary of Economics, Second Edition, Palgrave MacMillan: 2008, 609-642
IZA Discussion Paper No. 2338
A Spatio-Temporal Model of House Prices in the US
Sean Holly, M. Hashem Pesaran, Takashi Yamagata
published in: Journal of Econometrics, 2010, 158 (1), 160-173
IZA Discussion Paper No. 2243
Panels with Nonstationary Multifactor Error Structures
George Kapetanios, M. Hashem Pesaran, Takashi Yamagata
published in: Journal of Econometrics, 2011, 160 (2), 326-348
IZA Discussion Paper No. 2196
Testing Dependence among Serially Correlated Multi-Category Variables
M. Hashem Pesaran, Allan Timmermann
published in: Journal of the American Statistical Association, 2009, 104 (485), 325-337
IZA Discussion Paper No. 1313
A Pair-Wise Approach to Testing for Output and Growth Convergence
M. Hashem Pesaran
published in: Journal of Econometrics, 2007, 138 (1), 312-355
IZA Discussion Paper No. 1240
General Diagnostic Tests for Cross Section Dependence in Panels
M. Hashem Pesaran
published in: Empirical Economics, 2021, 60, 13–50
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