Hashem Pesaran
Economics and Econometrics · 2004–2015
A researcher in the Science corpus: 7 papers; trusts 26 researchers and is trusted by 42 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 139 citations into it; #1,490 of 23,481 by trust here, #2,057 by citations
- Finance — 44 citations into it
- Accounting — 15 citations into it
- Statistics and Probability — 13 citations into it; #3,837 of 12,932 by trust here, #3,893 by citations
- Management Science and Operations Research — 8 citations into it
Whom Hashem Pesaran trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- M. Pesaran
- M. Hashem
- A. Chudik
- Allan G. Timmermann
- A. Hall
- Jushan Bai
- A. Pagan
- Christopher R. Bilder
- John Geweke
- Christopher A. Sims
Who trusts Hashem Pesaran overall
- Christiane Baumeister
- Matthaios D. Delis
- Alex Coad
- Badi H. Baltagi
- Jinyong Hahn
- Lutz Kilian
- A. Head
- Alexandra Frățilă (Adam)
- Stavros Degiannakis *
- Ron Alquist
Papers from Hashem Pesaran's perspective
Ordered by how strongly the researchers Hashem Pesaran trusts endorse each paper. Same corpus, a different order for every researcher.
- Determining the Number of Factors in Approximate Factor Models
- Macroeconomic Forecasting Using Diffusion Indexes
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Firm Size and Cyclical Variations in Stock Returns
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Computation and Analysis of Multiple Structural-Change Models
- Estimating the Dimension of a Model
- An Introduction to Multivariate Statistical Analysis
- Another Look at Tests of Equality between Sets of Coefficients in Two Linear Regressions
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
Their papers
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (2005) — 361 citations
- Testing Dependence Among Serially Correlated Multicategory Variables (2009) — 274 citations
- Large Panel Data Models with Cross-Sectional Dependence (2015) — 47 citations
- Learning, Structural Instability, and Present Value Calculations (2007) — 116 citations
- Large Panel Data Models with Cross-Sectional Dependence: A Surevey (2013) — 153 citations
- Lumpy Price Adjustments: A Microeconometric Analysis (2011) — 202 citations
- How Costly is it to Ignore Breaks When Forecasting the Direction of a Time Series? (2004) — 215 citations