Estimation and inference in large heterogeneous panels with a multifactor error structureHASHEM PESARAN, M.Econometrica. 2006, Vol 74, Num 4, pp 967-1012, issn 0012-9682, 46 p.Article

Large panels with common factors and spatial correlationHASHEM PESARAN, M; TOSETTI, Elisa.Journal of econometrics. 2011, Vol 161, Num 2, pp 182-202, issn 0304-4076, 21 p.Article

Testing slope homogeneity in large panelsHASHEM PESARAN, M; YAMAGATA, Takashi.Journal of econometrics. 2008, Vol 142, Num 1, pp 50-93, issn 0304-4076, 44 p.Article

A non-nested test of level-differenced versus log-differenced stationary modelsBAHRAM PESARAN; HASHEM PESARAN, M.Econometric reviews. 1995, Vol 14, Num 2, pp 213-227, issn 0747-4938Article

A simulation approach to the problem of computing Cox's statistic for testing nonnested modelsHASHEM PESARAN, M; PESARAN, B.Journal of econometrics. 1993, Vol 57, Num 1-3, pp 377-392, issn 0304-4076Article

A generalized R² criterion for regression models estimated by the instrumental variables methodHASHEM PESARAN, M; SMITH, R. J.Econometrica. 1994, Vol 62, Num 3, pp 705-710, issn 0012-9682Article

Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periodsCHENG HSIAO; HASHEM PESARAN, M; KAMIL TAHMISCIOGLU, A et al.Journal of econometrics. 2002, Vol 109, Num 1, pp 107-150, issn 0304-4076, 44 p.Article

Estimating long-run relationships from dynamic heterogeneous panelsHASHEM PESARAN, M; SMITH, R.Journal of econometrics. 1995, Vol 68, Num 1, pp 79-113, issn 0304-4076Article

Panels with non-stationary multifactor error structuresKAPETANIOS, G; HASHEM PESARAN, M; YAMAGATA, T et al.Journal of econometrics. 2011, Vol 160, Num 2, pp 326-348, issn 0304-4076, 23 p.Article

Structural analysis of vector error correction models with exogenous I(1) variablesHASHEM PESARAN, M; YONGCHEOL SHIN; SMITH, R. J et al.Journal of econometrics. 2000, Vol 97, Num 2, pp 293-343, issn 0304-4076Article

Alternative approaches to testing non-nested models with autocorrelated disturbancesMCALEER, M; HASHEM PESARAN, M; BERA, A. K et al.Communications in statistics. Theory and methods. 1990, Vol 19, Num 10, pp 3619-3644, issn 0361-0926, 26 p.Article

Infinite-dimensional VARs and factor modelsCHUDIK, Alexander; HASHEM PESARAN, M.Journal of econometrics. 2011, Vol 163, Num 1, pp 4-22, issn 0304-4076, 19 p.Conference Paper

A pair-wise approach to testing for output and growth convergenceHASHEM PESARAN, M.Journal of econometrics. 2007, Vol 138, Num 1, pp 312-355, issn 0304-4076, 44 p.Article

Variable selection, estimation and inference for multi-period forecasting problemsHASHEM PESARAN, M; PICK, Andreas; TIMMERMANN, Allan et al.Journal of econometrics. 2011, Vol 164, Num 1, pp 173-187, issn 0304-4076, 15 p.Conference Paper

Cross-sectional aggregation of non-linear modelsVAN GARDEREN, K. J; LEE, K; HASHEM PESARAN, M et al.Journal of econometrics. 2000, Vol 95, Num 2, pp 285-331, issn 0304-4076Conference Paper

A spatio-temporal model of house prices in the USAHOLLY, Sean; HASHEM PESARAN, M; YAMAGATA, Takashi et al.Journal of econometrics. 2010, Vol 158, Num 1, pp 160-173, issn 0304-4076, 14 p.Article