Time Series and Panel Data Econometrics
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Published By Oxford University Press

9780198736912

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Spatial Panel Econometrics

Time Series and Panel Data Econometrics ◽

10.1093/acprof:oso/9780198736912.003.0030 ◽

2015 ◽

pp. 797-816 ◽

Author(s):

M. Hashem Pesaran

Keyword(s):

Spatial Panel ◽

Panel Econometrics

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Panel Data Models with Strictly Exogenous Regressors

Time Series and Panel Data Econometrics ◽

10.1093/acprof:oso/9780198736912.003.0026 ◽

2015 ◽

pp. 633-675

Author(s):

M. Hashem Pesaran

Keyword(s):

Data Models ◽

Panel Data Models

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Cointegration Analysis

Time Series and Panel Data Econometrics ◽

10.1093/acprof:oso/9780198736912.003.0022 ◽

2015 ◽

pp. 523-562

Author(s):

M. Hashem Pesaran

Keyword(s):

Cointegration Analysis

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Multivariate Analysis

Time Series and Panel Data Econometrics ◽

10.1093/acprof:oso/9780198736912.003.0019 ◽

2015 ◽

pp. 431-466

Author(s):

M. Hashem Pesaran

Keyword(s):

Multivariate Analysis

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Unit Root Processes

Time Series and Panel Data Econometrics ◽

10.1093/acprof:oso/9780198736912.003.0015 ◽

2015 ◽

pp. 324-357

Author(s):

M. Hashem Pesaran

Keyword(s):

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Autocorrelated Disturbances

Time Series and Panel Data Econometrics ◽

10.1093/acprof:oso/9780198736912.003.0005 ◽

2015 ◽

pp. 94-119

Author(s):

M. Hashem Pesaran

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Predictability of Asset Returns and the Efficient Market Hypothesis

Time Series and Panel Data Econometrics ◽

10.1093/acprof:oso/9780198736912.003.0007 ◽

2015 ◽

pp. 136-164

Author(s):

M. Hashem Pesaran

Keyword(s):

Asset Returns ◽

Efficient Market Hypothesis ◽

Efficient Market

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Vector Autoregressive Models

Time Series and Panel Data Econometrics ◽

10.1093/acprof:oso/9780198736912.003.0021 ◽

2015 ◽

pp. 507-522

Author(s):

M. Hashem Pesaran

Keyword(s):

Autoregressive Models ◽

Vector Autoregressive Models ◽

Vector Autoregressive

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Multivariate Rational Expectations Models

Time Series and Panel Data Econometrics ◽

10.1093/acprof:oso/9780198736912.003.0020 ◽

2015 ◽

pp. 467-506

Author(s):

M. Hashem Pesaran

Keyword(s):

Rational Expectations

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Trend and Cycle Decomposition

Time Series and Panel Data Econometrics ◽

10.1093/acprof:oso/9780198736912.003.0016 ◽

2015 ◽

pp. 358-372 ◽

Author(s):

M. Hashem Pesaran

Keyword(s):

Cycle Decomposition ◽

Trend And Cycle Decomposition

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