M. Hashem Pesaran - Publications, H-index & Citations

M. Hashem Pesaran

university of cambridge

107H指数

810论文数

14.4W被引数

收录论文 87

发表时间

Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity 面板数据预测：估计不确定性对比参数异质性

Quantitative Economics

IF2.2

2026-05-01

PREAI

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan

Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels 动态异质面板中长期关系的合并Bewley估计

Econometrics and Statistics

IF2.5

2025-12-01

OAAI

Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron P.

Variable selection in high dimensional linear regressions with parameter instability 参数不稳定的高维线性回归中的变量选择

JOURNAL OF ECONOMETRICS

IF4

2024-11-01

OAAI

Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad

Reflections on ''Testing for unit roots in heterogeneous panels''

JOURNAL OF ECONOMETRICS

IF4

2023-03-01

OAAI

Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol

Testing for unit roots in heterogeneous panels (Reprinted from Journal of Econometrics, vol 115, pg 53-74, 2003)

JOURNAL OF ECONOMETRICS

IF4

2023-03-01

PREAI

Im, Kyung So; Pesaran, M. Hashem; Shin, Yongcheol

Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe

IMF ECONOMIC REVIEW

IF2.2

2022-09-02

OAAI

Chudik, Alexander; Pesaran, M. Hashem; Rebucci, Alessandro

Regional heterogeneity and US presidential elections: Real-time 2020 forecasts and evaluation

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2022-04-01

PREAI

Ahmed, Rashad; Pesaran, M. Hashem

Long-term macroeconomic effects of climate change: A cross-country analysis

ENERGY ECONOMICS

IF14.2

2021-12-01

140

OAAI

Kahn, Matthew E.; Mohaddes, Kamiar; Ng, Ryan N. C.; Pesaran, M. Hashem; Raissi, Mehdi; Yang, Jui-Chung

Detection of units with pervasive effects in large panel data models

JOURNAL OF ECONOMETRICS

IF4

2021-04-01

OAAI

Kapetanios, G.; Pesaran, M. H.; Reese, S.

Estimation and inference in spatial models with dominant units

JOURNAL OF ECONOMETRICS

IF4

2021-04-01

OAAI

Pesaran, M. Hashem; Yang, Cynthia Fan

Econometric analysis of production networks with dominant units

JOURNAL OF ECONOMETRICS

IF4

2020-12-01

OAAI

Pesaran, M. Hashem; Yang, Cynthia Fan

Uncertainty and Economic Activity: A Multicountry Perspective

REVIEW OF FINANCIAL STUDIES

IF5.4

2019-10-12

OAAI

Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, Alessandro

A multiple testing approach to the regularisation of large sample correlation matrices

JOURNAL OF ECONOMETRICS

IF4

2019-02-01

OAAI

Bailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa

A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models 一次一个协变量，多元检验方法在高维线性回归模型中的变量选择

ECONOMETRICA

IF7.1

2018-01-01

OAAI

Chudik, A.; Kapetanios, G.; Pesaran, M. Hashem

Oil prices and the global economy: Is it different this time around?

ENERGY ECONOMICS

IF14.2

2017-06-01

OAAI

Mohaddes, Kamiar; Pesaran, M. Hashem

Is There a Debt-Threshold Effect on Output Growth?

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2017-03-01

245

OAAI

Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; Raissi, Mehdi

Country-specific oil supply shocks and the global economy: A counterfactual analysis

ENERGY ECONOMICS

IF14.2

2016-09-01

OAAI

Mohaddes, Kamiar; Pesaran, M. Hashem

A multi-country approach to forecasting output growth using PMIs

JOURNAL OF ECONOMETRICS

IF4

2016-06-01

OAAI

Chudik, Alexander; Grossman, Valerie; Pesaran, M. Hashem

JOURNAL OF ECONOMETRICS

IF4

2015-10-01

1.3K

OAAI

Chudik, Alexander; Pesaran, M. Hashem

Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity

JOURNAL OF ECONOMETRICS

IF4

2015-09-01

PREAI

Hayakawa, Kazuhiko; Pesaran, M. Hashem

研究方向