CESifo Research Network Fellow
M. Hashem Pesaran
- John Elliott Distinguished Chair in Economics and Professor of Economics
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University of Southern California
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Department of Economics
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Kaprielian (KAP) Hall, 300, 3620 South Vermont Ave, 90089-0253, Los Angeles, USA, CA
- WWW
- Website
Affiliated Research Network Area
CESifo Working Papers
High-Dimensional Forecasting with Known Knowns and Known Unknowns
M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2024
CESifo Working Paper No. 10931
CESifo, Munich, 2024
CESifo Working Paper No. 10931
Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity
M. Hashem Pesaran, Liying Yang
CESifo, Munich, 2023
CESifo Working Paper No. 10725
CESifo, Munich, 2023
CESifo Working Paper No. 10725
Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 across U.S. States and Selected Countries
Ida Johnsson, M. Hashem Pesaran, Cynthia Fan Yang
CESifo, Munich, 2023
CESifo Working Paper No. 10659
CESifo, Munich, 2023
CESifo Working Paper No. 10659
Heterogeneous Autoregressions in Short T Panel Data Models
M. Hashem Pesaran, Liying Yang
CESifo, Munich, 2023
CESifo Working Paper No. 10509
CESifo, Munich, 2023
CESifo Working Paper No. 10509
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors
M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2023
CESifo Working Paper No. 10282
CESifo, Munich, 2023
CESifo Working Paper No. 10282
Reflections on “Testing for Unit Roots in Heterogeneous Panels”
Kyung So Im, M. Hashem Pesaran, Yongcheol Shin
CESifo, Munich, 2023
CESifo Working Paper No. 10228
CESifo, Munich, 2023
CESifo Working Paper No. 10228
Variable Selection in High Dimensional Linear Regressions with Parameter Instability
Alexander Chudik, M. Hashem Pesaran, Mahrad Sharifvaghefi
CESifo, Munich, 2023
CESifo Working Paper No. 10223
CESifo, Munich, 2023
CESifo Working Paper No. 10223
Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe
Alexander Chudik, M. Hashem Pesaran, Alessandro Rebucci
CESifo, Munich, 2022
CESifo Working Paper No. 9754
CESifo, Munich, 2022
CESifo Working Paper No. 9754
Identification and Estimation of Categorical Random Coefficient Models
Zhan Gao, M. Hashem Pesaran
CESifo, Munich, 2022
CESifo Working Paper No. 9714
CESifo, Munich, 2022
CESifo Working Paper No. 9714
Causal Effects of the Fed's Large-Scale Asset Purchases on Firms' Capital Structure
Andrea Nocera, M. Hashem Pesaran
CESifo, Munich, 2022
CESifo Working Paper No. 9695
CESifo, Munich, 2022
CESifo Working Paper No. 9695
Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity
M. Hashem Pesaran, Andreas Pick, Allan Timmermann
CESifo, Munich, 2022
CESifo Working Paper No. 9690
CESifo, Munich, 2022
CESifo Working Paper No. 9690
Revisiting the Great Ratios Hypothesis
Alexander Chudik, M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2022
CESifo Working Paper No. 9625
CESifo, Munich, 2022
CESifo Working Paper No. 9625
Climate Change and Economic Activity: Evidence from U.S. States
Kamiar Mohaddes, Ryan N. C. Ng, M. Hashem Pesaran, Mehdi Raissi, Jui-Chung Yang
CESifo, Munich, 2022
CESifo Working Paper No. 9542
CESifo, Munich, 2022
CESifo Working Paper No. 9542
A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages
Wukuang Cun, M. Hashem Pesaran
CESifo, Munich, 2021
CESifo Working Paper No. 9343
CESifo, Munich, 2021
CESifo Working Paper No. 9343
A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors
M. Hashem Pesaran, Yimeng Xie
CESifo, Munich, 2021
CESifo Working Paper No. 9234
CESifo, Munich, 2021
CESifo Working Paper No. 9234
Identifying the Effects of Sanctions on the Iranian Economy Using Newspaper Coverage
Dario Laudati, M. Hashem Pesaran
CESifo, Munich, 2021
CESifo Working Paper No. 9217
CESifo, Munich, 2021
CESifo Working Paper No. 9217
Arbitrage Pricing Theory, the Stochastic Discount Factor and Estimation of Risk Premia from Portfolios
M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2021
CESifo Working Paper No. 9001
CESifo, Munich, 2021
CESifo Working Paper No. 9001
Factor Strengths, Pricing Errors, and Estimation of Risk Premia
M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2021
CESifo Working Paper No. 8947
CESifo, Munich, 2021
CESifo Working Paper No. 8947
Matching Theory and Evidence on Covid-19 Using a Stochastic Network SIR Model
M. Hashem Pesaran, Cynthia Fan Yang
CESifo, Munich, 2020
CESifo Working Paper No. 8695
CESifo, Munich, 2020
CESifo Working Paper No. 8695
Regional Heterogeneity and U.S. Presidential Elections
Rashad Ahmed, M. Hashem Pesaran
CESifo, Munich, 2020
CESifo Working Paper No. 8615
CESifo, Munich, 2020
CESifo Working Paper No. 8615
A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model
Alexander Chudik, Kamiar Mohaddes, M. Hashem Pesaran, Mehdi Raissi, Alessandro Rebucci
CESifo, Munich, 2020
CESifo Working Paper No. 8588
CESifo, Munich, 2020
CESifo Working Paper No. 8588
Variable Selection and Forecasting in High Dimensional Linear Regressions with Structural Breaks
Alexander Chudik, M. Hashem Pesaran, Mahrad Sharifvaghefi
CESifo, Munich, 2020
CESifo Working Paper No. 8475
CESifo, Munich, 2020
CESifo Working Paper No. 8475
Voluntary and Mandatory Social Distancing: Evidence on Covid-19 Exposure Rates from Chinese Provinces and Selected Countries
Alexander Chudik, M. Hashem Pesaran, Alessandro Rebucci
CESifo, Munich, 2020
CESifo Working Paper No. 8243
CESifo, Munich, 2020
CESifo Working Paper No. 8243
Measurement of Factor Strenght: Theory and Practice
Natalia Bailey, George Kapetanios, M. Hashem Pesaran
CESifo, Munich, 2020
CESifo Working Paper No. 8146
CESifo, Munich, 2020
CESifo Working Paper No. 8146
The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models
M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2019
CESifo Working Paper No. 7919
CESifo, Munich, 2019
CESifo Working Paper No. 7919