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121 hits:
Working Paper

High-Dimensional Forecasting with Known Knowns and Known Unknowns

M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2024
CESifo Working Paper No. 10931
Working Paper

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
Working Paper

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
Working Paper

Heterogeneous Autoregressions in Short T Panel Data Models

M. Hashem Pesaran, Liying Yang
CESifo, Munich, 2023
CESifo Working Paper No. 10509
Working Paper

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
Working Paper

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
Working Paper

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
Working Paper

Intentions to Stay and Employment Prospects of Refugees from Ukraine

Tetyana Panchenko, Panu Poutvaara
2022
EconPol Policy Brief 46
Working Paper

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
Working Paper

Identification and Estimation of Categorical Random Coefficient Models

Zhan Gao, M. Hashem Pesaran
CESifo, Munich, 2022
CESifo Working Paper No. 9714
Working Paper

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
Working Paper

Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity

M. Hashem Pesaran, Andreas Pick, Allan Timmermann
CESifo, Munich, 2022
CESifo Working Paper No. 9690
Working Paper

Revisiting the Great Ratios Hypothesis

Alexander Chudik, M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2022
CESifo Working Paper No. 9625
Working Paper

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
Working Paper

A Spatiotemporal Equilibrium Model of Migration and Housing Interlinkages

Wukuang Cun, M. Hashem Pesaran
CESifo, Munich, 2021
CESifo Working Paper No. 9343
Working Paper

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
Working Paper

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
Working Paper

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
Working Paper

Factor Strengths, Pricing Errors, and Estimation of Risk Premia

M. Hashem Pesaran, Ron P. Smith
CESifo, Munich, 2021
CESifo Working Paper No. 8947
Working Paper

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