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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

Variable Selection and Inference for Multi-period Forecasting Problems

M. Hashem Pesaran, Andreas Pick, Allan Timmermann
CESifo, Munich, 2009
CESifo Working Paper No. 2543

Working Paper

Forecasting Random Walks Under Drift Instability

M. Hashem Pesaran, Andreas Pick
CESifo, Munich, 2008
CESifo Working Paper No. 2293

Working Paper

Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models

Cheng Hsiao, M. Hashem Pesaran, Andreas Pick
CESifo, Munich, 2007
CESifo Working Paper No. 1984

Working Paper

Econometric Issues in the Analysis of Contagion

M. Hashem Pesaran, Andreas Pick
CESifo, Munich, 2004
CESifo Working Paper No. 1176