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M. Hashem Pesaran, M H Pesaran, Mohammad H Pesaran, Mohammad Pesaran, M. Pesaran
M. Hashem Pesaran, M H Pesaran, Mohammad H Pesaran, Mohammad Pesaran, M. Pesaran
John Elliot Distinguished Chair in Economics at USC, Director, Centre for Applied Financial
Verified email at usc.edu - Homepage
Title
Cited by
Cited by
Year
Testing for alpha in linear factor pricing models with a large number of securities
MH Pesaran, T Yamagata
Journal of Financial Econometrics 22 (2), 407-460, 2024
88*2024
Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
RP Smith, MH Pesaran
arXiv preprint arXiv:2405.02217, 2024
2024
Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
MH Pesaran, RP Smith
2024
Forecasting with panel data: estimation uncertainty versus parameter heterogeneity
MH Pesaran, A Pick, A Timmermann
arXiv preprint arXiv:2404.11198, 2024
72024
High-dimensional forecasting with known knowns and known unknowns
MH Pesaran, RP Smith
arXiv preprint arXiv:2401.14582, 2024
2024
High-dimensional forecasting with known knowns and known unknowns
M Hashem Pesaran, RP Smith
arXiv e-prints, arXiv: 2401.14582, 2024
2024
Variable Selection in High Dimensional Linear Regressions with Parameter Instability
A Chudik, MH Pesaran, M Sharifvaghefi
arXiv preprint arXiv:2312.15494, 2023
12023
Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels
A Chudik, MH Pesaran, RP Smith
Econometrics and Statistics, 2023
52023
Causal effects of the Fed's large-scale asset purchases on firms' capital structure
A Nocera, MH Pesaran
arXiv preprint arXiv:2310.18638, 2023
2023
Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity
MH Pesaran, L Yang
arXiv preprint arXiv:2310.11680, 2023
2023
Trimmed Mean Group Estimation of Average Treatment Effects in Ultra Short T Panels under Correlated Heterogeneity
M Hashem Pesaran, L Yang
arXiv e-prints, arXiv: 2310.11680, 2023
2023
Revisiting the great ratios hypothesis
A Chudik, MH Pesaran, RP Smith
Oxford Bulletin of Economics and Statistics 85 (5), 1023-1047, 2023
32023
Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across US States and Selected Countries
I Johnsson, MH Pesaran, CF Yang
arXiv preprint arXiv:2309.08619, 2023
2023
Short T dynamic panel data models with individual, time and interactive effects
K Hayakawa, MH Pesaran, LV Smith
Journal of Applied Econometrics 38 (6), 940-967, 2023
72023
10509 2023-Heterogeneous Auto-regressions in Short T Panel Data Models
MH Pesaran, L Yang
< bound method Organization. get_name_with_acronym of< Organization: CESifo …, 2023
2023
Heterogeneous Autoregressions in Short T Panel Data Models
MH Pesaran, L Yang
arXiv preprint arXiv:2306.05299, 2023
2023
Identification and estimation of categorical random coefficient models
Z Gao, MH Pesaran
Empirical Economics 64 (6), 2543-2588, 2023
12023
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
D Laudati, MH Pesaran
Journal of Applied Econometrics 38 (3), 271-294, 2023
672023
Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios
MH Pesaran, RP Smith
Econometrics and Statistics 26, 17-30, 2023
82023
Online Supplement to “Identification and Estimation of Categorical Random Coefficient Models”
Z Gao, MH Pesaran
2023
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