M. H. Pesaran

12 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5936-363X

University of Southern California

Publications

• Uncertainty and Economic Activity: A Multicountry Perspective — The Review of Financial Studies 2020
• A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models — Econometrica 2018
• Testing Dependence Among Serially Correlated Multicategory Variables — Journal of the American Statistical Association 2009
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure — Econometrica 2006
• Forecasting Time Series Subject to Multiple Structural Breaks — The Review of Economic Studies 2006
• Forecast Uncertainties in Macroeconomic Modeling — Journal of the American Statistical Association 2003
• Pooled Mean Group Estimation of Dynamic Heterogeneous Panels — Journal of the American Statistical Association 1999
• Growth Empirics: A Panel Data Approach—A Comment — The Quarterly Journal of Economics 1998
• Predictability of Stock Returns: Robustness and Economic Significance — The Journal of Finance 1995
• Asymptotic power comparisons of tests of separate parametric families by Bahadur's approach — Biometrika 1984
• On the General Problem of Model Selection — The Review of Economic Studies 1974
• Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error — The Review of Economic Studies 1973