Corrado, L. , and Holly, S. , (2011) , Multiplicative Habit Formation and Consumption: A Note , details.....

Dhyne, E. , Fuss, C. , Pesaran, M.H. , and Sevestre, P. , (2011) , Lumpy Price Adjustments: A Microeconometric Analysis , details.....

Kapetanios, G. , Pesaran, M.H. , and Yamagata, T. , (2011) , Panels With Nonstationary Multifactor Error Structures , details.....

Corrado, L. , and Fingleton, B. , (2011) , Where is the Economics in Spatial Econometrics? , details.....

Chudik, A. , Pesaran, M.H. , Pick, A. , and Tosetti, E. , (2011) , Weak and Strong Cross Section Dependence and Estimation of Large Panels , details.....

Pesaran, M.H. , Pick, A. , and Timmerman, A. , (2011) , Variable Selection, Estimation and Inference for Multi-period Forecasting Problems , details.....

Pesaran, M.H. , and Tosseti, E. , (2011) , Large Panels with Common Factors and Spatial Correlation , details.....

Chudik, A. , and Pesaran, M.H. , (2011) , Infinite Dimensional VARs and Factor Models , details.....

Holly, S. , Pesaran, M.H. , and Yamagata, T. , (2011) , The Spatial and Temporal Diffusion of House Prices in the UK , details.....

Chadha, J. , Corrado, L. , Sun, Q. , (2010) , Money, Prices and Liquidity Effects , details.....

Pesaran, B. , and Pesaran, M.H., (2010) , Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash. details.....

Holly, S. , Pesaran, M.H. , and Yamagata, T., (2010) , A Spatio-Temporal Model Of House Prices In The US. details.....

Pesaran, M.H. , Smith, L.V. and Smith, R., (2009) , Identification of New Keynesian Phillips Curves from a Global Perspective. details.....

Pesaran, M.H. , Smith, L.V. and Schuermann, T., (2009) , Response to discussions on "Forecasting Economic and Financial Variables with Global VARs". details.....

Pesaran, M.H. , Smith, L.V. and Schuermann, T., (2009) , Forecasting Economic and Financial Variables with Global VARs. details.....

Hendry, F. , and Pesaran, M.H. , (2009) , Obituary in Memory of Clive Granger: An Advisory Board Mmember of The Journal. details.....

De Rossi, G. and A.C. Harvey., (2009) , Quantiles, expectiles and splines.

Delle Monache, D. and A.C. Harvey., (2009) , Computing the Mean Square Error of Unobserved Components Extracted by Misspecified Time Series Models.

Pesaran, M.H. , Smith, R.P. and Yamagata, T., (2009) , Pairwise Tests of Purchasing Power Parity. details.....

Pesaran, M.H. and Esfahani, H.S., (2009) , The Iranian Economy in the Twentieth Century: A Global Perspective. details.....

Pesaran, M.H. and Timmermann, A., (2009) , Testing Dependence Among Serially Correlated Multicategory Variables. details.....