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Testing slope homogeneity in large panels with serial correlationBlomquist, Johan; Westerlund, Joakim · Economics Letters · 2013
Pairwise Tests of Purchasing Power ParityPesaran, M. Hashem; Smith, Ron P.; Yamagata, Takashi; Hvozdyk, Lyudmyla · Econometric Reviews · 2009
Testing CAPM with a Large Number of AssetsPesaran, M. Hashem; Yamagata, Takashi · SSRN Electronic Journal · 2012
A spatio-temporal model of house prices in the USASean Holly; M. Hashem Pesaran; Takashi Yamagata · 2010
The spatial and temporal diffusion of house prices in the UKSean Holly; M. Hashem Pesaran; Takashi Yamagata · 2011
A Spatio-Temporal Model of House Prices in the USHolly, Sean; Pesaran, M. Hashem; Yamagata, Takashi · SSRN Electronic Journal · 2006
A bias-adjusted LM test of error cross-section independenceM. Hashem Pesaran, Aman Ullah and Takashi Yamagata · The Econometrics Journal · 2008
A bias-adjusted LM test of error cross-section independenceM. Hashem Pesaran; Aman Ullah; Takashi Yamagata · 2008