المؤلفون: Chudik, Alexander, Pesaran, M. Hashem, Smith, Ron P.

مصطلحات موضوعية: ddc:330, B40, C18, C33, C50, great ratios, debt, consumption, and investment to GDP ratios, arbitrage conditions, heterogeneous panels, episodic cointegration, two-way long-run causality, error cross-sectional dependence

Relation: Series: CESifo Working Paper; No. 9625; gbv-ppn:1796000817; http://hdl.handle.net/10419/252142; RePec:ces:ceswps:_9625

الاتاحة: http://hdl.handle.net/10419/252142

المؤلفون: Pesaran, M. Hashem, Xie, Yimeng

مصطلحات موضوعية: ddc:330, C18, C23, C55, latent factor models, strong and weak factors, error cross-sectional dependence, spatial and network alternatives

Relation: Series: CESifo Working Paper; No. 9234; gbv-ppn:1767177682; http://hdl.handle.net/10419/245415; RePec:ces:ceswps:_9234

الاتاحة: http://hdl.handle.net/10419/245415

المؤلفون: Chudik, A., Pesaran, M. H., Smith, R. P.

مصطلحات موضوعية: error cross-sectional dependence, two-way long-run causality, heterogeneous panels, episodic cointegration, Great ratios, consumption, and investment to GDP ratios, arbitrage conditions, debt

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::d7ed2d82a794c16ac4aea0bf7856ea0b

المؤلفون: Pesaran, M. Hashem, Yamagata, Takashi

مصطلحات موضوعية: ddc:330, C12, C15, C23, G11, G12, CAPM, Testing for alpha, Weak and spatial error cross-sectional dependence, S&P 500 securities, Long/short equity strategy

Relation: Series: ISER Discussion Paper; No. 997; gbv-ppn:883864916; http://hdl.handle.net/10419/197728

الاتاحة: http://hdl.handle.net/10419/197728

المؤلفون: Pesaran, M. H., Xie, Y.

مصطلحات موضوعية: error cross-sectional dependence, strong and weak factors, Latent factor models, size and power, spatial and network alternatives

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::61bcaa6e63da5537c19cd6bf9d3f1d70

المؤلفون: Pesaran, M. H., Xie, Y.

مصطلحات موضوعية: Latent factor models, strong and weak factors, error cross-sectional dependence, spatial and network alternatives, size and power

وصف الملف: application/pdf

Relation: https://www.repository.cam.ac.uk/handle/1810/341985.2

الاتاحة: https://www.repository.cam.ac.uk/handle/1810/341985.2

المؤلفون: Hashem Pesaran, M, Yamagata, Takashi

المصدر: Institute of Social and Economic Research Discussion Papers. 997:1-97

مصطلحات موضوعية: Testing for alpha, Weak and spatial error cross-sectional dependence, Long/short equity strategy, CAPM, S&P 500 securities

URL الوصول: https://explore.openaire.eu/search/publication?articleId=jairo_______::651978be7c7f31b4f0693a3ad28db1e9
https://hdl.handle.net/11094/60640

المؤلفون: Hashem Pesaran, M, Yamagata, Takashi

مصطلحات الفهرس: Testing for alpha, Weak and spatial error cross-sectional dependence, S&P 500 securities, Long/short equity strategy, CAPM, technical report, DP_WP, Text

المؤلفون: Hashem Pesaran, M, Yamagata, Takashi

مصطلحات الفهرس: Testing for alpha, Weak and spatial error cross-sectional dependence, S&P 500 securities, Long/short equity strategy, CAPM, technical report, DP_WP, Text