M. Hashem Pesaran (University of Cambridge)
Forthcoming/Recent publications
 With Andreas Pick and Mikhail Pranovich, “Optimal Forecasts in the Presence of
Structural Breaks”, Journal of Econometrics, Volume 177, Issue 2 pp134152, December 2013.
http://www.sciencedirect.com/science/article/pii/S0304407613000687
 With H.S. Esfahani and K. Mohaddes, “An Empirical Growth Model for Major Oil
Exporters”, Journal of Applied Econometrics, Vol. 29, Issue 1 pp. 1-21, January/February
2014
http://onlinelibrary.wiley.com/doi/10.1002/jae.2294/abstract
 With Alexander Chudik, “Aggregation in Large Dynamic Panels”, Journal of
Econometrics, Vol 178, Issue 2 pp. 273-285, January 2014.
http://www.sciencedirect.com/science/article/pii/S0304407613001917
 With Ron P. Smith, “Signs of Impact Effects in Time Series Regression Models”,
Economics Letters, Volume 122, Issue 2 pp.150-153, February
2014. http://www.sciencedirect.com/science/article/pii/S0165176513005028
 “Testing Weak Cross-Sectional Dependence in Large Panels”, January 2012. CWPE
Working Paper No. 1208, IZA Discussion Paper No. 6432, forthcoming in Econometric
Reviews.
 With Stephane Dees, Ron Smith and L. Vanessa Smith. “Constructing Multi-Country
Rational Expectations Models: CESifo Working Paper No. 3081, October 2013,
forthcoming in Oxford Bulletin of Economics and Statistics.
 With Alexander Chudik, “Large Panel Data Models with Cross-Sectional Dependence: A
Survey”, CESifo Working Paper No. 4371, August 2013, forthcoming in B. H. Baltagi
(Ed.), The Oxford Handbook on Panel Data. Oxford University Press.
 With Alexander Chudik, “Common Correlated Effects Estimation of Heterogeneous
Dynamic Panel Data Models with Weakly Exogenous Regressors” July 2014, IZA
Discussion Paper No. 6618, forthcoming in the Journal of Econometrics.