Items where authors include "Pesaran, M. Hashem"

Article

Pesaran, M. Hashem and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2023) Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities. Journal of Financial Econometrics. ISSN 1479-8409

Bailey, Natalia, Pesaran, M. Hashem and Smith, Lynette Vanessa orcid.org/0000-0003-0489-047X (2019) A multiple testing approach to the regularisation of large sample correlation matrices. Journal of Econometrics. pp. 507-534. ISSN 0304-4076