A0166
Title: M. Hashem Pesaran: Some reminiscences and reflections
Authors: Richard J Smith - University of Cambridge (United Kingdom) [presenting]
Abstract: Since our initial acquaintance in around the mid-1980s Hashem and I have been co-authors and remain colleagues and friends. I will first briefly review our research collaborations over the years through joint work from the mid 1980s to the early 2000s; viz. "A Unified Approach to Estimation and Orthogonality Tests in Linear Single Equation Econometric Models", Journal of Econometrics, 44 (1990), 41-66; "A Generalized R2 Criterion for Regression Models Estimated by Instrumental Variables", Econometrica, 62 (1994), 705-710; "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables", Journal of Econometrics, 97 (2000), 293-343; "Bounds Testing Approaches to the Analysis of Long-Run Relationships", Journal of Applied Econometrics, 16 (2001), 289-326. I will then discuss his importance to and influence on the Faculty of Economics and Politics at the University of Cambridge during the first period 1989-95 when we first overlapped and then since 2005 when I re-joined what had become the Faculty of Economics.
