Pesaran, M. Hashem

Bounds testing approaches to the analysis of level relationships

Pesaran, M. H., Shin, Y., & Smith, R. J. (2001) · Journal of Applied Econometrics

Monetary Policy and Economic ImpactDiverse Scientific and Economic Studies

Cited by 20,385

Testing for unit roots in heterogeneous panels

Im, K. S., Pesaran, M. H., & Shin, Y. (2003) · Journal of Econometrics

Spatial and Panel Data AnalysisMonetary Policy and Economic Impact

Cited by 15,435

A simple panel unit root test in the presence of cross‐section dependence

Pesaran, M. H. (2007) · Journal of Applied Econometrics

Spatial and Panel Data AnalysisMonetary Policy and Economic Impact

Cited by 12,787

General Diagnostic Tests for Cross Section Dependence in Panels

Pesaran, M. H. (2004) · SSRN Electronic Journal

Spatial and Panel Data AnalysisEconomic Growth and Productivity

Cited by 8,738

Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

Pesaran, M. H., Shin, Y., & Smith, R. P. (1999) · Journal of the American Statistical Association

Spatial and Panel Data AnalysisEconomic Growth and Productivity

Cited by 6,683

Estimating long-run relationships from dynamic heterogeneous panels

Pesaran, M. H., & Smith, R. (1995) · Journal of Econometrics

Spatial and Panel Data AnalysisEconomic Growth and Productivity

Cited by 5,479

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

Pesaran, M. H. (2006) · Econometrica

Spatial and Panel Data AnalysisStatistical Methods and Bayesian Inference

Cited by 5,078

Testing Weak Cross-Sectional Dependence in Large Panels

Pesaran, M. H. (2015) · Econometric Reviews

Spatial and Panel Data AnalysisFinancial Risk and Volatility Modeling

Cited by 2,950