M. Hashem Pesaran, M H Pesaran, Mohammad H Pesaran, Mohammad Pesaran, M. Pesaran

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Yongcheol ShinProfessor of Economics, University of YorkVerified email at york.ac.uk
Ron SmithBirkbeck, University of LondonVerified email at bbk.ac.uk
Alexander ChudikFederal Reserve Bank of DallasVerified email at dal.frb.org
Allan TimmermannProfessor of Finance and Economics, UCSDVerified email at ucsd.edu
Takashi YamagataUniversity of YorkVerified email at york.ac.uk
Kevin LeeProfessor of Economics, University of NottinghamVerified email at nottingham.ac.uk
Kamiar MohaddesJudge Business School, University of CambridgeVerified email at cam.ac.uk
Cheng Hsiaouniversity of southern californiaVerified email at usc.edu
g kapetaniosProfessor of Finance and Econometrics, Kings College LondonVerified email at kcl.ac.uk
Til SchuermannPartner, Oliver WymanVerified email at oliverwyman.com
Alessandro RebucciJohns Hopkins UniversityVerified email at jhu.edu
Mehdi RaissiInternational Monetary FundVerified email at imf.org
L. Vanessa SmithUniversity of YorkVerified email at york.ac.uk
Stephane DeesBanque de France and Univ. BordeauxVerified email at banque-france.fr
Andreas PickErasmus University UniversityVerified email at ese.eur.nl
Filippo di MauroIWH-HalleVerified email at iwh-halle.de
Richard Gerard PierseNational Institute of Economic and Social ResearchVerified email at niesr.ac.uk
Gary KoopProfessor of Economics, University of StrathclydeVerified email at strath.ac.uk
Natalia BaileySenior Lecturer, Department of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Ambrogio Cesa-BianchiBank of EnglandVerified email at bankofengland.co.uk

M. Hashem Pesaran, M H Pesaran, Mohammad H Pesaran, Mohammad Pesaran, M. Pesaran

John Elliot Distinguished Chair in Economics at USC, Director, Centre for Applied Financial

Verified email at usc.edu - Homepage

Econometrics Macroeconomics Applied Econometrics Time Series Analysis Panel Data Econometrics


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Bounds testing approaches to the analysis of level relationships H Pesaran, Y Shin, R Smith Journal of Applied Econometrics 16 (3), 289-326, 2001	21698	2001
Testing for unit roots in heterogeneous panels KS Im, MH Pesaran, Y Shin Journal of econometrics 115 (1), 53-74, 2003	18331	2003
A simple panel unit root test in the presence of cross‐section dependence MH Pesaran Journal of applied econometrics 22 (2), 265-312, 2007	9434	2007
General diagnostic tests for cross-sectional dependence in panels MH Pesaran Empirical economics 60 (1), 13-50, 2021	9348	2021
An autoregressive distributed lag modelling approach to cointegration analysis MH Pesaran, Y Shin Department of Applied Economics, University of Cambridge, 1995	8695	1995
Pooled mean group estimation of dynamic heterogeneous panels MH Pesaran, Y Shin, RP Smith Journal of the American statistical Association 94 (446), 621-634, 1999	6068	1999
Generalized impulse response analysis in linear multivariate models HH Pesaran, Y Shin Economics letters 58 (1), 17-29, 1998	6055	1998
Estimating long-run relationships from dynamic heterogeneous panels MH Pesaran, R Smith Journal of econometrics 68 (1), 79-113, 1995	5688	1995
Impulse response analysis in nonlinear multivariate models G Koop, MH Pesaran, SM Potter Journal of econometrics 74 (1), 119-147, 1996	4740	1996
Estimation and inference in large heterogeneous panels with a multifactor error structure MH Pesaran Econometrica 74 (4), 967-1012, 2006	4432	2006
Working with Microfit 4.0: Interactive econometric analysis MH Pesaran, B Pesaran (No Title), 1997	4116*	1997
Testing slope homogeneity in large panels MH Pesaran, T Yamagata Journal of econometrics 142 (1), 50-93, 2008	2992	2008
A bias‐adjusted LM test of error cross‐section independence MH Pesaran, A Ullah, T Yamagata The econometrics journal 11 (1), 105-127, 2008	2150	2008
Modeling regional interdependencies using a global error-correcting macroeconometric model MH Pesaran, T Schuermann, SM Weiner Journal of Business & Economic Statistics 22 (2), 129-162, 2004	1419	2004
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors A Chudik, MH Pesaran Journal of econometrics 188 (2), 393-420, 2015	1384	2015
Testing weak cross-sectional dependence in large panels MH Pesaran Econometric reviews 34 (6-10), 1089-1117, 2015	1351	2015
Predictability of stock returns: Robustness and economic significance MH Pesaran, A Timmermann The Journal of Finance 50 (4), 1201-1228, 1995	1324	1995
Exploring the international linkages of the euro area: a global VAR analysis S Dees, F Mauro, MH Pesaran, LV Smith Journal of applied econometrics 22 (1), 1-38, 2007	1165	2007
Unit roots and cointegration in panels J Breitung, MH Pesaran The econometrics of panel data: Fundamentals and recent developments in …, 2008	1123	2008
The limits to rational expectations MH Pesaran	1069	1987

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