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
Til SchuermannPartner, Oliver WymanVerified email at oliverwyman.com
g kapetaniosProfessor of Finance and Econometrics, Kings College LondonVerified email at kcl.ac.uk
Cheng Hsiaouniversity of southern californiaVerified email at usc.edu
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
Andreas PickErasmus University UniversityVerified email at ese.eur.nl
Stephane DeesBanque de France and Univ. BordeauxVerified email at banque-france.fr
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
Anthony GarrattProfessor of Economic Modelling and Forecasting, University of WarwickVerified email at wbs.ac.uk
Davide PettenuzzoAssociate Professor of Financial Econometrics, Brandeis International Business SchoolVerified email at brandeis.edu

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	18463	2001
Testing for unit roots in heterogeneous panels KS Im, MH Pesaran, Y Shin Journal of econometrics 115 (1), 53-74, 2003	16670	2003
An autoregressive distributed lag modelling approach to cointegration analysis MH Pesaran, Y Shin Department of Applied Economics, University of Cambridge, 1995	7646	1995
A simple panel unit root test in the presence of cross‐section dependence MH Pesaran Journal of applied econometrics 22 (2), 265-312, 2007	7587	2007
General diagnostic tests for cross-sectional dependence in panels MH Pesaran Empirical Economics 60 (1), 13-50, 2021	7545	2021
Generalized impulse response analysis in linear multivariate models HH Pesaran, Y Shin Economics letters 58 (1), 17-29, 1998	5379	1998
Estimating long-run relationships from dynamic heterogeneous panels MH Pesaran, R Smith Journal of econometrics 68 (1), 79-113, 1995	5113	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	4804	1999
Impulse response analysis in nonlinear multivariate models G Koop, MH Pesaran, SM Potter Journal of econometrics 74 (1), 119-147, 1996	4185	1996
Estimation and inference in large heterogeneous panels with a multifactor error structure MH Pesaran Econometrica 74 (4), 967-1012, 2006	3797	2006
Working with microfit 4.0 MH Pesaran, B Pesaran Camfit Data Ltd, Cambridge, 1997	3555*	1997
Testing slope homogeneity in large panels MH Pesaran, T Yamagata Journal of econometrics 142 (1), 50-93, 2008	2068	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	1682	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	1275	2004
Predictability of stock returns: Robustness and economic significance MH Pesaran, A Timmermann The Journal of Finance 50 (4), 1201-1228, 1995	1273	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	1087	2007
Unit roots and cointegration in panels J Breitung, MH Pesaran The econometrics of panel data, 279-322, 2008	1042	2008
The limits to rational expectations MH Pesaran	1027	1987
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	1014	2015
Structural analysis of vector error correction models with exogenous I (1) variables MH Pesaran, Y Shin, RJ Smith Journal of Econometrics 97 (2), 293-343, 2000	994	2000

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