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
Kevin LeeProfessor of Economics, University of NottinghamVerified email at nottingham.ac.uk
Takashi YamagataUniversity of YorkVerified email at york.ac.uk
g kapetaniosProfessor of Finance and Econometrics, Kings College LondonVerified email at kcl.ac.uk
Cheng Hsiaouniversity of southern californiaVerified email at usc.edu
Til SchuermannPartner, Oliver WymanVerified email at oliverwyman.com
Kamiar MohaddesJudge Business School, University of CambridgeVerified email at cam.ac.uk
L. Vanessa SmithUniversity of YorkVerified email at york.ac.uk
Alessandro RebucciJohns Hopkins UniversityVerified email at jhu.edu
Andreas PickErasmus University UniversityVerified email at ese.eur.nl
Stephane DeesBanque de France and Univ. BordeauxVerified email at banque-france.fr
Anthony GarrattProfessor of Economic Modelling and Forecasting, University of WarwickVerified email at wbs.ac.uk
Mehdi RaissiInternational Monetary FundVerified email at imf.org
Gary KoopProfessor of Economics, University of StrathclydeVerified email at strath.ac.uk
Ambrogio Cesa-BianchiBank of EnglandVerified email at bankofengland.co.uk
Natalia BaileySenior Lecturer, Department of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Jörg BreitungUniversity of CologneVerified email at statistik.uni-koeln.de

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

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Econometrics Macroeconomics Applied Econometrics Time Series Analysis Panel Data Econometrics


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Bounds testing approaches to the analysis of level relationships MH Pesaran, Y Shin, RJ Smith Journal of applied econometrics 16 (3), 289-326, 2001	14210	2001
Testing for unit roots in heterogeneous panels KS Im, MH Pesaran, Y Shin Journal of econometrics 115 (1), 53-74, 2003	14088	2003
An autoregressive distributed lag modelling approach to cointegration analysis MH Pesaran, Y Shin Department of Applied Economics, University of Cambridge, 1995	6130	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	5438	2007
General diagnostic tests for cross-sectional dependence in panels MH Pesaran Empirical Economics, 1-38, 2004	5170	2004
Generalized impulse response analysis in linear multivariate models HH Pesaran, Y Shin Economics letters 58 (1), 17-29, 1998	4644	1998
Estimating long-run relationships from dynamic heterogeneous panels MH Pesaran, R Smith Journal of econometrics 68 (1), 79-113, 1995	4301	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	4022	1999
Impulse response analysis in nonlinear multivariate models G Koop, MH Pesaran, SM Potter Journal of econometrics 74 (1), 119-147, 1996	3544	1996
Working with microfit 4.0 MH Pesaran, B Pesaran Camfit Data Ltd, Cambridge, 1997	3479*	1997
Estimation and inference in large heterogeneous panels with a multifactor error structure MH Pesaran Econometrica 74 (4), 967-1012, 2006	3003	2006
Testing slope homogeneity in large panels MH Pesaran, T Yamagata Journal of econometrics 142 (1), 50-93, 2008	1208	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	1121	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	1107	2004
Predictability of stock returns: Robustness and economic significance MH Pesaran, A Timmermann The Journal of Finance 50 (4), 1201-1228, 1995	1084	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	979	2007
The limits to rational expectations MH Pesaran	966	1987
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	915	2000
A simple nonparametric test of predictive performance MH Pesaran, A Timmermann Journal of Business & Economic Statistics 10 (4), 461-465, 1992	863	1992
Growth and convergence in a multi‐country empirical stochastic Solow model K Lee, MH Pesaran, R Smith Journal of applied Econometrics 12 (4), 357-392, 1997	842	1997

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