M. Hashem Pesaran, MH pesaran, Mohammad H Pesaran
M. Hashem Pesaran, MH pesaran, Mohammad H Pesaran
John Elliot Distinguished Chair in Economics at USC, Director, Centre for Applied Financial
Verified email at usc.edu - Homepage
TitleCited byYear
Testing for unit roots in heterogeneous panels
KS Im, MH Pesaran, Y Shin
Journal of econometrics 115 (1), 53-74, 2003
119192003
Bounds testing approaches to the analysis of level relationships
MH Pesaran, Y Shin, RJ Smith
Journal of applied econometrics 16 (3), 289-326, 2001
106732001
An autoregressive distributed-lag modelling approach to cointegration analysis
MH Pesaran, Y Shin
Econometric Society Monographs 31, 371-413, 1998
48181998
Generalized impulse response analysis in linear multivariate models
HH Pesaran, Y Shin
Economics letters 58 (1), 17-29, 1998
40231998
A simple panel unit root test in the presence of cross‐section dependence
MH Pesaran
Journal of applied econometrics 22 (2), 265-312, 2007
39732007
General diagnostic tests for cross section dependence in panels
MH Pesaran
CESifo working paper series, 2004
36712004
Estimating long-run relationships from dynamic heterogeneous panels
MH Pesaran, R Smith
Journal of econometrics 68 (1), 79-113, 1995
35911995
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
31181999
Microfit 5.0
B Pesaran, MH Pesaran
Oxford University Press, 2009
3004*2009
Impulse response analysis in nonlinear multivariate models
G Koop, MH Pesaran, SM Potter
Journal of econometrics 74 (1), 119-147, 1996
29911996
Estimation and inference in large heterogeneous panels with a multifactor error structure
MH Pesaran
Econometrica 74 (4), 967-1012, 2006
23802006
Predictability of stock returns: Robustness and economic significance
MH Pesaran, A Timmermann
The Journal of Finance 50 (4), 1201-1228, 1995
10481995
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
9622004
The limits to rational expectations
MH Pesaran
Basil Blackwell, 1987
9251987
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
8452007
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
8212000
A simple nonparametric test of predictive performance
MH Pesaran, A Timmermann
Journal of Business & Economic Statistics 10 (4), 461-465, 1992
7991992
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
7841997
Structural estimation of Markov decision processes
J Rust
Handbook of econometrics 4, 3081-3143, 1994
7631994
Testing slope homogeneity in large panels
MH Pesaran, T Yamagata
Journal of econometrics 142 (1), 50-93, 2008
7492008
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Articles 1–20