‪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
Kamiar MohaddesJudge Business School, University of CambridgeVerified email at cam.ac.uk
Kevin LeeProfessor of Economics, University of NottinghamVerified email at nottingham.ac.uk
Til SchuermannPartner, Oliver WymanVerified email at oliverwyman.com
Cheng Hsiaouniversity of southern californiaVerified email at usc.edu
Mehdi RaissiInternational Monetary FundVerified email at imf.org
g kapetaniosProfessor of Finance and Econometrics, Kings College LondonVerified email at kcl.ac.uk
Alessandro RebucciJohns Hopkins UniversityVerified email at jhu.edu
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
Natalia BaileyAssociate Professor, Department of Econometrics and Business Statistics, Monash UniversityVerified email at monash.edu
Gary KoopProfessor of Economics, University of StrathclydeVerified email at strath.ac.uk
Richard Gerard PierseNational Institute of Economic and Social ResearchVerified email at niesr.ac.uk
Ambrogio Cesa-BianchiBank of EnglandVerified email at bankofengland.co.uk

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

Distinguished Professor, John Elliot 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	26945	2001
Testing for unit roots in heterogeneous panels KS Im, MH Pesaran, Y Shin Journal of econometrics 115 (1), 53-74, 2003	20734	2003
General diagnostic tests for cross-sectional dependence in panels MH Pesaran Empirical economics 60 (1), 13-50, 2021	12642	2021
A simple panel unit root test in the presence of cross‐section dependence MH Pesaran Journal of applied econometrics 22 (2), 265-312, 2007	12604	2007
An autoregressive distributed lag modelling approach to cointegration “chapter 11 H Pesaran, Y Shin Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch …, 1999	10328*	1999
Generalized impulse response analysis in linear multivariate models HH Pesaran, Y Shin Economics letters 58 (1), 17-29, 1998	7161	1998
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	6972	1999
Estimating long-run relationships from dynamic heterogeneous panels MH Pesaran, R Smith Journal of econometrics 68 (1), 79-113, 1995	6529	1995
Impulse response analysis in nonlinear multivariate models G Koop, MH Pesaran, SM Potter Journal of econometrics 74 (1), 119-147, 1996	5657	1996
Estimation and inference in large heterogeneous panels with a multifactor error structure MH Pesaran Econometrica 74 (4), 967-1012, 2006	5373	2006
Testing slope homogeneity in large panels MH Pesaran, T Yamagata Journal of econometrics 142 (1), 50-93, 2008	4769	2008
Working with Microfit 4.0: Interactive Econometric Analysis MH Pesaran Oxford University Press, 1997	4663*	1997
A bias‐adjusted LM test of error cross‐section independence MH Pesaran, A Ullah, T Yamagata The econometrics journal 11 (1), 105-127, 2008	2841	2008
Testing weak cross-sectional dependence in large panels MH Pesaran Econometric reviews 34 (6-10), 1089-1117, 2015	2186	2015
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	2073	2015
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	1635	2004
Predictability of stock returns: Robustness and economic significance MH Pesaran, A Timmermann The Journal of Finance 50 (4), 1201-1228, 1995	1394	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	1273	2007
The limits to rational expectations H Pesaran (No Title), 1987	1112	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	1111	2000

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