M. Hashem Pesaran, M H Pesaran, Mohammad H Pesaran, Mohammad Pesaran, M. Pesaran
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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Bounds testing approaches to the analysis of level relationships
H Pesaran, Y Shin, R Smith
Journal of Applied Econometrics 16 (3), 289-326, 2001
Testing for unit roots in heterogeneous panels
KS Im, MH Pesaran, Y Shin
Journal of econometrics 115 (1), 53-74, 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
General diagnostic tests for cross-sectional dependence in panels
MH Pesaran
Empirical economics 60 (1), 13-50, 2021
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
Generalized impulse response analysis in linear multivariate models
HH Pesaran, Y Shin
Economics letters 58 (1), 17-29, 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
Estimating long-run relationships from dynamic heterogeneous panels
MH Pesaran, R Smith
Journal of econometrics 68 (1), 79-113, 1995
Impulse response analysis in nonlinear multivariate models
G Koop, MH Pesaran, SM Potter
Journal of econometrics 74 (1), 119-147, 1996
Estimation and inference in large heterogeneous panels with a multifactor error structure
MH Pesaran
Econometrica 74 (4), 967-1012, 2006
Working with Microfit 4.0: Interactive econometric analysis
MH Pesaran, B Pesaran
(No Title), 1997
Testing slope homogeneity in large panels
MH Pesaran, T Yamagata
Journal of econometrics 142 (1), 50-93, 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
Testing weak cross-sectional dependence in large panels
MH Pesaran
Econometric reviews 34 (6-10), 1089-1117, 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
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
Predictability of stock returns: Robustness and economic significance
MH Pesaran, A Timmermann
The Journal of Finance 50 (4), 1201-1228, 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
The limits to rational expectations
H Pesaran
(No Title), 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
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