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
Verified email at usc.edu - Homepage
Title
Cited by
Cited by
Year
Bounds testing approaches to the analysis of level relationships
MH Pesaran, Y Shin, RJ Smith
Journal of applied econometrics 16 (3), 289-326, 2001
151792001
Testing for unit roots in heterogeneous panels
KS Im, MH Pesaran, Y Shin
Journal of econometrics 115 (1), 53-74, 2003
148292003
An autoregressive distributed lag modelling approach to cointegration analysis
MH Pesaran, Y Shin
Department of Applied Economics, University of Cambridge, 1995
64751995
A simple panel unit root test in the presence of cross‐section dependence
MH Pesaran
Journal of applied econometrics 22 (2), 265-312, 2007
58692007
General diagnostic tests for cross-sectional dependence in panels
MH Pesaran
Empirical Economics 60, 13-50, 2021
57032021
Generalized impulse response analysis in linear multivariate models
HH Pesaran, Y Shin
Economics letters 58 (1), 17-29, 1998
48471998
Estimating long-run relationships from dynamic heterogeneous panels
MH Pesaran, R Smith
Journal of econometrics 68 (1), 79-113, 1995
45251995
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
43271999
Impulse response analysis in nonlinear multivariate models
G Koop, MH Pesaran, SM Potter
Journal of econometrics 74 (1), 119-147, 1996
37141996
Working with microfit 4.0
MH Pesaran, B Pesaran
Camfit Data Ltd, Cambridge, 1997
3667*1997
Estimation and inference in large heterogeneous panels with a multifactor error structure
MH Pesaran
Econometrica 74 (4), 967-1012, 2006
31812006
Testing slope homogeneity in large panels
MH Pesaran, T Yamagata
Journal of econometrics 142 (1), 50-93, 2008
13562008
A bias‐adjusted LM test of error cross‐section independence
MH Pesaran, A Ullah, T Yamagata
The Econometrics Journal 11 (1), 105-127, 2008
12282008
Predictability of stock returns: Robustness and economic significance
MH Pesaran, A Timmermann
The Journal of Finance 50 (4), 1201-1228, 1995
12071995
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
11462004
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
10072007
The limits to rational expectations
MH Pesaran
9961987
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
9362000
A simple nonparametric test of predictive performance
MH Pesaran, A Timmermann
Journal of Business & Economic Statistics 10 (4), 461-465, 1992
8851992
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
8751997
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