| Bounds testing approaches to the analysis of level relationships MH Pesaran, Y Shin, RJ Smith Journal of applied econometrics 16 (3), 289-326, 2001 | 13943 | 2001 |
| Testing for unit roots in heterogeneous panels KS Im, MH Pesaran, Y Shin Journal of econometrics 115 (1), 53-74, 2003 | 13922 | 2003 |
| An autoregressive distributed-lag modelling approach to cointegration analysis MH Pesaran, Y Shin Econometric Society Monographs 31, 371-413, 1998 | 6101 | 1998 |
| A simple panel unit root test in the presence of cross‐section dependence MH Pesaran Journal of applied econometrics 22 (2), 265-312, 2007 | 5296 | 2007 |
| General diagnostic tests for cross-sectional dependence in panels HM Pesaran University of Cambridge, Cambridge Working Papers in Economics 435, 2004 | 4984 | 2004 |
| Generalized impulse response analysis in linear multivariate models HH Pesaran, Y Shin Economics letters 58 (1), 17-29, 1998 | 4602 | 1998 |
| Estimating long-run relationships from dynamic heterogeneous panels MH Pesaran, R Smith Journal of econometrics 68 (1), 79-113, 1995 | 4259 | 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 | 3883 | 1999 |
| Microfit 4.0: Interactive econometric analysis MH Pesaran, B Pesaran Oxford University Press, 1997 | 3606* | 1997 |
| Impulse response analysis in nonlinear multivariate models G Koop, MH Pesaran, SM Potter Journal of econometrics 74 (1), 119-147, 1996 | 3487 | 1996 |
| Estimation and inference in large heterogeneous panels with a multifactor error structure MH Pesaran Econometrica 74 (4), 967-1012, 2006 | 2953 | 2006 |
| Testing slope homogeneity in large panels MH Pesaran, T Yamagata Journal of econometrics 142 (1), 50-93, 2008 | 1164 | 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 | 1091 | 2004 |
| Predictability of stock returns: Robustness and economic significance MH Pesaran, A Timmermann The Journal of Finance 50 (4), 1201-1228, 1995 | 1090 | 1995 |
| A bias‐adjusted LM test of error cross‐section independence MH Pesaran, A Ullah, T Yamagata The Econometrics Journal 11 (1), 105-127, 2008 | 1079 | 2008 |
| The limits to rational expectations MH Pesaran | 971 | 1987 |
| 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 | 961 | 2007 |
| 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 | 907 | 2000 |
| A simple nonparametric test of predictive performance MH Pesaran, A Timmermann Journal of Business & Economic Statistics 10 (4), 461-465, 1992 | 871 | 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 |
Yongcheol ShinProfessor of Economics, University of YorkVerifisert e-postadresse på york.ac.uk
