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MP

M. Hashem Pesaran

University of Southern California US

0000-0001-5936-363X

803

Publications

144,265

Citations

107

H-Index

381

i10-Index

1.06

2yr Mean Cite

-

Cite/Paper

Data combined from OpenAlex . OA = OpenAlex S2 = Semantic Scholar

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Publication & Citation Trends

Most Cited Works

Bounds testing approaches to the analysis of level relationships

M. Hashem Pesaran, Yongcheol Shin, Richard J. Smith

Journal of Applied Econometrics 2001

19,224

Testing for unit roots in heterogeneous panels OA

Kyung So Im, M. Hashem Pesaran, Yongcheol Shin

Journal of Econometrics 2003

14,838

A simple panel unit root test in the presence of cross‐section dependence OA

M. Hashem Pesaran

Journal of Applied Econometrics 2007

11,687

General Diagnostic Tests for Cross Section Dependence in Panels OA

M. Hashem Pesaran

SSRN Electronic Journal 2004

7,997

Pooled Mean Group Estimation of Dynamic Heterogeneous Panels OA

M. Hashem Pesaran, Yongcheol Shin, Ron Smith

Journal of the American Statistical Association 1999

6,139

Publications

803 total

General diagnostic tests for cross-sectional dependence in panels

M. Hashem Pesaran - Empirical Economics, 2020

Cited by 2,385 OpenAlex

Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors PDF

Alexander Chudík, M. Hashem Pesaran - Journal of Econometrics, 2015

Cited by 2,222 OpenAlex

Testing Weak Cross-Sectional Dependence in Large Panels

M. Hashem Pesaran - Econometric Reviews, 2014

Cited by 2,599 OpenAlex

An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis

M. Hashem Pesaran, Yongcheol Shin - Cambridge University Press eBooks, 2012

Cited by 3,911 OpenAlex

A bias-adjusted LM test of error cross-section independence

M. Hashem Pesaran, Aman Ullah, Takashi Yamagata - Econometrics Journal, 2008

Cited by 2,397 OpenAlex

A simple panel unit root test in the presence of cross‐section dependence PDF

M. Hashem Pesaran - Journal of Applied Econometrics, 2007

Cited by 11,687 OpenAlex

Testing slope homogeneity in large panels PDF

M. Hashem Pesaran, Takashi Yamagata - Journal of Econometrics, 2007

Cited by 5,346 OpenAlex

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

M. Hashem Pesaran - Econometrica, 2006

Cited by 4,708 OpenAlex

General Diagnostic Tests for Cross Section Dependence in Panels PDF

M. Hashem Pesaran - SSRN Electronic Journal, 2004

Cited by 7,997 OpenAlex

Testing for unit roots in heterogeneous panels PDF

Kyung So Im, M. Hashem Pesaran, Yongcheol Shin - Journal of Econometrics, 2003

Cited by 14,838 OpenAlex

Research Topics

Monetary Policy and Economic Impact (346) Spatial and Panel Data Analysis (145) Market Dynamics and Volatility (113) Fiscal Policy and Economic Growth (110) Economic theories and models (93)

Frequent Co-Authors

YO

Yongcheol Shin

5 joint publications

RO

Ron Smith

2 joint publications

TA

Takashi Yamagata

2 joint publications

RI

Richard J. Smith

1 joint publication

KY

Kyung So Im

1 joint publication

GA

Gary Koop

1 joint publication

Affiliations

Total (France)

FR 2006 - 2006

University of Southern California

US 2025 - 1997

Australian National University

AU 1989 - 1989

Louisiana State University

US 2020 - 2020

Ministry of Economy

MK 1994 - 1994

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