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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

Time Series and Panel Data Econometrics

M. Hashem Pesaran - Oxford University Press eBooks, 2015

Cited by 680 OpenAlex

Weak and strong cross‐section dependence and estimation of large panels

Alexander Chudík, M. Hashem Pesaran, Elisa Tosetti - Econometrics Journal, 2011

Cited by 688 OpenAlex

Panels with non-stationary multifactor error structures PDF

George Kapetanios, M. Hashem Pesaran, Toshio Yamagata - Journal of Econometrics, 2010

Cited by 937 OpenAlex

An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis

M. Hashem Pesaran - Cambridge University Press eBooks, 2008

Cited by 1,468 OpenAlex

Unit Roots and Cointegration in Panels PDF

Jörg Breitung, M. Hashem Pesaran - Advanced studies in theoretical and applied econometrics, 2008

Cited by 654 OpenAlex

Exploring the international linkages of the euro area: a global VAR analysis PDF

Stéphane Dées, Filippo di Mauro, M. Hashem Pesaran, L. Vanessa Smith - Journal of Applied Econometrics, 2007

Cited by 912 OpenAlex

Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model

M. Hashem Pesaran, Til Schuermann, Scott M. Weiner - Journal of Business and Economic Statistics, 2004

Cited by 1,381 OpenAlex

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

M. Hashem Pesaran - SSRN Electronic Journal, 2004

Cited by 618 OpenAlex

A Simple Panel Unit Root Test in the Presence of Cross Section Dependence PDF

M. Hashem Pesaran - SSRN Electronic Journal, 2003

Cited by 1,313 OpenAlex

Structural analysis of vector error correction models with exogenous I(1) variables

M. Hashem Pesaran, Yongcheol Shin, Richard J. Smith - Journal of Econometrics, 2000

Cited by 792 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

AL

Allan Timmermann

3 joint publications

TI

Til Schuermann

1 joint publication

SC

Scott M. Weiner

1 joint publication

BA

Bahram Pesaran

1 joint publication

GE

George Kapetanios

1 joint publication

TO

Toshio Yamagata

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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