| Year |
Citation |
Score |
| 2021 |
Chudik A, Mohaddes K, Pesaran MH, Raissi M, Rebucci A. A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model. Journal of International Money and Finance. 119: 102477. PMID 34584324 DOI: 10.1016/j.jimonfin.2021.102477 |
0.301 |
|
| 2020 |
Chudik A, Pesaran MH, Rebucci A. Voluntary and Mandatory Social Distancing: Evidence on COVID-19 Exposure Rates from Chinese Provinces and Selected Countries National Bureau of Economic Research. 2020. DOI: 10.24149/Gwp382 |
0.309 |
|
| 2020 |
Pesaran MH. General Diagnostic Tests for Cross Section Dependence in Panels Empirical Economics. 1-38. DOI: 10.17863/Cam.5113 |
0.38 |
|
| 2020 |
Pesaran MH, Johnsson I. Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes Journal of Business & Economic Statistics. 38: 428-442. DOI: 10.1080/07350015.2018.1513845 |
0.31 |
|
| 2020 |
Pesaran MH, Yang CF. Estimation and inference in spatial models with dominant units Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.04.045 |
0.411 |
|
| 2020 |
Pesaran MH, Yang CF. Econometric Analysis of Production Networks with Dominant Units Journal of Econometrics. DOI: 10.1016/J.Jeconom.2020.03.014 |
0.327 |
|
| 2020 |
Aquaro M, Bailey N, Pesaran MH. Estimation and Inference for Spatial Models with Heterogeneous Coefficients: An Application to U.S. House Prices Journal of Applied Econometrics. DOI: 10.1002/Jae.2792 |
0.413 |
|
| 2020 |
Harding M, Lamarche C, Pesaran MH. Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models Journal of Applied Econometrics. 35: 294-314. DOI: 10.1002/Jae.2753 |
0.43 |
|
| 2019 |
Kahn ME, Mohaddes K, Ng RNC, Pesaran MH, Raissi M, Yang J. Long-Term Macroeconomic Effects of Climate Change: A Cross-Country Analysis National Bureau of Economic Research. 2019. DOI: 10.2139/Ssrn.3428610 |
0.328 |
|
| 2019 |
Bailey N, Pesaran MH, Smith LV. A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices Journal of Econometrics. 208: 507-534. DOI: 10.1016/J.Jeconom.2018.10.006 |
0.411 |
|
| 2019 |
Pesaran MH, Smith RP. A Bayesian Analysis of Linear Regression Models with Highly Collinear Regressors Econometrics and Statistics. 11: 1-21. DOI: 10.1016/J.Ecosta.2018.10.001 |
0.368 |
|
| 2019 |
Chudik A, Pesaran MH. Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators Economics Letters. 175: 101-105. DOI: 10.1016/J.Econlet.2018.12.036 |
0.372 |
|
| 2018 |
Cesa-Bianchi A, Pesaran MH, Rebucci A. Uncertainty and Economic Activity: A Multi-Country Perspective National Bureau of Economic Research. DOI: 10.2139/Ssrn.3121388 |
0.381 |
|
| 2018 |
Pesaran MH, Smith RP. Tests of policy interventions in DSGE models Oxford Bulletin of Economics and Statistics. 80: 457-484. DOI: 10.1111/Obes.12224 |
0.337 |
|
| 2018 |
Pesaran MH, Zhou Q. To Pool or Not to Pool: Revisited Oxford Bulletin of Economics and Statistics. 80: 185-217. DOI: 10.1111/Obes.12220 |
0.403 |
|
| 2018 |
Chudik A, Pesaran MH, Yang J. Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor Journal of Applied Econometrics. 33: 816-836. DOI: 10.1002/Jae.2623 |
0.373 |
|
| 2017 |
Chudik A, Pesaran MH. A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels Social Science Research Network. 2017. DOI: 10.2139/Ssrn.3043407 |
0.438 |
|
| 2017 |
Chudik A, Mohaddes K, Pesaran MH, Raissi M. Is There a Debt-Threshold Effect on Output Growth? The Review of Economics and Statistics. 99: 135-150. DOI: 10.2139/Ssrn.2627286 |
0.364 |
|
| 2017 |
Al-Sadoon MM, Li T, Pesaran MH. An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects Econometric Reviews. 36: 898-927. DOI: 10.1080/07474938.2017.1307597 |
0.437 |
|
| 2016 |
Chudik A, Kapetanios G, Pesaran MH. A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models Econometrica. 86: 1479-1512. DOI: 10.24149/Gwp290 |
0.436 |
|
| 2016 |
Mohaddes K, Pesaran MH. Country-specific oil supply shocks and the global economy: A counterfactual analysis Energy Economics. 59: 382-399. DOI: 10.2139/Ssrn.2608713 |
0.307 |
|
| 2016 |
Chudik A, Grossman V, Pesaran MH. A multi-country approach to forecasting output growth using PMIs Journal of Econometrics. 192: 349-365. DOI: 10.2139/Ssrn.2530131 |
0.404 |
|
| 2016 |
Pesaran MH, Zhou Q. Estimation of time-invariant effects in static panel data models Econometric Reviews. 1-35. DOI: 10.1080/07474938.2016.1222225 |
0.379 |
|
| 2016 |
Pesaran MH, Smith RP. Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing Research in Economics. 70: 262-280. DOI: 10.1016/J.Rie.2016.01.004 |
0.306 |
|
| 2015 |
Chudik A, Pesaran MH. Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors Journal of Econometrics. 188: 393-420. DOI: 10.2139/Ssrn.2316329 |
0.454 |
|
| 2015 |
Hayakawa K, Pesaran MH. Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity Journal of Econometrics. 188: 111-134. DOI: 10.2139/Ssrn.2047069 |
0.392 |
|
| 2015 |
Pesaran MH. Testing Weak Cross-Sectional Dependence in Large Panels Econometric Reviews. 34: 1089-1117. DOI: 10.1080/07474938.2014.956623 |
0.344 |
|
| 2015 |
Bailey N, Kapetanios G, Pesaran MH. Exponent of Cross-Sectional Dependence: Estimation and Inference Journal of Applied Econometrics. DOI: 10.1002/Jae.2476 |
0.345 |
|
| 2015 |
Bailey N, Holly S, Pesaran MH. A Two-stage approach to spatio-temporal analysis with strong and weak cross-sectional dependence Journal of Applied Econometrics. DOI: 10.1002/Jae.2468 |
0.363 |
|
| 2014 |
Pesaran MH, Chudik A. Aggregation in Large Dynamic Panels Journal of Econometrics. 178: 273-285. DOI: 10.1016/J.Jeconom.2013.08.027 |
0.36 |
|
| 2014 |
Pesaran MH, Smith RP. Signs of impact effects in time series regression models Economics Letters. 122: 150-153. DOI: 10.1016/J.Econlet.2013.11.015 |
0.411 |
|
| 2014 |
Esfahani HS, Mohaddes K, Pesaran MH. An empirical growth model for major oil exporters Journal of Applied Econometrics. 29: 1-21. DOI: 10.1002/Jae.2294 |
0.309 |
|
| 2013 |
Pesaran MH, Chudik A. Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit Econometric Reviews. 32: 592-649. DOI: 10.1080/07474938.2012.740374 |
0.406 |
|
| 2013 |
Koop G, Pesaran MH, Smith RP. On Identification of Bayesian DSGE Models Journal of Business and Economic Statistics. 31: 300-314. DOI: 10.1080/07350015.2013.773905 |
0.32 |
|
| 2013 |
Esfahani HS, Mohaddes K, Pesaran MH. Oil exports and the Iranian economy Quarterly Review of Economics and Finance. 53: 221-237. DOI: 10.1016/J.Qref.2012.07.001 |
0.392 |
|
| 2013 |
Pesaran MH, Pick A, Pranovich M. Optimal forecasts in the presence of structural breaks Journal of Econometrics. 177: 134-152. DOI: 10.1016/J.Jeconom.2013.04.002 |
0.305 |
|
| 2013 |
Pesaran MH, Vanessa Smith L, Yamagata T. Panel unit root tests in the presence of a multifactor error structure Journal of Econometrics. 175: 94-115. DOI: 10.1016/J.Jeconom.2013.02.001 |
0.398 |
|
| 2012 |
Cesa-Bianchi A, Pesaran MH, Rebucci A, Xu T. China's Emergence in the World Economy and Business Cycles in Latin America Economica. 12: 1-75. DOI: 10.1353/Eco.2012.0001 |
0.333 |
|
| 2012 |
Hsiao C, Pesaran MH, Pick A. Diagnostic Tests of Cross-section Independence for Limited Dependent Variable Panel Data Models Oxford Bulletin of Economics and Statistics. 74: 253-277. DOI: 10.1111/J.1468-0084.2011.00646.X |
0.358 |
|
| 2012 |
Pesaran MH. On the interpretation of panel unit root tests Economics Letters. 116: 545-546. DOI: 10.1016/J.Econlet.2012.04.049 |
0.343 |
|
| 2011 |
Dhyne E, Fuss C, Pesaran MH, Sevestre P. Lumpy Price Adjustments: A Microeconometric Analysis Journal of Business & Economic Statistics. 29: 529-540. DOI: 10.2139/Ssrn.1688935 |
0.387 |
|
| 2011 |
Pesaran MH, Smith RP. Beyond the DSGE Straitjacket The Manchester School. 79: 5-16. DOI: 10.1111/J.1467-9957.2011.02265_2.X |
0.343 |
|
| 2011 |
Chudik A, Pesaran MH, Tosetti E. Weak and Strong Cross Section Dependence and Estimation of Large Panels Econometrics Journal. 14: 45-90. DOI: 10.1111/J.1368-423X.2010.00330.X |
0.392 |
|
| 2011 |
Pesaran MH, Pick A, Timmermann A. Variable selection, estimation and inference for multi-period forecasting problems Journal of Econometrics. 164: 173-187. DOI: 10.1016/J.Jeconom.2011.02.018 |
0.42 |
|
| 2011 |
Pesaran MH, Tosetti E. Large Panels with Common Factors and Spatial Correlations Journal of Econometrics. 161: 182-202. DOI: 10.1016/J.Jeconom.2010.12.003 |
0.365 |
|
| 2011 |
Chudik A, Pesaran MH. Infinite Dimensional VARs and Factor Models Journal of Econometrics. 163: 4-22. DOI: 10.1016/J.Jeconom.2010.11.002 |
0.445 |
|
| 2011 |
Kapetanios G, Pesaran MH, Yamagata T. Panels with Nonstationary Multifactor Error Structures Journal of Econometrics. 160: 326-348. DOI: 10.1016/J.Jeconom.2010.10.001 |
0.396 |
|
| 2010 |
Holly S, Pesaran MH, Yamagata T. A Spatio-Temporal Model of House Prices in the US Journal of Econometrics. 158: 160-173. DOI: 10.2139/Ssrn.937377 |
0.385 |
|
| 2010 |
Pesaran B, Pesaran MH. Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash Economic Modelling. 27: 1398-1416. DOI: 10.1016/J.Econmod.2010.07.012 |
0.364 |
|
| 2009 |
Pesaran MH, Timmermann AG. Testing Dependence among Serially Correlated Multi-Category Variables Journal of the American Statistical Association. 104: 325-337. DOI: 10.1198/Jasa.2009.0113 |
0.379 |
|
| 2009 |
Pesaran MH, Smith RP, Yamagata T, Hvozdyk L. Pairwise Tests of Purchasing Power Parity Econometric Reviews. 28: 495-521. DOI: 10.1080/07474930802473702 |
0.391 |
|
| 2009 |
Esfahani HS, Pesaran MH. Iranian Economy in the Twentieth Century: A Global Perspective * Iranian Studies. 42: 177-211. DOI: 10.1080/00210860902764896 |
0.325 |
|
| 2009 |
Pesaran MH, Schleicher C, Zaffaroni P. Model Averaging in Risk Management with an Application to Futures Markets Journal of Empirical Finance. 16: 280-305. DOI: 10.1016/J.Jempfin.2008.08.001 |
0.406 |
|
| 2009 |
Pesaran MH, Schuermann T, Smith LV. Rejoinder to comments on forecasting economic and financial variables with global VARs International Journal of Forecasting. 25: 703-715. DOI: 10.1016/J.Ijforecast.2009.09.001 |
0.334 |
|
| 2009 |
Pesaran MH, Schuermann T, Smith LV. Forecasting economic and financial variables with global VARs International Journal of Forecasting. 25: 642-675. DOI: 10.1016/J.Ijforecast.2009.08.007 |
0.441 |
|
| 2008 |
Pagan AR, Pesaran MH. Econometric Analysis of Structural Systems with Permanent and Transitory Shocks Journal of Economic Dynamics and Control. 32: 3376-3395. DOI: 10.2139/Ssrn.1251542 |
0.353 |
|
| 2008 |
Assenmacher-Wesche K, Pesaran MH. A VECX* Model of the Swiss Economy Economic Studies Journal. DOI: 10.17863/Cam.5396 |
0.408 |
|
| 2008 |
Assenmacher-Wesche K, Pesaran MH. Forecasting the Swiss Economy Using Vecx* Models: an Exercise in Forecast Combination Across Models and Observation Windows National Institute Economic Review. 203: 91-108. DOI: 10.1177/00279501082030011101 |
0.397 |
|
| 2008 |
Pesaran MH, Ullah A, Yamagata T. A bias-adjusted LM test of error cross-section independence The Econometrics Journal. 11: 105-127. DOI: 10.1111/J.1368-423X.2007.00227.X |
0.354 |
|
| 2008 |
Pesaran MH, Yamagata T. Testing Slope Homogeneity in Large Panels Journal of Econometrics. 142: 50-93. DOI: 10.1016/J.Jeconom.2007.05.010 |
0.371 |
|
| 2007 |
Dees S, Holly S, Pesaran MH, Smith LV. Long Run Macroeconomic Relations in the Global Economy Economics : the Open-Access, Open-Assessment E-Journal. 1: 1-20. DOI: 10.5018/Economics-Ejournal.Ja.2007-3 |
0.39 |
|
| 2007 |
Pesaran MH. A simple panel unit root test in the presence of cross-section dependence Journal of Applied Econometrics. 22: 265-312. DOI: 10.2139/Ssrn.457280 |
0.365 |
|
| 2007 |
Pesaran MH, Pick A. Econometric issues in the analysis of contagion Journal of Economic Dynamics and Control. 31: 1245-1277. DOI: 10.1016/J.Jedc.2006.03.008 |
0.413 |
|
| 2007 |
Pesaran MH. A pair-wise approach to testing for output and growth convergence Journal of Econometrics. 138: 312-355. DOI: 10.1016/J.Jeconom.2006.05.024 |
0.352 |
|
| 2007 |
Pesaran MH, Timmermann A. Selection of estimation window in the presence of breaks Journal of Econometrics. 137: 134-161. DOI: 10.1016/J.Jeconom.2006.03.010 |
0.428 |
|
| 2007 |
Baltagi BH, Pesaran MH. Heterogeneity and cross section dependence in panel data models: Theory and applications introduction Journal of Applied Econometrics. 22: 229-232. DOI: 10.1002/Jae.955 |
0.353 |
|
| 2007 |
Dees S, Di Mauro F, Pesaran MH, Smith LV. Exploring the international linkages of the euro area: A global var analysis Journal of Applied Econometrics. 22: 1-38. DOI: 10.1002/Jae.932 |
0.436 |
|
| 2007 |
Pesaran MH, Smith LV, Smith RP. What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR International Journal of Finance and Economics. 12: 55-87. DOI: 10.1002/Ijfe.312 |
0.432 |
|
| 2006 |
Pesaran MH, Schuermann T, Treutler B, Weiner SM. Macroeconomic Dynamics and Credit Risk: A Global Perspective Journal of Money, Credit and Banking. 38: 1211-1261. DOI: 10.1353/Mcb.2006.0074 |
0.352 |
|
| 2006 |
Pesaran MH. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure Econometrica. 74: 967-1012. DOI: 10.1111/J.1468-0262.2006.00692.X |
0.412 |
|
| 2006 |
Pesaran MH, Smith RP. Macroeconometric Modelling with a Global Perspective The Manchester School. 74: 24-49. DOI: 10.1111/J.1467-9957.2006.00516.X |
0.432 |
|
| 2005 |
Pesaran MH, Schuermann T, Treutler B. Global Business Cycles and Credit Risk National Bureau of Economic Research. 419-474. DOI: 10.3386/W11493 |
0.346 |
|
| 2005 |
Coe PJ, Pesaran MH, Vahey SP. The Cost Effectiveness of the UK's Sovereign Debt Portfolio* Oxford Bulletin of Economics and Statistics. 67: 467-495. DOI: 10.1111/J.1468-0084.2005.00128.X |
0.343 |
|
| 2005 |
Binder M, Hsiao C, Pesaran MH. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration Econometric Theory. 21: 795-837. DOI: 10.1017/S0266466605050413 |
0.408 |
|
| 2005 |
Pesaran MH, Timmermann A. Small sample properties of forecasts from autoregressive models under structural breaks Journal of Econometrics. 129: 183-217. DOI: 10.1016/J.Jeconom.2004.09.007 |
0.394 |
|
| 2004 |
Pesaran MH, Schuermann T, Weiner SM. Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model Journal of Business & Economic Statistics. 22: 129-162. DOI: 10.1198/073500104000000019 |
0.419 |
|
| 2004 |
Pesaran MH, Timmermann A. How costly is it to ignore breaks when forecasting the direction of a time series? International Journal of Forecasting. 20: 411-425. DOI: 10.1016/S0169-2070(03)00068-2 |
0.36 |
|
| 2003 |
Garratt A, Lee K, Pesaran MH, Shin Y. Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy Journal of the American Statistical Association. 98: 829-838. DOI: 10.1198/016214503000000765 |
0.405 |
|
| 2003 |
Garratt A, Lee K, Pesaran MH, Shin Y. A Long run structural macroeconometric model of the UK The Economic Journal. 113: 412-455. DOI: 10.1111/1468-0297.00131 |
0.404 |
|
| 2003 |
Pesaran MH. Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation Economic Modelling. 20: 383-415. DOI: 10.1016/S0264-9993(02)00059-7 |
0.37 |
|
| 2002 |
Pesaran MH, Timmermann A. Market timing and return prediction under model instability Journal of Empirical Finance. 9: 495-510. DOI: 10.1016/S0927-5398(02)00007-5 |
0.392 |
|
| 2002 |
Hsiao C, Pesaran MH, Tahmiscioglu AK. Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods Journal of Econometrics. 109: 107-150. DOI: 10.1016/S0304-4076(01)00143-9 |
0.423 |
|
| 2001 |
Pesaran MH, Shin Y, Smith RJ. Bounds testing approaches to the analysis of level relationships Journal of Applied Econometrics. 16: 289-326. DOI: 10.1002/Jae.616 |
0.373 |
|
| 2000 |
Tjv, Hsiao C, Lahiri K, Lee L, Pesaran MH. Analysis of Panels and Limited Dependent Models Journal of the American Statistical Association. 95: 689. DOI: 10.2307/2669439 |
0.348 |
|
| 2000 |
Pesaran MH, Timmermann AG. A Recursive Modelling Approach to Predicting UK Stock Returns The Economic Journal. 110: 159-191. DOI: 10.1111/1468-0297.00495 |
0.381 |
|
| 2000 |
Pesaran MH, Shin Y, Smith RJ. Structural analysis of vector error correction models with exogenous I(1) variables Journal of Econometrics. 97: 293-343. DOI: 10.1016/S0304-4076(99)00073-1 |
0.438 |
|
| 2000 |
Garderen KJv, Lee K, Pesaran MH. Cross-sectional aggregation of non-linear models Journal of Econometrics. 95: 285-331. DOI: 10.1016/S0304-4076(99)00040-8 |
0.396 |
|
| 2000 |
Granger CWJ, Pesaran MH. Economic and Statistical Measures of Forecast Accuracy Journal of Forecasting. 19: 537-560. DOI: 10.1002/1099-131X(200012)19:7<537::Aid-For769>3.0.Co;2-G |
0.367 |
|
| 1999 |
Pesaran MH, Taylor LW. Diagnostics for IV Regressions Oxford Bulletin of Economics and Statistics. 61: 255-281. DOI: 10.1111/1468-0084.00128 |
0.327 |
|
| 1999 |
Pesaran MH, Ruge-Murcia FJ. Analysis of Exchange-Rate Target Zones Using a Limited-Dependent Rational-Expectations Model With Jumps Journal of Business & Economic Statistics. 17: 50-66. DOI: 10.1080/07350015.1999.10524796 |
0.343 |
|
| 1999 |
Pesaran MH, Shin Y, Smith RP. Pooled Mean Group Estimation of Dynamic Heterogeneous Panels Journal of the American Statistical Association. 94: 621-634. DOI: 10.1080/01621459.1999.10474156 |
0.381 |
|
| 1999 |
Binder M, Pesaran MH. Stochastic Growth Models and Their Econometric Implications Journal of Economic Growth. 4: 139-183. DOI: 10.1023/A:1009802421114 |
0.387 |
|
| 1998 |
Binder M, Pesaran MH. Decision-Making in the Presence of Heterogeneous Information and Social Interactions International Economic Review. 39: 1027-1052. DOI: 10.2307/2527351 |
0.338 |
|
| 1998 |
Lee K, Pesaran MH, Smith R. Growth Empirics: A Panel Data Approach—A Comment Quarterly Journal of Economics. 113: 319-323. DOI: 10.1162/003355398555504 |
0.41 |
|
| 1998 |
Pesaran MH, Smith RP. Structural Analysis of Cointegrating Vars Journal of Economic Surveys. 12: 471-505. DOI: 10.1111/1467-6419.00065 |
0.4 |
|
| 1997 |
Pesaran MH. The Role of Economic Theory in Modelling the Long Run The Economic Journal. 107: 178-191. DOI: 10.1111/1468-0297.00151 |
0.329 |
|
| 1997 |
Binder M, Pesaran MH. Multivariate Linear Rational Expectations Models Econometric Theory. 13: 877-888. DOI: 10.1017/S0266466600006307 |
0.327 |
|
| 1997 |
Pesaran MH, Potter SM. A floor and ceiling model of US output Journal of Economic Dynamics and Control. 21: 661-695. DOI: 10.1016/S0165-1889(96)00002-4 |
0.374 |
|
| 1997 |
Lee K, Pesaran MH, Smith R. Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model Journal of Applied Econometrics. 12: 357-392. DOI: 10.1002/(Sici)1099-1255(199707)12:4<357::Aid-Jae441>3.0.Co;2-T |
0.423 |
|
| 1996 |
Koop G, Pesaran MH, Potter SM. Impulse response analysis in nonlinear multivariate models Journal of Econometrics. 74: 119-147. DOI: 10.1016/0304-4076(95)01753-4 |
0.304 |
|
| 1996 |
Pesaran MH, Shin Y. Cointegration and speed of convergence to equilibrium Journal of Econometrics. 71: 117-143. DOI: 10.1016/0304-4076(94)01697-6 |
0.407 |
|
| 1996 |
Pesaran MH, Ruge-Murcia FJ. Limited-dependent rational expectations models with stochastic thresholds Economics Letters. 51: 267-276. DOI: 10.1016/0165-1765(96)00823-3 |
0.376 |
|
| 1995 |
Pesaran MH, Timmermann AG. Predictability of Stock Returns: Robustness and Economic Significance Journal of Finance. 50: 1201-1228. DOI: 10.1111/J.1540-6261.1995.Tb04055.X |
0.32 |
|
| 1995 |
Pesaran B, Pesaran MH. A non-nested test of level-difterenced versus log-differenced stationary models* Econometric Reviews. 14: 213-227. DOI: 10.1080/07474939508800316 |
0.348 |
|
| 1995 |
Pesaran MH, Smith R. Estimating Long-Run Relationships From Dynamic Heterogeneous Panels Journal of Econometrics. 68: 79-113. DOI: 10.1016/0304-4076(94)01644-F |
0.379 |
|
| 1995 |
Pesaran MH, Smith R. The role of theory in econometrics Journal of Econometrics. 67: 61-79. DOI: 10.1016/0304-4076(94)01627-C |
0.392 |
|
| 1995 |
Pesaran MH, Samiei H. Forecasting Ultimate Resource Recovery International Journal of Forecasting. 11: 543-555. DOI: 10.1016/0169-2070(95)00620-6 |
0.4 |
|
| 1995 |
Pesaran MH, Samiei H. Limited-dependent rational expectations models with future expectations Journal of Economic Dynamics and Control. 19: 1325-1353. DOI: 10.1016/0165-1889(94)00832-3 |
0.347 |
|
| 1994 |
Pesaran MH, Smith RJ. A Generalised R2 Criterion for Regression Models Estimated by the Instrumental Variable Method Econometrica. 62: 705-710. DOI: 10.2307/2951666 |
0.345 |
|
| 1994 |
Pesaran MH, Pierse RG, Lee KC. Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods Journal of Business & Economic Statistics. 12: 11-21. DOI: 10.1080/07350015.1994.10509987 |
0.425 |
|
| 1994 |
Favero CA, Pesaran MH. Oil investment in the North Sea Economic Modelling. 11: 308-329. DOI: 10.1016/0264-9993(94)90007-8 |
0.318 |
|
| 1994 |
Pesaran MH, Timmermann AG. A generalization of the non-parametric Henriksson-Merton test of market timing Economics Letters. 44: 1-7. DOI: 10.1016/0165-1765(93)00284-U |
0.35 |
|
| 1994 |
Favero CA, Pesaran MH, Sharma S. A duration model of irreversible oil investment: Theory and empirical evidence Journal of Applied Econometrics. 9: 95-112. DOI: 10.1002/Jae.3950090506 |
0.364 |
|
| 1994 |
Pesaran MH, Timmermann A. Forecasting stock returns an examination of stock market trading in the presence of transaction costs Journal of Forecasting. 13: 335-367. DOI: 10.1002/For.3980130402 |
0.339 |
|
| 1993 |
Lee KC, Pesaran MH. Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth Ricerche Economiche. 47: 293-322. DOI: 10.1016/0035-5054(93)90032-X |
0.356 |
|
| 1992 |
Bera AK, McAleer M, Pesaran MH, Yoon MJ. Joint Tests of Non-Nested Models and General Error Specifications Econometric Reviews. 11: 97-117. DOI: 10.1080/07474939208800223 |
0.358 |
|
| 1992 |
Pesaran MH. The Iranian Foreign Exchange Policy And The Black Market For Dollars International Journal of Middle East Studies. 24: 101-125. DOI: 10.1017/S0020743800001446 |
0.317 |
|
| 1992 |
Pesaran MH, Samiei H. Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone☆ Journal of Econometrics. 53: 141-163. DOI: 10.1016/0304-4076(92)90083-4 |
0.437 |
|
| 1992 |
Pesaran MH, Potter SM. Nonlinear Dynamics and Econometrics: An Introduction Journal of Applied Econometrics. 7: 1-7. DOI: 10.1002/Jae.3950070502 |
0.389 |
|
| 1991 |
Pesaran MH. Costly Adjustment under Rational Expectations: A Generalization The Review of Economics and Statistics. 73: 353-358. DOI: 10.2307/2109528 |
0.327 |
|
| 1991 |
Pesaran MH, Samiei H. Persistence, seasonality and trend in the UK egg production Applied Economics. 23: 479-484. DOI: 10.1080/00036849100000023 |
0.305 |
|
| 1991 |
Pesaran MH. The Et Interview: Professor Sir Richard Stone Econometric Theory. 7: 85-123. DOI: 10.1017/S0266466600004254 |
0.327 |
|
| 1990 |
Pesaran MH. An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf The Economic Journal. 100: 367-390. DOI: 10.2307/2234130 |
0.321 |
|
| 1990 |
Pesaran MH, Smith RJ. A unified approach to estimation and orthogonality tests in linear single-equation econometric models Journal of Econometrics. 44: 41-66. DOI: 10.1016/0304-4076(90)90072-2 |
0.373 |
|
| 1988 |
Pesaran MH. On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder The Economic Journal. 98: 504-508. DOI: 10.2307/2233381 |
0.352 |
|
| 1987 |
Pesaran MH. Global and Partial Non-Nested Hypotheses and Asymptotic Local Power Econometric Theory. 3: 69-97. DOI: 10.1017/S0266466600004138 |
0.329 |
|
| 1986 |
Mcaleer M, Pesaran MH. Statistical inference in non-nested econometric models Applied Mathematics and Computation. 20: 271-311. DOI: 10.1016/0096-3003(86)90008-1 |
0.378 |
|
| 1973 |
Pesaran MH. The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors International Economic Review. 14: 120-131. DOI: 10.2307/2526048 |
0.35 |
|
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