Pesaran
Economics and Econometrics · 2000–2012
A researcher in the Science corpus: 10 papers; trusts 12 researchers and is trusted by 60 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 80 citations into it; #1,517 of 23,481 by trust here, #207 by citations
- Finance — 32 citations into it; #9,528 of 10,518 by trust here, #2,555 by citations
- Statistics and Probability — 8 citations into it
Whom Pesaran trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- M. Hashem
- Yoosoon Chang
- M. Pesaran
- H. R. Moon
- In Choi
- Peter C. B. Phillips
- Serena Ng
- K. Hadri
- G. Chow
Who trusts Pesaran overall
- Muhammad Shahbaz
- M. Pesaran
- Badi H. Baltagi
- Avik Sinha
- N. Apergis
- Brantley Liddle
- S. Paramati
- Muntasir Murshed
- Olimpia Neagu
- Allan G. Timmermann
Papers from Pesaran's perspective
Ordered by how strongly the researchers Pesaran trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing For A Unit Root In Panels With Dynamic Factors
- Determining the Number of Factors in Approximate Factor Models
- Unit root tests in panel data: asymptotic and finite-sample properties
- Estimating the Dimension of a Model
- Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
- Unit root tests for panel data
- Nonlinear Regressions with Integrated Time Series
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- LONG-RUN STRUCTURAL MODELLING
- Income Variance Dynamics and Heterogeneity
Their papers
- A simple panel unit root test in the presence of cross-section dependence (2007) — 12,062 citations
- Selection of estimation window in the presence of breaks (2007) — 449 citations
- Testing Weak Cross-Sectional Dependence in Large Panels (2012) — 2,633 citations
- Market timing and return prediction under model instability (2002) — 293 citations
- Exploring the International Linkages of the Euro Area: A Global VAR Analysis (2006) — 359 citations
- Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy (2000) — 133 citations
- Econometric Issues in the Analysis of Contagion (2007) — 368 citations
- On the Panel Unit Root Tests Using Nonlinear Instrumental Variables (2003) — 112 citations
- What if the UK or Sweden had joined the Euro in 1999? An empirical evaluation using a global VAR (2007) — 138 citations
- A Decision_Theoretic Approach to Forecast Evaluation (2000) — 153 citations