Demographic change and the labour share of income

Testing for unit roots in heterogeneous panels

Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics · 2003 · 15K citations · Full text

Social Sciences, Economics, Causal Inference +9

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

M. Hashem Pesaran · Journal of Applied Econometrics · 2007 · 12K citations · Full text

Social Sciences, Economics, Econometrics +16

A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

G. S. Maddala, Shaowen Wu · Oxford Bulletin of Economics and Statistics · 1999 · 6.8K citations · Full text

Social Sciences, Business Economics, Economics +11

PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

Peter Pedroni · Econometric Theory · 2004 · 6.5K citations

Social Sciences, Business Economics, Economics +16

Estimating long-run relationships from dynamic heterogeneous panels

M. Hashem Pesaran, Ron Smith · Journal of Econometrics · 1995 · 5.4K citations

Business, Biostatistics, Causal Inference +11