Intra- and international risk-sharing in the short run and the long run

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

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

Estimating Vector Autoregressions with Panel Data

Douglas Holtz‐Eakin, Whitney K. Newey, Harvey S. Rosen · Econometrica · 1988 · 4.3K citations

Social Sciences, Economics, Econometrics +16

Dividend yields and expected stock returns

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations

Business, Economics, Finance +14

Formulation and estimation of dynamic models using panel data

T. W. Anderson, Chêng Hsiao · Journal of Econometrics · 1982 · 2.9K citations

Social Sciences, Economics, Causal Inference +13