US trade and exchange rate volatility: A real sectoral bilateral analysis

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

Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors

Peter Pedroni · Oxford Bulletin of Economics and Statistics · 1999 · 4.6K citations

Social Sciences, Economics, Econometrics +9

Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors

Peter Pedroni · Oxford Bulletin of Economics and Statistics · 1999 · 4.4K citations

Social Sciences, Economics, Econometrics +9

Econometric Issues in the Analysis of Regressions with Generated Regressors

Adrian Pagan · International Economic Review · 1984 · 2.3K citations

Social Sciences, Economics, Econometrics +10

One money, one market: the effect of common currencies on trade

Andrew K. Rose · Economic Policy · 2000 · 1.8K citations

Social Sciences, Economics, Gravity +16