Unobserved heterogeneity in panel time series models

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

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

Trevor Breusch, A. R. Pagan · The Review of Economic Studies · 1980 · 8.7K citations

Social Sciences, Business Economics, Economics +9

General Diagnostic Tests for Cross Section Dependence in Panels

M. Hashem Pesaran · SSRN Electronic Journal · 2004 · 8.2K citations · Full text

Social Sciences, Economics, Econometrics +16

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

Arnold Zellner · Journal of the American Statistical Association · 1962 · 8.1K citations

Social Sciences, Business Economics, Economics +14

Spurious regression and residual-based tests for cointegration in panel data

Chihwa Kao · Journal of Econometrics · 1999 · 5.7K citations

Social Sciences, Economics, Causal Inference +16