Temperature, rainfall and economic growth in Africa

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 22.7K citations · Full text

Autoregressive Time Series, Regression Estimator, Economics +14

General Diagnostic Tests for Cross Section Dependence in Panels

M. Hashem Pesaran · SSRN Electronic Journal · 2004 · 7.8K citations · Full text

Reliability, Engineering, Software Testing +6

Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

M. Hashem Pesaran, Yongcheol Shin, Ron Smith · Journal of the American Statistical Association · 1999 · 6K citations · Full text

Estimating long-run relationships from dynamic heterogeneous panels

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Heterogeneous Modeling, Knowledge Discovery, Business +6

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

M. Hashem Pesaran · Econometrica · 2006 · 4.6K citations

Unobserved Common Factors, Cross-section Dimension, Engineering +20