The pass-through to consumer prices in CIS economies: The role of exchange rates, commodities and other common factors

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

How to do Xtabond2: An Introduction to Difference and System GMM in Stata

David Roodman · The Stata Journal Promoting communications on statistics and Stata · 2009 · 9.4K citations · Full text

Social Sciences, Economics, Econometrics +13

Biases in Dynamic Models with Fixed Effects

Stephen Nickell · Econometrica · 1981 · 8.6K citations

Public Health, Business Economics, Economics +13

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