Dutch disease, real effective exchange rate misalignments and their effect on GDP growth in EU

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

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

PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

Peter Pedroni · Econometric Theory · 2004 · 6.5K citations

Social Sciences, Business Economics, Economics +16

Testing for Error Correction in Panel Data*

Joakim Westerlund · Oxford Bulletin of Economics and Statistics · 2007 · 5.7K citations

Social Sciences, Economics, Causal Inference +15