Testing slope homogeneity in large panels

Specification Tests in Econometrics

Jerry A. Hausman · Econometrica · 1978 · 18.4K citations

Social Sciences, Economics, Causal Inference +15

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

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

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

M. Hashem Pesaran · Econometrica · 2006 · 4.8K citations

Social Sciences, Biostatistics, Economics +17

Efficient Inference in a Random Coefficient Regression Model

P. A. V. B. Swamy · Econometrica · 1970 · 2.2K citations

Natural Sciences, Biostatistics, Econometrics +16