Natural resources commodity prices volatility, economic performance and environment: Evaluating the role of oil rents

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations

Natural Sciences, Biostatistics, Statistics +4

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

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

Testing for Granger non-causality in heterogeneous panels

Elena-Ivona Dumitrescu, Christophe Hurlin · Economic Modelling · 2012 · 5.6K citations

Social Sciences, Economics, Causal Inference +12

Testing slope homogeneity in large panels

M. Hashem Pesaran, Takashi Yamagata · Journal of Econometrics · 2007 · 5.6K citations · Full text

Engineering, Civil Engineering, Geotechnical Engineering +7