Tax structure and macroeconomic performance

Specification Tests in Econometrics

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

Social Sciences, Economics, Causal Inference +15

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

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

Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

M. Hashem Pesaran, Yongcheol Shin, Ron Smith · Journal of the American Statistical Association · 1999 · 6.3K citations · Full text

Social Sciences, Economics, Development Economics +13

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