TY  - JOUR
TI  - Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
AU  - M. Hashem Pesaran
JO  - Econometrica
PY  - 2006
VL  - 74
IS  - 4
DO  - 10.1111/j.1468-0262.2006.00692.x
UR  - https://doi.org/10.1111/j.1468-0262.2006.00692.x
ER  -


TY  - JOUR
TI  - Testing for unit roots in heterogeneous panels
AU  - Kyung So Im
AU  - M. Hashem Pesaran
AU  - Yongcheol Shin
JO  - Journal of Econometrics
PY  - 2003
VL  - 115
IS  - 1
DO  - 10.1016/s0304-4076(03)00092-7
UR  - https://doi.org/10.1016/s0304-4076(03)00092-7
ER  -


TY  - JOUR
TI  - Testing for Granger non-causality in heterogeneous panels
AU  - Elena-Ivona Dumitrescu
AU  - Christophe Hurlin
JO  - Economic Modelling
PY  - 2012
VL  - 29
IS  - 4
DO  - 10.1016/j.econmod.2012.02.014
UR  - https://doi.org/10.1016/j.econmod.2012.02.014
ER  -


TY  - JOUR
TI  - Estimating long-run relationships from dynamic heterogeneous panels
AU  - M. Hashem Pesaran
AU  - Ron P Smith
JO  - Journal of Econometrics
PY  - 1995
VL  - 68
IS  - 1
DO  - 10.1016/0304-4076(94)01644-f
UR  - https://doi.org/10.1016/0304-4076(94)01644-f
ER  -


TY  - JOUR
TI  - Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
AU  - Peter L. Pedroni
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1999
VL  - 61
IS  - s1
DO  - 10.1111/1468-0084.61.s1.14
UR  - https://doi.org/10.1111/1468-0084.61.s1.14
ER  -


TY  - JOUR
TI  - Testing for stationarity in heterogeneous panel data
AU  - Kaddour Hadri
JO  - Econometrics Journal
PY  - 2000
VL  - 3
IS  - 2
DO  - 10.1111/1368-423x.00043
UR  - https://doi.org/10.1111/1368-423x.00043
ER  -


TY  - JOUR
TI  - Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
AU  - Alexander Chudík
AU  - M. Hashem Pesaran
JO  - Journal of Econometrics
PY  - 2015
VL  - 188
IS  - 2
DO  - 10.1016/j.jeconom.2015.03.007
UR  - https://doi.org/10.1016/j.jeconom.2015.03.007
ER  -