D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 100 Citations 69,580 274 World Ranking 40 National Ranking 32

Research.com Recognitions

Awards & Achievements

1989 - Fellows of the Econometric Society

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Econometrics
  • Normal distribution

His primary scientific interests are in Econometrics, Statistics, Monte Carlo method, Unit root and Estimator. His work on Cointegration and Panel data as part of general Econometrics study is frequently linked to Interdependence, bridging the gap between disciplines. His study on Regression analysis, Asymptotic distribution, Regression and Test statistic is often connected to Cross section as part of broader study in Statistics.

His Asymptotic distribution research is multidisciplinary, incorporating perspectives in Score test, Power function and Variables. He combines subjects such as Range, Principal component analysis, Mathematical analysis and Autocorrelation with his study of Monte Carlo method. The concepts of his Unit root study are interwoven with issues in Statistical hypothesis testing, Series and Unit root test.

His most cited work include:

  • Testing for unit roots in heterogeneous panels (8188 citations)
  • Bounds testing approaches to the analysis of level relationships (7642 citations)
  • A simple panel unit root test in the presence of cross-section dependence (3419 citations)

What are the main themes of his work throughout his whole career to date?

M. Hashem Pesaran mainly investigates Econometrics, Monte Carlo method, Estimator, Statistics and Panel data. His Volatility study in the realm of Econometrics connects with subjects such as Context. His Monte Carlo method research integrates issues from Asymptotic distribution, Factor analysis, Applied mathematics and Autoregressive model.

The study incorporates disciplines such as Heteroscedasticity and Variables in addition to Estimator. His work on Unit root, Autocorrelation and Statistical hypothesis testing as part of general Statistics research is often related to Cross section, thus linking different fields of science. M. Hashem Pesaran has researched Unit root in several fields, including Cointegration and Unit root test.

He most often published in these fields:

  • Econometrics (91.02%)
  • Monte Carlo method (42.96%)
  • Estimator (35.39%)

What were the highlights of his more recent work (between 2015-2021)?

  • Econometrics (91.02%)
  • Estimator (35.39%)
  • Monte Carlo method (42.96%)

In recent papers he was focusing on the following fields of study:

His primary areas of study are Econometrics, Estimator, Monte Carlo method, Panel data and Applied mathematics. His research integrates issues of Multiple comparisons problem and Estimation in his study of Econometrics. His study in the field of Asymptotic distribution also crosses realms of Dimension.

His Asymptotic distribution study incorporates themes from Proxy, Null hypothesis and Consistency. His Monte Carlo method research is within the category of Statistics. His work investigates the relationship between Panel data and topics such as Demographic economics that intersect with problems in Economic sector.

Between 2015 and 2021, his most popular works were:

  • Multivariate Rational Expectations Models and Macroeconometric Modeling: A Review and Some New Results (119 citations)
  • General Diagnostic Tests for Cross Section Dependence in Panels (92 citations)
  • General Diagnostic Tests for Cross Section Dependence in Panels (92 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Normal distribution
  • Econometrics

His main research concerns Estimator, Monte Carlo method, Econometrics, Applied mathematics and Degree. His research in Estimator intersects with topics in Inference, Power law and Dominance. His Monte Carlo method research includes themes of Sample size determination, Random variable, Collinearity, Shape parameter and Extremum estimator.

His Econometrics study combines topics from a wide range of disciplines, such as Multiple comparisons problem and Principal component analysis. His studies deal with areas such as Covariance matrix, Asymptotic distribution, Bayesian probability and Exponential function as well as Applied mathematics. His work carried out in the field of Asymptotic distribution brings together such families of science as Score test, Variables, Spatial dependence and Autoregressive model.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Bounds testing approaches to the analysis of level relationships

M. Hashem Pesaran;Yongcheol Shin;Richard J. Smith.
Journal of Applied Econometrics (2001)

15103 Citations

Testing for unit roots in heterogeneous panels

Kyung So Im;M.Hashem Pesaran;Yongcheol Shin.
Journal of Econometrics (2003)

14886 Citations

An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis

M. Hashem Pesaran;Yongcheol Shin.
Research Papers in Economics (1999)

6479 Citations

A simple panel unit root test in the presence of cross-section dependence

M. Hashem Pesaran.
Journal of Applied Econometrics (2007)

5816 Citations

Estimating long-run relationships from dynamic heterogeneous panels☆

M.Hashem Pesaran;Ron Smith.
Journal of Econometrics (1995)

4549 Citations

Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

M. Hashem Pesaran;Yongcheol Shin;Ron P. Smith.
Journal of the American Statistical Association (1999)

4288 Citations

General Diagnostic Tests for Cross Section Dependence in Panels

M. Hashem Pesaran;M. Hashem Pesaran.
Social Science Research Network (2004)

3773 Citations

Impulse response analysis in nonlinear multivariate models

Gary Koop;M.Hashem Pesaran;Simon M. Potter.
Journal of Econometrics (1996)

3718 Citations

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

M. Hashem Pesaran.
Econometrica (2006)

3180 Citations

Working with Microfit 4.0 : interactive econometric analysis

M. Hashem Pesaran;Bahram Pesaran.
(1997)

1570 Citations

Best Scientists Citing M. Hashem Pesaran

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Profile was last updated on December 6th, 2021.
Research.com Ranking is based on data retrieved from the Microsoft Academic Graph (MAG).
The ranking d-index is inferred from publications deemed to belong to the considered discipline.

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