M. Hashem Pesaran

436 papers receiving 87.0k citations

Hit Papers

Bounds testing approaches to the analysis of level relati...1995202620052015200120032007200419994.0k8.0k12.0k

Peers

M. Hashem Pesaran
Comparison fields: 5 of 173
  • Economics and Econometrics 79.0k
  • General Economics, Econometrics and Finance 31.7k
  • Renewable Energy, Sustainability and the Environment 20.5k
  • Finance 16.5k
  • Environmental Engineering 8.2k
Replace Yongcheol Shin with:
Yongcheol Shin United Kingdom
Peter C.B. Phillips United States
Robert F. Engle United States
Pierre Perrón United States
Søren Johansen Denmark
Muhammad Shahbaz Pakistan
Paresh Kumar Narayan Australia
Chien‐Chiang Lee China
James H. Stock United States
Stephen Bond United Kingdom
M. Hashem Pesaran relative to Yongcheol Shin United Kingdom Yongcheol Shin's profile →
Citations per field
00.5×5.8×
Yongcheol Shin · 1×
Citations per year

Countries citing papers authored by M. Hashem Pesaran

Since Specialization
Citations

This map shows the geographic impact of M. Hashem Pesaran's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by M. Hashem Pesaran with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites M. Hashem Pesaran more than expected).

Fields of papers citing papers by M. Hashem Pesaran

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by M. Hashem Pesaran. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by M. Hashem Pesaran. The network helps show where M. Hashem Pesaran may publish in the future.

Co-authorship network of co-authors of M. Hashem Pesaran

This figure shows the co-authorship network connecting the top 25 collaborators of M. Hashem Pesaran. A scholar is included among the top collaborators of M. Hashem Pesaran based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with M. Hashem Pesaran. M. Hashem Pesaran is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 0
2 13
3 2
4 6
5 2
6 4
7
The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models
1
8 3
9
Land Use Regulations, Migration and Rising House Price Dispersion in the U.S.
0
10
Beyond the DSGE straitjacket
20
11 48
12
Time series econometrics using Microfit 5.0
148
13
MICROFIT 5.0 Windows Commercial Single User
3
14
General Diagnostic Tests for Cross Section Dependence in Panelsbreakdown →
5872
15
Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks
16
16
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments
1
17
Working with Microfit 4.0 : interactive econometric analysisbreakdown →
1063
18
Economic Reform and the Reconstruction of the Iranian Economy
24
19
Estimating long-run relationships from dynamic heterogeneous panelsbreakdown →
3798
20
A Duration Model of Irreversible Oil Investment: Theory and Empirical Evidence
4

About M. Hashem Pesaran

M. Hashem Pesaran is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance, having authored 455 papers that have together received 93.9k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (207 papers), Spatial and Panel Data Analysis (93 papers) and Market Dynamics and Volatility (80 papers). The work is most often cited by research in General Economics, Econometrics and Finance (31.7k citations), Economics and Econometrics (79.0k citations) and Finance (16.5k citations). M. Hashem Pesaran has collaborated with scholars based in United States, United Kingdom and Australia. Frequent co-authors include Yongcheol Shin, Richard J. Smith, Ron Smith, Kyung So Im, Takashi Yamagata, Alexander Chudík, Allan Timmermann, Simon Potter, Gary Koop and Bahram Pesaran. Their work appears in journals such as The Journal of Finance, Journal of the American Statistical Association and The Quarterly Journal of Economics.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact

Rankless by CCL
2026