L. Vanessa Smith

Panel Unit Root Tests in the Presence of a Multifactor Error Structure

Takashi Yamagata, M. Pesaran, Takashi Yamagata, 2008, SSRN Electronic Journal.

What If the UK Had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR

Ron Smith, M. Pesaran, L. Smith, 2005, SSRN Electronic Journal.

Forecasting Economic and Financial Variables with Global VARs

Til Schuermann, M. Pesaran, Til Schuermann, 2007 .

A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices

Natalia Bailey, M. Pesaran, Natalia Bailey, 2014, Journal of Econometrics.