Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors A Chudik, MH Pesaran Journal of econometrics 188 (2), 393-420, 2015 | 1914 | 2015 |
Weak and strong cross‐section dependence and estimation of large panels A Chudik, MH Pesaran, E Tosetti The Econometrics Journal 14 (1), C45-C90, 2011 | 749 | 2011 |
Is there a debt-threshold effect on output growth? A Chudik, K Mohaddes, MH Pesaran, M Raissi Review of Economics and Statistics 99 (1), 135-150, 2017 | 579 | 2017 |
Large panel data models with cross-sectional dependence: a survey A Chudik, MH Pesaran CAFE Research Paper, 2013 | 573 | 2013 |
Long-run effects in large heterogeneous panel data models with cross-sectionally correlated errors A Chudik, K Mohaddes, MH Pesaran, M Raissi Essays in Honor of man Ullah, 85-135, 2016 | 413 | 2016 |
Identifying the global transmission of the 2007–2009 financial crisis in a GVAR model A Chudik, M Fratzscher European Economic Review 55 (3), 325-339, 2011 | 322 | 2011 |
Theory and practice of GVAR modelling A Chudik, MH Pesaran Journal of Economic Surveys 30 (1), 165-197, 2016 | 290 | 2016 |
Infinite-dimensional VARs and factor models A Chudik, MH Pesaran Journal of Econometrics 163 (1), 4-22, 2011 | 196 | 2011 |
Debt, inflation and growth: robust estimation of long-run effects in dynamic panel data models A Chudik, K Mohaddes, MH Pesaran, M Raissi Cafe research paper, 2013 | 180 | 2013 |
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model A Chudik, K Mohaddes, MH Pesaran, M Raissi, A Rebucci Journal of International Money and Finance 119, 102477, 2021 | 150 | 2021 |
Thousands of models, one story: Current account imbalances in the global economy M Ca’Zorzi, A Chudik, A Dieppe Journal of International Money and Finance 31 (6), 1319-1338, 2012 | 146 | 2012 |
Modelling global trade flows: results from a GVAR model M Bussière, A Chudik, G Sestieri ECB Working Paper, 2009 | 139 | 2009 |
Econometric analysis of high dimensional VARs featuring a dominant unit A Chudik, MH Pesaran Econometric Reviews 32 (5-6), 592-649, 2013 | 127 | 2013 |
Voluntary and mandatory social distancing: Evidence on COVID-19 exposure rates from Chinese provinces and selected countries A Chudik, MH Pesaran, A Rebucci National Bureau of Economic Research, 2020 | 126 | 2020 |
Economic consequences of Covid-19: A counterfactual multi-country analysis A Chudik, K Mohaddes, MH Pesaran, M Raissi, A Rebucci Center for Economic and Policy Research, 2020 | 104 | 2020 |
Methodological advances in the assessment of equilibrium exchange rates M Bussière, M Ca’Zorzi, A Chudík, A Dieppe ECB Working paper, 2010 | 104 | 2010 |
Covid-19 fiscal support and its effectiveness A Chudik, K Mohaddes, M Raissi Economics Letters 205, 109939, 2021 | 84 | 2021 |
A one covariate at a time, multiple testing approach to variable selection in high‐dimensional linear regression models A Chudik, G Kapetanios, MH Pesaran Econometrica 86 (4), 1479-1512, 2018 | 71 | 2018 |
Aggregation in large dynamic panels MH Pesaran, A Chudik Journal of Econometrics 178, 273-285, 2014 | 68 | 2014 |
Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors A Chudik, MH Pesaran, JC Yang Journal of Applied Econometrics 33 (6), 816-836, 2018 | 65 | 2018 |