@article{PesaranSmith1995,
  author = {Pesaran, M. Hashem and Smith, Ron},
  title = {Estimating long-run relationships from dynamic heterogeneous panels},
  journal = {Journal of Econometrics},
  year = {1995},
  volume = {68},
  number = {1},
  pages = {79--113}
}

@article{Pesaran2006,
  author = {Pesaran, M. Hashem},
  title = {Estimation and inference in large heterogeneous panels with multifactor error structure},
  journal = {Econometrica},
  year = {2006},
  volume = {74},
  number = {4},
  pages = {967--1012}
}

@article{ChudikPesaran2015a,
  author = {Chudik, Alexander and Pesaran, M. Hashem},
  title = {Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors},
  journal = {Journal of Econometrics},
  year = {2015},
  volume = {188},
  number = {2},
  pages = {393--420}
}

@article{ChudikPesaran2013,
  author = {Chudik, Alexander and Pesaran, M. Hashem},
  title = {Large panel data models with cross-sectional dependence: A survey},
  journal = {Federal Reserve Bank of Dallas},
  type = {Globalization Institute Working Papers},
  number = {153},
  year = {2013}
}

@article{Ditzen2018,
  author = {Ditzen, Jan},
  title = {Estimating dynamic common-correlated effects in STATA},
  journal = {The STATA Journal},
  year = {2018},
  volume = {18},
  number = {3},
  pages = {585--617},
  doi = {10.1177/1536867X1801800306}
}

@article{FanLiaoYao2015,
  author = {Fan, Jianqing and Liao, Yuan and Yao, Jianfeng},
  title = {Power Enhancement in High-Dimensional Cross-Section Tests},
  journal = {Econometrica},
  year = {2015},
  volume = {83},
  number = {4},
  pages = {1497--1541}
}

@article{Pesaran2007,
  author = {Pesaran, M. Hashem},
  title = {A simple unit root test in the presence of cross-section dependence},
  journal = {Journal of Applied Econometrics},
  year = {2007},
  volume = {22},
  number = {2},
  pages = {265--312}
}

@article{Pesaran2015,
  author = {Pesaran, M. Hashem},
  title = {Testing weak cross-sectional dependence in large panels},
  journal = {Econometric Reviews},
  year = {2015},
  volume = {34},
  number = {6-10},
  pages = {1089--1117}
}

@article{Pesaran2021,
  author = {Pesaran, M. Hashem},
  title = {General diagnostic tests for cross-sectional dependence in panels},
  journal = {Empirical Economics},
  year = {2021},
  volume = {60},
  number = {1},
  pages = {13--50}
}

@article{JuodisReese2021,
  author = {Juodis, Artūras and Reese, Søren},
  title = {The incidental parameters problem in testing for remaining cross-sectional correlation},
  journal = {Journal of Business and Economic Statistics},
  year = {2021},
  volume = {40},
  number = {3},
  pages = {1191--1203}
}

@article{PesaranXie2021,
  author = {Pesaran, M. Hashem and Xie, Yue},
  title = {A bias-corrected CD test for error cross-sectional dependence in panel models},
  journal = {Econometric Reviews},
  year = {2021},
  volume = {41},
  number = {6},
  pages = {649--677}
}
