References

• 2003Testing for unit roots in heterogeneous panels15,333 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
• 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 2004Fully modified OLS for heterogeneous cointegrated panels2,721 cited
• 2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
• 2004On the estimation and inference of a cointegrated regression in panel data1,807 cited
• 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
• 1994Exploiting cross-section variation for unit root inference in dynamic data421 cited
• 2004Some cautions on the use of panel methods for integrated series of macroeconomic data415 cited
• 2005Testing for PPP: Should We Use Panel Methods?311 cited
• 1999International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration253 cited