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On PPP, unit roots and panels

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References

1988Testing for a Unit Root in Time Series Regression19,288 cited
2003Testing for unit roots in heterogeneous panels15,333 cited
2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
1996Efficient Tests for an Autoregressive Unit Root5,637 cited
1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
2002Determining the Number of Factors in Approximate Factor Models4,110 cited
2001Unit root tests for panel data4,109 cited
1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
2000Testing for stationarity in heterogeneous panel data3,003 cited
2004The local power of some unit root tests for panel data2,382 cited
1988Testing for Common Trends1,894 cited
2004A PANIC Attack on Unit Roots and Cointegration1,890 cited

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1998

The overvaluation of purchasing power parity

1,208 cited

Cited by

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2014Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis13 cited
2009The Balassa–Samuelson Hypothesis in Developed Countries and Emerging Market Economies: Different Outcomes Explained13 cited