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Second Generation Panel Unit Root Tests

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References

1988Statistical analysis of cointegration vectors17,038 cited
2003Testing for unit roots in heterogeneous panels15,333 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
2003Analysis of Panel Data7,858 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
1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
2002Determining the Number of Factors in Approximate Factor Models4,110 cited
2001Unit root tests for panel data4,109 cited
2000Testing for stationarity in heterogeneous panel data3,003 cited
1988Testing for Common Trends1,894 cited
2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
1999Inference for unit roots in dynamic panels where the time dimension is fixed1,446 cited
1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
2002

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Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence

1,265 cited

Cited by

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