this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 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
- 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
- 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
- 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
- 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
- 2000Testing for stationarity in heterogeneous panel data3,003 cited
- 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
- 2004The local power of some unit root tests for panel data2,382 cited
- 1996Long memory processes and fractional integration in econometrics1,879 cited
- 1956The monetary dynamics of hyperinflation1,734 cited
- 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
- 1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
- 1995
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work