this work references cited by second hopReferences
- 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
- 1982Trends and random walks in macroeconmic time series4,670 cited
- 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
- 2000Testing for stationarity in heterogeneous panel data3,003 cited
- 1988Trends and random walks in macroeconomic time series2,433 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
- 2000What is an Oil Shock?2,194 cited
- 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
- 1997Multiple Trend Breaks and the Unit-Root Hypothesis
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work