References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 2003Testing for unit roots in heterogeneous panels15,333 cited
• 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 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
• 1987Cointegration and Tests of Present Value Models2,160 cited
• 1991IS THE BUDGET DEFICIT “TOO LARGE?”738 cited
• 1992The Emerging U.S. Current Account Deficit in the 1980s: A Cointegration Analysis319 cited
• 1995International Capital Mobility Amongst the Major Industrialised Countries: Too Little or Too Much?282 cited
• 2002A Century of Current Account Dynamics238 cited
• 2001Misleading Inferences from Panel Unit‐Root Tests with an Illustration from Purchasing Power Parity222 cited
• 2000Interest Rates, Exchange Rates and Present Value Models of the Current Account196 cited
• 2003On the sustainability of current account deficits: evidence from four ASEAN countries140 cited
• 2000