References

• 2003Testing for unit roots in heterogeneous panels15,333 cited
• 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
• 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
• 1988Estimating Vector Autoregressions with Panel Data4,242 cited
• 1988Dividend yields and expected stock returns3,574 cited
• 1982Formulation and estimation of dynamic models using panel data2,852 cited
• 1980Domestic Saving and International Capital Flows2,767 cited
• 1991Investor Diversification and International Equity Markets2,542 cited
• 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’2,308 cited
• 1988Testing for Common Trends1,894 cited
• 1992International Real Business Cycles1,842 cited
• 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
• 1987Models of business cycles1,509 cited
• 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
• 1995Home bias and high turnover1,245 cited