References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 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
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
• 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
• 2001Unit root tests for panel data4,109 cited
• 2004Fully modified OLS for heterogeneous cointegrated panels2,721 cited
• 2004The local power of some unit root tests for panel data2,382 cited
• 2001Purchasing Power Parity Tests in Cointegrated Panels2,117 cited
• 2008Oil price shocks and stock markets in the U.S. and 13 European countries1,264 cited
• 2003