References

• 2001Bounds testing approaches to the analysis of level relationships20,339 cited
• 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
• 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
• 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
• 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited
• 1999Threshold effects in non-dynamic panels: Estimation, testing, and inference5,251 cited
• 2000Testing for stationarity in heterogeneous panel data3,003 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 2007The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–20042,533 cited
• 2004On the estimation and inference of a cointegrated regression in panel data1,807 cited
• 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
• 2007Panel cointegration tests of the Fisher effect1,234 cited
• 2007A panel bootstrap cointegration test1,090 cited
• 2003Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*789 cited
• 2005Breaking the panels: An application to the GDP per capita