References

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• 2003Testing for unit roots in heterogeneous panels15,333 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
• 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
• 1983Staggered prices in a utility-maximizing framework7,892 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
• 1982Trends and random walks in macroeconmic time series4,670 cited
• 1996Staggered Prices in a Utility-Maximizing Framework4,369 cited
• 2000Testing for stationarity in heterogeneous panel data3,003 cited
• 1956The monetary dynamics of hyperinflation1,734 cited
• 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
• 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited