References

• 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1988Statistical analysis of cointegration vectors17,038 cited
• 2003Testing for unit roots in heterogeneous panels15,333 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
• 1993Finance and Growth: Schumpeter Might Be Right8,651 cited
• 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
• 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
• 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
• 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
• 2007Testing for Error Correction in Panel Data*6,105 cited
• 1999Spurious regression and residual-based tests for cointegration in panel data5,792 cited