References

• 1988Testing for a Unit Root in Time Series Regression19,288 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
• 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
• 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
• 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
• 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
• 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
• 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
• 1998The overvaluation of purchasing power parity1,208 cited
• 2004Testing for a unit root in panels with dynamic factors939 cited
• 1996Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties590 cited
• 2002Nonlinear IV unit root tests in panels with cross-sectional dependency