References

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• 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
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• 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
• 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 2000Testing for stationarity in heterogeneous panel data3,003 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 2004The local power of some unit root tests for panel data2,382 cited
• 1991Asymptotically Efficient Estimation of Cointegration Regressions1,263 cited
• 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
• 2003Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand*789 cited
• 1994International Evidence on Tradables and Nontradables Inflation660 cited