References

• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 2003Testing for unit roots in heterogeneous panels15,333 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 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
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 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
• 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
• 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
• 1999Unit Roots, Cointegration, and Structural Change1,842 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?