References

• 1988Statistical analysis of cointegration vectors17,038 cited
• 2007Testing for Error Correction in Panel Data*6,105 cited
• 1994Automatic Lag Selection in Covariance Matrix Estimation3,242 cited
• 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
• 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
• 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
• 1995Estimation of Common Long-Memory Components in Cointegrated Systems1,313 cited
• 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
• 2004Testing for a unit root in panels with dynamic factors939 cited
• 2008Unit Roots and Cointegration in Panels758 cited
• 1994Testing for an unstable root in conditional and structural error correction models592 cited
• 1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag502 cited
• 1995Automatic Lag Selection in Covariance Matrix Estimation481 cited
• 2004Some cautions on the use of panel methods for integrated series of macroeconomic data415 cited
• 1992Testing Long Run Neutrality