References

• 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
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 2000Testing for stationarity in heterogeneous panel data3,003 cited
• 1999Numerical distribution functions of likelihood ratio tests for cointegration2,028 cited
• 1988Testing for Common Trends1,894 cited
• 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
• 1970The essentials of factor analysis1,648 cited
• 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
• 2004Testing for a unit root in panels with dynamic factors939 cited
• 2010Co-Integration and Error-Correction: Representation, Estimation, and Testing489 cited