References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1996The Purchasing Power Parity Puzzle2,939 cited
• 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
• 1995How Wide is the Border?1,059 cited
• 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
• 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
• 1988Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period825 cited
• 1998The behavior of real exchange rates during the post-Bretton Woods period824 cited
• 2005Exchange Rates and Fundamentals808 cited
• 1990