References

• 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
• 1976The arbitrage theory of capital asset pricing7,081 cited
• 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,067 cited
• 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,930 cited
• 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
• 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
• 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
• 1988Testing for Common Trends1,894 cited
• 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
• 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
• 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
• 2009Panel Data Models With Interactive Fixed Effects1,685 cited
• 2004A Simple Panel Unit Root Test in the Presence of Cross Section Dependence1,315 cited
• 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
• 2013Handbook of Economic Forecasting1,216 cited