References

• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
• 2003Testing for unit roots in heterogeneous panels15,744 cited
• 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1980AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING3,412 cited
• 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS2,936 cited
• 1981Fractional Differencing2,760 cited
• 1996Long memory processes and fractional integration in econometrics1,879 cited
• 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
• 1995Log-Periodogram Regression of Time Series with Long Range Dependence1,224 cited
• 1991Is the Fisher Effect for Real? A Reexamination of the Relationship Between Inflation and Interest Rates439 cited
• 1992Is the Fisher effect for real?423 cited
• 1999Persistence in International Inflation Rates125 cited
• 2001Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator