References

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• 2007A simple panel unit root test in the presence of cross‐section dependence13,768 cited
• 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
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• 1995Statistical inference in vector autoregressions with possibly integrated processes6,202 cited
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• 1992Convergence4,340 cited
• 2000Testing for stationarity in heterogeneous panel data3,066 cited
• 2008A bias-adjusted LM test of error cross-section independence2,607 cited
• 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
• 2004A PANIC Attack on Unit Roots and Cointegration1,933 cited
• 2003What have We Learnt from the Convergence Debate?1,089 cited
• 1994Interpreting Tests of the Convergence Hypothesis1,084 cited
• 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks895 cited
• 1990Purchasing Power Parity in the Long Run808 cited