References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 1988Testing for a Unit Root in Time Series Regression19,288 cited
• 2003Testing for unit roots in heterogeneous panels15,333 cited
• 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
• 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
• 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 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
• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 1987Time Series Regression with a Unit Root2,821 cited
• 1988Trends and random walks in macroeconomic time series2,433 cited
• 1991Optimal Inference in Cointegrated Systems1,110 cited
• 1986On the Theory of Testing for Unit Roots in Observed Time Series612 cited
• 1988Asymptotic Normality, When Regressors Have a Unit Root