References

• 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
• 1988Testing for a Unit Root in Time Series Regression19,420 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
• 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
• 1992Efficient Tests for an Autoregressive Unit Root4,279 cited
• 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
• 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
• 1988Dividend yields and expected stock returns3,574 cited
• 1985Dividend Policy under Asymmetric Information3,459 cited
• 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
• 1979Imperfect Information, Dividend Policy, and "The Bird in the Hand" Fallacy2,809 cited
• 1988Stock Prices, Earnings and Expected Dividends2,656 cited
• 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors