TY  - JOUR
TI  - Distribution of the Estimators for Autoregressive Time Series with a Unit Root
AU  - David Alan Dickey
AU  - Wayne Arthur Fuller
JO  - Journal of the American Statistical Association
PY  - 1979
VL  - 74
IS  - 366a
DO  - 10.1080/01621459.1979.10482531
UR  - https://doi.org/10.1080/01621459.1979.10482531
ER  -


TY  - JOUR
TI  - Testing for unit roots in heterogeneous panels
AU  - Kyung So Im
AU  - M. Hashem Pesaran
AU  - Yongcheol Shin
JO  - Journal of Econometrics
PY  - 2003
VL  - 115
IS  - 1
DO  - 10.1016/s0304-4076(03)00092-7
UR  - https://doi.org/10.1016/s0304-4076(03)00092-7
ER  -


TY  - JOUR
TI  - Unit root tests in panel data: asymptotic and finite-sample properties
AU  - Andrew Levin
AU  - Chien‐Fu Lin
AU  - Chia-Shang James Chu
JO  - Journal of Econometrics
PY  - 2002
VL  - 108
IS  - 1
DO  - 10.1016/s0304-4076(01)00098-7
UR  - https://doi.org/10.1016/s0304-4076(01)00098-7
ER  -


TY  - JOUR
TI  - A simple panel unit root test in the presence of cross‐section dependence
AU  - M. Hashem Pesaran
JO  - Journal of Applied Econometrics
PY  - 2007
VL  - 22
IS  - 2
DO  - 10.1002/jae.951
UR  - https://doi.org/10.1002/jae.951
ER  -


TY  - JOUR
TI  - A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
AU  - Gangadharrao S. Maddala
AU  - Shaowen Wu
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1999
VL  - 61
IS  - S1
DO  - 10.1111/1468-0084.0610s1631
UR  - https://doi.org/10.1111/1468-0084.0610s1631
ER  -


TY  - JOUR
TI  - PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
AU  - Peter L. Pedroni
JO  - Econometric Theory
PY  - 2004
VL  - 20
IS  - 03
DO  - 10.1017/s0266466604203073
UR  - https://doi.org/10.1017/s0266466604203073
ER  -


TY  - JOUR
TI  - Testing for Error Correction in Panel Data*
AU  - Joakim Westerlund
JO  - Oxford Bulletin of Economics and Statistics
PY  - 2007
VL  - 69
IS  - 6
DO  - 10.1111/j.1468-0084.2007.00477.x
UR  - https://doi.org/10.1111/j.1468-0084.2007.00477.x
ER  -


TY  - JOUR
TI  - Spurious regression and residual-based tests for cointegration in panel data
AU  - Chihwa D. Kao
JO  - Journal of Econometrics
PY  - 1999
VL  - 90
IS  - 1
DO  - 10.1016/s0304-4076(98)00023-2
UR  - https://doi.org/10.1016/s0304-4076(98)00023-2
ER  -


TY  - JOUR
TI  - Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
AU  - Peter L. Pedroni
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1999
VL  - 61
IS  - s1
DO  - 10.1111/1468-0084.61.s1.14
UR  - https://doi.org/10.1111/1468-0084.61.s1.14
ER  -


TY  - JOUR
TI  - Unit root tests for panel data
AU  - In Ae Choi
JO  - Journal of International Money and Finance
PY  - 2001
VL  - 20
IS  - 2
DO  - 10.1016/s0261-5606(00)00048-6
UR  - https://doi.org/10.1016/s0261-5606(00)00048-6
ER  -


TY  - JOUR
TI  - A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1
AU  - Michael Osterwald‐Lenum
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1992
VL  - 54
IS  - 3
DO  - 10.1111/j.1468-0084.1992.tb00013.x
UR  - https://doi.org/10.1111/j.1468-0084.1992.tb00013.x
ER  -


TY  - JOUR
TI  - Purchasing Power Parity Tests in Cointegrated Panels
AU  - Peter L. Pedroni
JO  - The Review of Economics and Statistics
PY  - 2001
VL  - 83
IS  - 4
DO  - 10.1162/003465301753237803
UR  - https://doi.org/10.1162/003465301753237803
ER  -


TY  - JOUR
TI  - Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
AU  - Serena Ng
AU  - Pierre Perrón
JO  - Journal of the American Statistical Association
PY  - 1995
VL  - 90
IS  - 429
DO  - 10.1080/01621459.1995.10476510
UR  - https://doi.org/10.1080/01621459.1995.10476510
ER  -


TY  - JOUR
TI  - Inference for unit roots in dynamic panels where the time dimension is fixed
AU  - Richard D. F. Harris
AU  - Elias Tzavalis
JO  - Journal of Econometrics
PY  - 1999
VL  - 91
IS  - 2
DO  - 10.1016/s0304-4076(98)00076-1
UR  - https://doi.org/10.1016/s0304-4076(98)00076-1
ER  -


TY  - JOUR
TI  - New Simple Tests for Panel Cointegration
AU  - Joakim Westerlund
JO  - Econometric Reviews
PY  - 2005
VL  - 24
IS  - 3
DO  - 10.1080/07474930500243019
UR  - https://doi.org/10.1080/07474930500243019
ER  -


TY  - JOUR
TI  - Panel cointegration tests of the Fisher effect
AU  - Joakim Westerlund
JO  - Journal of Applied Econometrics
PY  - 2007
VL  - 23
IS  - 2
DO  - 10.1002/jae.967
UR  - https://doi.org/10.1002/jae.967
ER  -


TY  - JOUR
TI  - A panel bootstrap cointegration test
AU  - Joakim Westerlund
AU  - David Edgerton
JO  - Economics Letters
PY  - 2007
VL  - 97
IS  - 3
DO  - 10.1016/j.econlet.2007.03.003
UR  - https://doi.org/10.1016/j.econlet.2007.03.003
ER  -