TY  - JOUR
TI  - Co-Integration and Error Correction: Representation, Estimation, and Testing
AU  - Robert F. Engle
AU  - C. W. J. Granger
JO  - Econometrica
PY  - 1987
VL  - 55
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TY  - JOUR
TI  - Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
AU  - Soren Johansen
JO  - Econometrica
PY  - 1991
VL  - 59
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UR  - https://doi.org/10.2307/2938278
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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
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TY  - JOUR
TI  - Testing for a unit root in time series regression
AU  - Peter C.B. Phillips
AU  - Pierre Perrón
JO  - Biometrika
PY  - 1988
VL  - 75
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TY  - JOUR
TI  - Statistical analysis of cointegration vectors
AU  - Søren Johansen
JO  - Journal of Economic Dynamics and Control
PY  - 1988
VL  - 12
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DO  - 10.1016/0165-1889(88)90041-3
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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
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VL  - 115
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TY  - JOUR
TI  - Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
AU  - David Alan Dickey
AU  - Wayne Arthur Fuller
JO  - Econometrica
PY  - 1981
VL  - 49
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TY  - JOUR
TI  - MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
AU  - Søren Johansen
AU  - Katarina Jusélius
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1990
VL  - 52
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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
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DO  - 10.1016/s0304-4076(01)00098-7
UR  - https://doi.org/10.1016/s0304-4076(01)00098-7
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TY  - JOUR
TI  - Testing the null hypothesis of stationarity against the alternative of a unit root
AU  - Denis Kwiatkowski
AU  - Peter C.B. Phillips
AU  - Peter Schmidt
AU  - Yongcheol Shin
JO  - Journal of Econometrics
PY  - 1992
VL  - 54
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DO  - 10.1016/0304-4076(92)90104-y
UR  - https://doi.org/10.1016/0304-4076(92)90104-y
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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
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UR  - https://doi.org/10.1002/jae.951
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TY  - JOUR
TI  - The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
AU  - Pierre Perrón
JO  - Econometrica
PY  - 1989
VL  - 57
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UR  - https://doi.org/10.2307/1913712
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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
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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
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DO  - 10.1016/s0304-4076(98)00023-2
UR  - https://doi.org/10.1016/s0304-4076(98)00023-2
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TY  - JOUR
TI  - Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
AU  - Eric W. Zivot
AU  - Donald W. K. Andrews
JO  - Journal of Business and Economic Statistics
PY  - 2002
VL  - 20
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DO  - 10.1198/073500102753410372
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TY  - JOUR
TI  - Efficient Tests for an Autoregressive Unit Root
AU  - Graham Elliott
AU  - Thomas J. Rothenberg
AU  - James H. Stock
JO  - Econometrica
PY  - 1996
VL  - 64
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UR  - https://doi.org/10.2307/2171846
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TY  - JOUR
TI  - A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
AU  - James H. Stock
AU  - Mark W. Watson
JO  - Econometrica
PY  - 1993
VL  - 61
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DO  - 10.2307/2951763
UR  - https://doi.org/10.2307/2951763
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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
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DO  - 10.1111/1468-0084.61.s1.14
UR  - https://doi.org/10.1111/1468-0084.61.s1.14
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TY  - JOUR
TI  - Unit root tests for panel data
AU  - In Ae Choi
JO  - Journal of International Money and Finance
PY  - 2001
VL  - 20
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DO  - 10.1016/s0261-5606(00)00048-6
UR  - https://doi.org/10.1016/s0261-5606(00)00048-6
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TY  - JOUR
TI  - LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
AU  - Serena Ng
AU  - Pierre Perrón
JO  - Econometrica
PY  - 2001
VL  - 69
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DO  - 10.1111/1468-0262.00256
UR  - https://doi.org/10.1111/1468-0262.00256
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TY  - JOUR
TI  - The saving and investment nexus for China: evidence from cointegration tests
AU  - Paresh Kumar Narayan
JO  - Applied Economics
PY  - 2005
VL  - 37
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UR  - https://doi.org/10.1080/00036840500278103
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TY  - JOUR
TI  - Testing for unit roots in autoregressive-moving average models of unknown order
AU  - Saïd E. Saïd
AU  - David Alan Dickey
JO  - Biometrika
PY  - 1984
VL  - 71
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TY  - JOUR
TI  - Numerical distribution functions for unit root and cointegration tests
AU  - James G. MacKinnon
JO  - Journal of Applied Econometrics
PY  - 1996
VL  - 11
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DO  - 10.1002/(sici)1099-1255(199611)11:6<601::aid-jae417>3.0.co;2-t
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TY  - JOUR
TI  - Time Series Regression with a Unit Root
AU  - P. C. B. Phillips
JO  - Econometrica
PY  - 1987
VL  - 55
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UR  - https://doi.org/10.2307/1913237
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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
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DO  - 10.1111/j.1468-0084.1992.tb00013.x
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TY  - JOUR
TI  - Inference in Linear Time Series Models with some Unit Roots
AU  - Christopher A. Sims
AU  - James H. Stock
AU  - Mark W. Watson
JO  - Econometrica
PY  - 1990
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TY  - JOUR
TI  - DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES
AU  - Clive W. J. Granger
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1986
VL  - 48
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DO  - 10.1111/j.1468-0084.1986.mp48003002.x
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TY  - JOUR
TI  - Residual-based tests for cointegration in models with regime shifts
AU  - Allan W. Gregory
AU  - Bruce E. Hansen
JO  - Journal of Econometrics
PY  - 1996
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TY  - JOUR
TI  - Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks
AU  - Junsoo Lee
AU  - Mark C. Strazicich
JO  - The Review of Economics and Statistics
PY  - 2003
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TY  - JOUR
TI  - Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
AU  - Anindya Banerjee
AU  - Juan J. Dolado
AU  - Ricardo Mestre
JO  - Journal of Time Series Analysis
PY  - 1998
VL  - 19
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TY  - JOUR
TI  - Cointegration and Tests of Present Value Models
AU  - John Y. Campbell
AU  - Robert J. Shiller
JO  - Journal of Political Economy
PY  - 1987
VL  - 95
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DO  - 10.1086/261502
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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
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DO  - 10.1162/003465301753237803
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TY  - JOUR
TI  - Numerical distribution functions of likelihood ratio tests for cointegration
AU  - James G. MacKinnon
AU  - Alfred A. Haug
AU  - Leo Michelis
JO  - Journal of Applied Econometrics
PY  - 1999
VL  - 14
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TY  - JOUR
TI  - Asymptotic Properties of Residual Based Tests for Cointegration
AU  - P. C. B. Phillips
AU  - Sam Ouliaris
JO  - Econometrica
PY  - 1990
VL  - 58
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DO  - 10.2307/2938339
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TY  - JOUR
TI  - A PANIC Attack on Unit Roots and Cointegration
AU  - Jushan Bai
AU  - Serena Ng
JO  - Econometrica
PY  - 2004
VL  - 72
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DO  - 10.1111/j.1468-0262.2004.00528.x
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TY  - JOUR
TI  - Forecasting and testing in co-integrated systems
AU  - Robert F. Engle
AU  - Byung Sam Yoo
JO  - Journal of Econometrics
PY  - 1987
VL  - 35
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DO  - 10.1016/0304-4076(87)90085-6
UR  - https://doi.org/10.1016/0304-4076(87)90085-6
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TY  - JOUR
TI  - Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
AU  - Søren Johansen
AU  - Katarina Jusélius
JO  - Journal of Econometrics
PY  - 1992
VL  - 53
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DO  - 10.1016/0304-4076(92)90086-7
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TY  - JOUR
TI  - Testing for a unit root in the nonlinear STAR framework
AU  - George Kapetanios
AU  - Yongcheol Shin
AU  - Andy Snell
JO  - Journal of Econometrics
PY  - 2002
VL  - 112
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DO  - 10.1016/s0304-4076(02)00202-6
UR  - https://doi.org/10.1016/s0304-4076(02)00202-6
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TY  - JOUR
TI  - Multiple Trend Breaks and the Unit-Root Hypothesis
AU  - Robin L. Lumsdaine
AU  - David H. Papell
JO  - The Review of Economics and Statistics
PY  - 1997
VL  - 79
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DO  - 10.1162/003465397556791
UR  - https://doi.org/10.1162/003465397556791
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TY  - JOUR
TI  - Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
AU  - James H. Stock
JO  - Econometrica
PY  - 1987
VL  - 55
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DO  - 10.2307/1911260
UR  - https://doi.org/10.2307/1911260
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TY  - JOUR
TI  - Seasonal integration and cointegration
AU  - Svend Hylleberg
AU  - Robert F. Engle
AU  - C.W.J. Granger
AU  - B.S. Yoo
JO  - Journal of Econometrics
PY  - 1990
VL  - 44
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DO  - 10.1016/0304-4076(90)90080-d
UR  - https://doi.org/10.1016/0304-4076(90)90080-d
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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
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DO  - 10.1080/01621459.1995.10476510
UR  - https://doi.org/10.1080/01621459.1995.10476510
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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
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DO  - 10.1016/s0304-4076(98)00076-1
UR  - https://doi.org/10.1016/s0304-4076(98)00076-1
ER  -


TY  - JOUR
TI  - Canonical Cointegrating Regressions
AU  - Joon‐Young Park
JO  - Econometrica
PY  - 1992
VL  - 60
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DO  - 10.2307/2951679
UR  - https://doi.org/10.2307/2951679
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TY  - JOUR
TI  - Estimation of Common Long-Memory Components in Cointegrated Systems
AU  - Jesús Gonzalo
AU  - Clive W. J. Granger
JO  - Journal of Business and Economic Statistics
PY  - 1995
VL  - 13
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DO  - 10.1080/07350015.1995.10524576
UR  - https://doi.org/10.1080/07350015.1995.10524576
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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
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TY  - JOUR
TI  - THE POWER OF COINTEGRATION TESTS
AU  - Jeroen Kremers
AU  - Neil R. Ericsson
AU  - Juan J. Dolado
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1992
VL  - 54
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DO  - 10.1111/j.1468-0084.1992.tb00005.x
UR  - https://doi.org/10.1111/j.1468-0084.1992.tb00005.x
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TY  - JOUR
TI  - Asymptotically Efficient Estimation of Cointegration Regressions
AU  - Pentti Saikkonen
JO  - Econometric Theory
PY  - 1991
VL  - 7
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DO  - 10.1017/s0266466600004217
UR  - https://doi.org/10.1017/s0266466600004217
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TY  - JOUR
TI  - The impact of growth, energy and financial development on the environment in China: A cointegration analysis
AU  - Abdul Jalil
AU  - Mete Feridun
JO  - Energy Economics
PY  - 2010
VL  - 33
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DO  - 10.1016/j.eneco.2010.10.003
UR  - https://doi.org/10.1016/j.eneco.2010.10.003
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TY  - JOUR
TI  - FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION
AU  - Yin‐Wong Cheung
AU  - Kon S. Lai
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1993
VL  - 55
IS  - 3
DO  - 10.1111/j.1468-0084.1993.mp55003003.x
UR  - https://doi.org/10.1111/j.1468-0084.1993.mp55003003.x
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TY  - JOUR
TI  - Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates
AU  - Walter Enders
AU  - C.W.J. Granger
JO  - Journal of Business and Economic Statistics
PY  - 1998
VL  - 16
IS  - 3
DO  - 10.1080/07350015.1998.10524769
UR  - https://doi.org/10.1080/07350015.1998.10524769
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TY  - JOUR
TI  - Panel cointegration tests of the Fisher effect
AU  - Joakim Westerlund
JO  - Journal of Applied Econometrics
PY  - 2007
VL  - 23
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DO  - 10.1002/jae.967
UR  - https://doi.org/10.1002/jae.967
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TY  - JOUR
TI  - Cointegration and Threshold Adjustment
AU  - Walter Enders
AU  - Pierre L. Siklos
JO  - Journal of Business and Economic Statistics
PY  - 2001
VL  - 19
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DO  - 10.1198/073500101316970395
UR  - https://doi.org/10.1198/073500101316970395
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TY  - JOUR
TI  - Optimal Inference in Cointegrated Systems
AU  - Peter C.B. Phillips
JO  - Econometrica
PY  - 1991
VL  - 59
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DO  - 10.2307/2938258
UR  - https://doi.org/10.2307/2938258
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TY  - JOUR
TI  - Testing for a Unit Root in a Time Series With a Changing Mean
AU  - Pierre Perrón
JO  - Journal of Business and Economic Statistics
PY  - 1990
VL  - 8
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DO  - 10.1080/07350015.1990.10509786
UR  - https://doi.org/10.1080/07350015.1990.10509786
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TY  - JOUR
TI  - A panel bootstrap cointegration test
AU  - Joakim Westerlund
AU  - David Edgerton
JO  - Economics Letters
PY  - 2007
VL  - 97
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DO  - 10.1016/j.econlet.2007.03.003
UR  - https://doi.org/10.1016/j.econlet.2007.03.003
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TY  - JOUR
TI  - DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND
AU  - Søren Johansen
JO  - Oxford Bulletin of Economics and Statistics
PY  - 1992
VL  - 54
IS  - 3
DO  - 10.1111/j.1468-0084.1992.tb00008.x
UR  - https://doi.org/10.1111/j.1468-0084.1992.tb00008.x
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