Energy consumption, economic growth and prices: A reassessment using panel VECM for developed and developing countries

Co-Integration and Error Correction: Representation, Estimation, and Testing

Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.6K citations

Error Analysis, Engineering, Finance +15

Testing for unit roots in heterogeneous panels

Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics · 2003 · 14.7K citations

Engineering, Unit Roots, Numerical Simulation +4

Unit root tests in panel data: asymptotic and finite-sample properties

Andrew Levin, Chien‐Fu Lin, Chia-Shang James Chu · Journal of Econometrics · 2002 · 12.5K citations

Econometric Model, Economics, Unit Root Tests +6

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Pierre Perrón · Econometrica · 1989 · 7.6K citations

Unit Root Hypothesis, Economics, Macroeconomics +15

Statistical inference in vector autoregressions with possibly integrated processes

Hiro Y. Toda, Taku Yamamoto · Journal of Econometrics · 1995 · 5.8K citations

Engineering, Gaussian Process, Statistical Inference +3