A directional relationship between freight and newbuilding markets: A panel analysis

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Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations

Social Sciences, Economics, Econometrics +9

Testing for unit roots in heterogeneous panels

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Social Sciences, Economics, Causal Inference +9

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

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Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

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A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test

G. S. Maddala, Shaowen Wu · Oxford Bulletin of Economics and Statistics · 1999 · 6.8K citations · Full text

Social Sciences, Business Economics, Economics +11