Energy Economics · 2007 · 133 citations · 44 references
Social SciencesEconomicsEconometricsEnergy EconomicsMacroeconomicsDemand ResponseMonetary PolicyPanel Data AnalysisPanel Data MethodsConsumption Response To ShocksEnergy ConsumptionEnergy Price ShocksPanel Data Demand ModelsPanel Data EstimationPanel Data SpecificationPanel Time Series Models
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Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.9K citations
Testing for unit roots in heterogeneous panels
Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics · 2003 · 15K citations · Full text