Economic Modelling · 2006 · 128 citations · 51 references
Exchange Rate RegimesEconomicsImport PricesMacroeconomicsTradeExchange Rate MovementBusinessExchange RateInternational DemandExchange Rate PoliciesForeign Exchange MarketGlobal TradeEmpirical InvestigationFinance
51
Testing for a unit root in time series regression
Peter C.B. Phillips, Pierre Perrón · Biometrika · 1988 · 17.7K citations
Economics, Backtesting, New Tests +13
Testing for unit roots in heterogeneous panels
Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics · 2003 · 14.7K citations