Fundamental indicators, bubbles in stock returns and investor sentiment

Testing for unit roots in heterogeneous panels

Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics · 2003 · 15K citations · Full text

Social Sciences, Economics, Causal Inference +9

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

Andrew Levin, Chien‐Fu Lin, Chia-Shang James Chu · Journal of Econometrics · 2002 · 12.7K citations

Social Sciences, Economics, Econometrics +13

PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

Peter Pedroni · Econometric Theory · 2004 · 6.5K citations

Social Sciences, Business Economics, Economics +16

Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors

Peter Pedroni · Oxford Bulletin of Economics and Statistics · 1999 · 4.6K citations

Social Sciences, Economics, Econometrics +9

Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors

Peter Pedroni · Oxford Bulletin of Economics and Statistics · 1999 · 4.4K citations

Social Sciences, Economics, Econometrics +9