World market integration through the lens of foreign direct investors

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

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Testing the null hypothesis of stationarity against the alternative of a unit root

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt et al. · Journal of Econometrics · 1992 · 12.6K citations

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

Pierre Perrón · Econometrica · 1989 · 7.7K citations

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Debt with Potential Repudiation: Theoretical and Empirical Analysis

Jonathan Eaton, Mark Gersovitz · The Review of Economic Studies · 1981 · 2.6K citations

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Time‐Varying World Market Integration

Geert Bekaert, Campbell R. Harvey · The Journal of Finance · 1995 · 2.1K citations · Full text

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