Tax Structure and Economic Growth: A Panel Cointegrated VAR Analysis

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

Social Sciences, Economics, Econometrics +9

Statistical analysis of cointegration vectors

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Business, Economics, Econometrics +13

Testing for unit roots in heterogeneous panels

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Social Sciences, Economics, Causal Inference +9

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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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