The DOI matches its Crossref record; 7 of the 7 references it cites were found in a registry or an index.
Unit Roots and Cointegration in Panels
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Cites
Co-integration and error correction: representation, estimation and testing
Engle, R. F., & Granger, C. W. J. (1987) · Econometrica · doi:10.2307/1913236 · Cited by 32,007
Testing for unit roots in heterogeneous panels
Im, K. S., Pesaran, M. H., & Shin, Y. (2003) · Journal of Econometrics · doi:10.1016/s0304-4076(03)00092-7 · Cited by 15,435
Self-citationA simple panel unit root test in the presence of cross‐section dependence
Pesaran, M. H. (2007) · Journal of Applied Econometrics · doi:10.1002/jae.951 · Cited by 12,787
Self-citationTesting the null hypothesis of stationarity against the alternative of a unit root
Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992) · Journal of Econometrics · doi:10.1016/0304-4076(92)90104-y · Cited by 12,633
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
Pedroni, P. (1999) · Oxford Bulletin of Economics and Statistics · doi:10.1111/1468-0084.61.s1.14 · Cited by 6,726
Estimating long-run relationships from dynamic heterogeneous panels
Pesaran, M. H., & Smith, R. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01644-f · Cited by 5,479 · cited 1×
“As noted by Phillips and Ouliaris (1990), in a time series context the estimator of the long-run variance based on di¤erences is inappropriate since under the stationary alternative s(2)i p ! 0 and, thus, using this estimator yields an inconsistent test.”
Self-citationUnit root tests for panel data
Choi, I. (2001) · Journal of International Money and Finance · doi:10.1016/s0261-5606(00)00048-6 · Cited by 4,113
Cited by
A simple panel unit root test in the presence of cross‐section dependence
Pesaran, M. H. (2007) · Journal of Applied Econometrics · doi:10.1002/jae.951 · Cited by 12,787
Self-citationBaltagi, B. H. (2008) · Journal of Forecasting · doi:10.1002/for.1047 · Cited by 574
A spatio-temporal model of house prices in the USA
Holly, S., Pesaran, M. H., & Yamagata, T. (2010) · Journal of Econometrics · doi:10.1016/j.jeconom.2010.03.040 · Cited by 490
Self-citationLi, Y., Wang, X., Imran, A., Aslam, M. U., & Mehmood, U. (2023) · Heliyon · doi:10.1016/j.heliyon.2023.e18882 · Cited by 43
Metadata
- Authors
- Breitung, J., & Pesaran, M. H.
- Venue
- Advanced Studies in Theoretical and Applied Econometrics
- Publisher
- Springer Berlin Heidelberg
- Published
- 2008-04-05
- Pages
- 279-322
- OpenAlex
- W2136490244
- Cited by
- 670
- References
- 7
- FWCI
- 205.48
- Type
- book chapter
- Language
- en
- Open access
- green
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
