The DOI matches its Crossref record; 41 of the 41 references it cites were found in a registry or an index.
A Simple Panel Unit Root Test in the Presence of Cross Section Dependence
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Citations
Cites
Testing for a unit root in time series regression
PHILLIPS, P. C. B., & PERRON, P. (1988) · Biometrika · doi:10.1093/biomet/75.2.335 · Cited by 19,155
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-citationUnit root tests in panel data: asymptotic and finite-sample properties
Levin, A., Lin, C.-F., & James Chu, C.-S. (2002) · Journal of Econometrics · doi:10.1016/s0304-4076(01)00098-7 · Cited by 12,849
Breitung, J., & Hamilton, J. D. (1995) · Contemporary Sociology · doi:10.2307/2076916 · Cited by 10,966
General Diagnostic Tests for Cross Section Dependence in Panels
Pesaran, M. H. (2004) · doi:10.2139/ssrn.572504 · Cited by 8,738
Self-citationA Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
Maddala, G. S., & Wu, S. (1999) · Oxford Bulletin of Economics and Statistics · doi:10.1111/1468-0084.0610s1631 · Cited by 7,460
Hamilton, J. D. (1994) · Princeton University Press eBooks · doi:10.1515/9780691218632 · Cited by 7,293
Efficient Tests for an Autoregressive Unit Root
Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996) · Econometrica · doi:10.2307/2171846 · Cited by 5,627
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
Pesaran, M. H. (2006) · Econometrica · doi:10.1111/j.1468-0262.2006.00692.x · Cited by 5,078
Self-citationEfficient Tests for an Autoregressive Unit Root
Elliott, G., Rothenberg, T., & Stock, J. (1992) · National Bureau of Economic Research · doi:10.3386/t0130 · Cited by 4,231
Cited by
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
Pesaran, M. H. (2006) · Econometrica · doi:10.1111/j.1468-0262.2006.00692.x · Cited by 5,078
Self-citationHlouskova, J., & Wagner, M. (2006) · Econometric Reviews · doi:10.1080/07474930500545504 · Cited by 290
Old homes, externalities, and poor neighborhoods. A model of urban decline and renewal
Rosenthal, S. S. (2008) · Journal of Urban Economics · doi:10.1016/j.jue.2007.06.003 · Cited by 273
Consumer panic in the COVID-19 pandemic
Keane, M., & Neal, T. (2021) · Journal of Econometrics · doi:10.1016/j.jeconom.2020.07.045 · Cited by 245
Impact of climate change on cereal production: evidence from lower-middle-income countries
Kumar, P., Sahu, N. C., Kumar, S., & Ansari, M. A. (2021) · Environmental Science and Pollution Research · doi:10.1007/s11356-021-14373-9 · Cited by 158
DeFina, R., & Hannon, L. (2010) · Social Science Research · doi:10.1016/j.ssresearch.2010.08.001 · Cited by 22
Dawood, M., Feng, Z. R., Li, M., Tunio, F. H., Mutai, N. C., & Li, Z. H. (2026) · Economics of Transition and Institutional Change · doi:10.1111/ecot.70005 · Cited by 7
Metadata
- Authors
- Pesaran, M. H.
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2003
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W2115760010
- Cited by
- 1,310
- References
- 41
- Type
- posted content
- Language
- en
- Open access
- green
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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.