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On combining evidence from heteroskedasticity robust panel unit root tests in pooled regressions
Arnold, Martin C., (2019)
Bootstrap unit root tests in panels with cross-sectional dependency
Chang, Yoosoon, (2000)
Multiple comparisons and joint significance in panel unit root testing with evidence on international interest rate linkage
Hassler, Uwe, (2014)
Cross-sectional dependence robust block bootstrap panel unit root tests
Palm, Franz C., (2008)
A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C., (2010)
Bootstrap unit root tests : comparison and extensions
Palm, Franz C., (2006)