Appendix
Incidental Trends and the Power of Panel Unit Root Tests
GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Nonstationary Econometrics with Panel Data
Minimum Distance Estimation of Nonstationary Time Series Models
Maximum Likelihood Estimation in Panels with Incidental Trends
Linear Regression Limit Theory for Nonstationary Panel Data
Estimation of Autoregressive Roots Near Unity Using Panel Data
Nuclear Norm Regularized Estimation of Panel Regression Models
Nonstationary Panel Data Analysis
How to Estimate Autoregressive Roots Near Unity
Specification Tests of Overidentifying Restrictions for Minimum Distance Estimation
Beyond Panel Unit Root Tests
A Note on Fully-modified Estimation of Seemingly Unrelated Regressions Models with Integrated Regressors
Large-N and Large-T Properties of Panel Data Estimators and The Hausman Test
Boosting Your Instruments
Long-Horizon Regressions When the Predictor is Slowly Varying
Estimating the Gains from New Rail Transit
Incidental Trends and the Power of Panel Unit Root Tests
Inference for VARs Identified with Sign Restrictions