Getting PPP right: Identifying mean-reverting real exchange rates in panels.

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Inference on stochastic time-varying coefficient models (2014, background): “We note selectively the work of Frankel and Rose (1996), Papell (1997), Papell and Theodoridis (1998), Papell and Theodoridis (2001), Chortareas, Kapetanios, and Shin (2002) and Chortareas and Kapetanios (2009).”
On the interpretation of panel unit root tests (2012, methodology): “In this context, a more appropriate alternative is given by Hc1 : βi 0, i = 1, 2, . . . ,M, βi = 0, i = M + 1,M + 2, . . . ,N, (4) where M is an increasing function of N , say M(N).”