@article{Kao1999,
author = {Kao, C.},
title= {Spurious regression and residual-based tests for cointegration in panel data},
year = {1999},
doi = {10.1016/S0304-4076(98)00023-2},
journal = {Journal of Econometrics},
volume = {90},
number = {1},
pages = {1--44},
}