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Malaysian finance sector weak-form efficiency: Heterogeneity, structural breaks, and cross-sectional dependence
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Malaysian finance sector weak-form efficiency: Heterogeneity, structural breaks, and cross-sectional dependence (2015)Malaysian finance sector weak-form effici…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…The local power of some unit root tests for panel data (2004)The local power of some unit …General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Testing for a unit root in the nonlinear STAR framework (2002)Testing for a unit root in th…Testing for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…Stock Markets, Banks, and Economic Growth (1999)Stock Markets, Banks, and Eco…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…A test for independence based on the correlation dimension (1996)A test for independence based…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical Methods for Meta-Analysis (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Biases in Dynamic Models with Fixed Effects (1981)Spatial Econometrics: Methods and Models (1988)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)
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References

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  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
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  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
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  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1999Stock Markets, Banks, and Economic Growth2,881 cited
  • 2004The local power of some unit root tests for panel data2,382 cited

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  • 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
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