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The Global Financial Crisis and Stochastic Convergence in the Euro Area
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The Global Financial Crisis and Stochastic Convergence in the Euro Area (2011)The Global Financial Crisis and Stochasti…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Productivity Growth, Convergence, and Welfare: What the Long-Run Data Show (2003)Productivity Growth, Converge…Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks (2003)Minimum Lagrange Multiplier U…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Convergence (1992)ConvergenceEconomic Growth in a Cross Section of Countries (1991)Economic Growth in a Cross Se…Convergence Across States and Regions (1991)Convergence Across States and…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Se…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)A Contribution to the Theory of Economic Growth (1956)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Finance and Growth: Schumpeter Might Be Right (1993)Financial Dependence and Growth (1996)Why do Some Countries Produce So Much More Output Per Worker than Others? (1999)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Unit root tests for panel data (2001)A Mathematical Theory of Saving (1928)The Origins of Endogenous Growth (1994)Africa's Growth Tragedy: Policies and Ethnic Divisions (1997)Endogenous Growth Theory (2018)Does Social Capital Have an Economic Payoff? A Cross-Country Investigation (1997)
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References

  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1991Economic Growth in a Cross Section of Countries9,446 cited
  • 1989Economic Growth in a Cross Section of Countries8,385 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,279 cited
  • 1992Convergence4,197 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1991Convergence Across States and Regions3,438 cited
  • 2003Productivity Growth, Convergence, and Welfare: What the Long-Run Data Show2,787 cited
  • 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
  • 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited

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  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
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