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Financial integration in East Asia: Evidence from panel unit root and panel cointegration tests
16 references·8 citing·18 second hop
Financial integration in East Asia: Evidence from panel unit root and panel cointegration tests (2009)Financial integration in East Asia: Evide…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…On the estimation and inference of a cointegrated regression in panel data (2004)On the estimation and inferen…A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)A Simple Panel Unit Root Test…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Analysis of Panel Data (2003)Analysis of Panel DataUnit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Dynamic Panel Estimation and …Unit root tests for panel data (2001)Unit root tests for panel dataTesting for stationarity in heterogeneous panel data (2000)Testing for stationarity in h…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root? (1991)Testing the Null Hypothesis o…Domestic Saving and International Capital Flows (1980)Domestic Saving and Internati…Natural resources endowment: What more does West Africa need in order to grow? (2022)Natural resources endowment: …Financial Integration and Economic Growth: Should Asia Emulate Europe? (2020)Financial Integration and Eco…The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect (2019)The Three Musketeers Relation…Global and regional financial integration in East Asia and the ASEAN (2018)Global and regional financial…What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach (2017)What drives dynamic comovemen…Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region (2017)Stock Market Integration Dyna…International financial integration of East Asia and Pacific (2017)International financial integ…Rhetorics of saving–investment correlations and the international mobility of capital: A survey (2016)Rhetorics of saving–investmen…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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical Methods for Meta-Analysis (1988)Time Series Analysis: Forecasting and Control (1977)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Renewable energy consumption and economic growth: Evidence from a panel of OECD countries (2009)Initial conditions and moment restrictions in dynamic panel data models (1995)Testing for Error Correction in Panel Data* (2007)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)
this work references cited by second hop

References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2021Econometric Analysis of Panel Data15,089 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2003Analysis of Panel Data7,858 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2001Unit root tests for panel data4,109 cited
  • 2000Testing for stationarity in heterogeneous panel data3,003 cited
  • 1980Domestic Saving and International Capital Flows2,767 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 2004On the estimation and inference of a cointegrated regression in panel data1,807 cited
  • 1991Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?1,589 cited
  • 2004A Simple Panel Unit Root Test in the Presence of Cross Section Dependence

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1,315 cited
  • 2002Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence1,265 cited
  • Cited by

    • 2018Global and regional financial integration in East Asia and the ASEAN31 cited
    • 2022Natural resources endowment: What more does West Africa need in order to grow?30 cited
    • 2019The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai–Hong Kong Stock Connect27 cited
    • 2017Stock Market Integration Dynamics and its Determinants in the East Asian Economic Community Region24 cited
    • 2016Rhetorics of saving–investment correlations and the international mobility of capital: A survey24 cited
    • 2017What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach24 cited
    • 2020Financial Integration and Economic Growth: Should Asia Emulate Europe?22 cited
    • 2017International financial integration of East Asia and Pacific21 cited