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Empirical Evidence on the Long-Run Money Demand Function in the GCC Countries
16 references·0 citing·24 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2003Testing for unit roots in heterogeneous panels15,744 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties13,211 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,941 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,886 cited
  • 2015World Development indicators6,790 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,781 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,202 cited
  • 1999Spurious regression and residual-based tests for cointegration in panel data6,001 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,046 cited
  • 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes4,985 cited

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1963
Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates
2,807 cited
  • 2004Fully modified OLS for heterogeneous cointegrated panels2,777 cited
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