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FINANCIAL RESTRAINTS AND PRIVATE INVESTMENT: EVIDENCE FROM A NONSTATIONARY PANEL
16 references·1 citing·33 second hop
FINANCIAL RESTRAINTS AND PRIVATE INVESTMENT: EVIDENCE FROM A NONSTATIONARY PANEL (2012)FINANCIAL RESTRAINTS AND PRIVATE INVESTME…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …Fully modified OLS for heterogeneous cointegrated panels (2004)Fully modified OLS for hetero…Government Ownership of Banks (2002)Government Ownership of BanksDetermining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Unit root tests for panel data (2001)Unit root tests for panel dataLiberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Liberalization, Moral Hazard …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…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Shaw, Edward S., Financial Deepening in Economic Development, New York, Oxford University Press, 1973, xii + 260 pp. ($7.50 cloth, $3.50 paper) (1974)Shaw, Edward S., Financial De…Money and Capital in Economic Development. (1974)Money and Capital in Economic…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Does Financial Liberalisation Improve Access to Investment Finance in Developing Countries? (2014)Does Financial Liberalisation…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for unit roots in heterogeneous panels (2003)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)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)Testing for a Unit Root in Time Series Regression (1988)Spurious regression and residual-based tests for cointegration in panel data (1999)Testing for Error Correction in Panel Data* (2007)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Unit root tests in panel data: asymptotic and finite-sample properties (2002)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)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Introduction: epistemic communities and international policy coordination (1992)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 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
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2001Unit root tests for panel data4,109 cited
  • 1974Money and Capital in Economic Development.3,711 cited
  • 1974Shaw, Edward S., Financial Deepening in Economic Development, New York, Oxford University Press, 1973, xii + 260 pp. ($7.50 cloth, $3.50 paper)3,016 cited
  • 2004Fully modified OLS for heterogeneous cointegrated panels2,721 cited

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  • 2002Government Ownership of Banks2,517 cited
  • 2000Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?2,089 cited
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    • 2014Does Financial Liberalisation Improve Access to Investment Finance in Developing Countries?18 cited