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Estimating the growth effects of services sector: a cointegration analysis for Pakistan
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Estimating the growth effects of services sector: a cointegration analysis for Pakistan (2016)Estimating the growth effects of services…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Financial intermediation and growth: Causality and causes (2000)Financial intermediation and …Further evidence on breaking trend functions in macroeconomic variables (1997)Further evidence on breaking …Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…On the mechanics of economic development (1988)On the mechanics of economic …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…MACROECONOMICS OF UNBALANCED GROWTH: THE ANATOMY OF THE URBAN CRISES (1967)MACROECONOMICS OF UNBALANCED …THE STAGES OF ECONOMIC GROWTH (1959)THE STAGES OF ECONOMIC GROWTHFinancial Development and Economic Growth: Views and AgendaFinancial Development and Eco…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)The Economic Implications of Learning by Doing (1962)Human Capital (1983)Increasing Returns and Long-Run Growth (1986)Endogenous Technological Change (1989)Increasing Returns and Economic Geography (1990)A Contribution to the Empirics of Economic Growth (1992)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)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)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Finance and the sources of growth (2000)Finance and Growth: Theory and Evidence (2004)The Economic Consequences of Legal Origins (2008)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Introductory Econometrics for Finance (2008)Financial Dependence and Growth (1996)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988On the mechanics of economic development23,910 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
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  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
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  • 2000Financial intermediation and growth: Causality and causes4,411 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 1959THE STAGES OF ECONOMIC GROWTH2,279 cited
  • 1997

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Further evidence on breaking trend functions in macroeconomic variables
2,035 cited
  • 1967MACROECONOMICS OF UNBALANCED GROWTH: THE ANATOMY OF THE URBAN CRISES1,946 cited
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