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Patentes y crecimiento económico - ¿innovación de residentes o no residentes?
16 references·0 citing·21 second hop
Patentes y crecimiento económico - ¿innovación de residentes o no residentes? (2016)Patentes y crecimiento económico - ¿innov…PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)PANEL COINTEGRATION: ASYMPTOT…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Why do Some Countries Produce So Much More Output Per Worker than Others? (1999)Why do Some Countries Produce…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…A Model of Growth Through Creative Destruction (1992)A Model of Growth Through Cre…A Contribution to the Empirics of Economic Growth (1992)A Contribution to the Empiric…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Economic Growth in a Cross Section of Countries (1991)Economic Growth in a Cross Se…Endogenous Technological Change (1990)Endogenous Technological Chan…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Increasing Returns and Long-Run Growth (1986)Increasing Returns and Long-R…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…A Contribution to the Theory of Economic Growth (1956)A Contribution to the Theory …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)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Time Series Analysis: Forecasting and Control (1977)A simple panel unit root test in the presence of cross‐section dependence (2007)Trends and random walks in macroeconmic time series (1982)On the mechanics of economic development (1988)Finance and Growth: Schumpeter Might Be Right (1993)Financial Dependence and Growth (1996)A Mathematical Theory of Saving (1928)Rank Correlation Methods. (1957)The Economic Implications of Learning by Doing (1971)Increasing Returns and Economic Geography (1990)Economic Growth in a Cross Section of Countries (1989)Endogenous Technological Change (1989)Bounds testing approaches to the analysis of level relationships (2001)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)How does foreign direct investment affect economic growth? (1998)A new data set of educational attainment in the world, 1950–2010 (2012)
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References

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  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 1992A Model of Growth Through Creative Destruction

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7,458 cited
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
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