this work references cited by second hopReferences
- 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
- 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
- 1988Testing for a Unit Root in Time Series Regression19,288 cited
- 1988Statistical analysis of cointegration vectors17,038 cited
- 2003Testing for unit roots in heterogeneous panels15,333 cited
- 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
- 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
- 1993Finance and Growth: Schumpeter Might Be Right8,651 cited
- 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
- 2000Financial intermediation and growth: Causality and causes4,411 cited
- 1988Estimating Vector Autoregressions with Panel Data4,242 cited
- 2004Finance and Growth: Theory and Evidence3,752 cited
- 1974Money and Capital in Economic Development.3,711 cited
- 1993Finance, entrepreneurship and growth3,546 cited
- 1988Some recent development in a concept of causality2,982 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work