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The historic rise of financial profits in the U.S. economy
16 references·1 citing·29 second hopsampled
The historic rise of financial profits in the U.S. economy (2019)The historic rise of financial profits in…Capitalism (2016)CapitalismAn Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Financialisation and capital accumulation in the non-financial corporate sector:: A theoretical and empirical investigation on the US economy: 1973-2003 (2008)Financialisation and capital …The saving and investment nexus for China: evidence from cointegration tests (2005)The saving and investment nex…The financialization of the American economy (2005)The financialization of the A…Financialisation and the slowdown of accumulation (2004)Financialisation and the slow…LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)LAG Length Selection and the …Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…Tests for Unit Roots: A Monte Carlo Investigation (1989)Tests for Unit Roots: A Monte…Tests For Unit Roots: A Monte Carlo Investigation (1988)Tests For Unit Roots: A Monte…Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order (1984)Testing for Unit Roots in Aut…Varieties of functional income inequality in Latin America: Chile and Mexico compared (2021)Varieties of functional incom…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)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)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)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)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)CO2 emissions, energy consumption, and output in France (2007)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)Book Review: Time Series Analysis: Forecasting and Control (1977)Estimation for Autoregressive Processes with Unit Roots (1979)Testing for unit roots in heterogeneous panels (2003)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)A simple panel unit root test in the presence of cross‐section dependence (2007)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)A PANIC Attack on Unit Roots and Cointegration (2004)Energy consumption, income, and carbon emissions in the United States (2006)
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References

  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,279 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,965 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 2005The saving and investment nexus for China: evidence from cointegration tests3,784 cited
  • 1984Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order3,426 cited
  • 2005The financialization of the American economy2,727 cited
  • 1988Tests For Unit Roots: A Monte Carlo Investigation1,263 cited
  • 1989Tests for Unit Roots: A Monte Carlo Investigation1,234 cited
  • 2004Financialisation and the slowdown of accumulation1,211 cited
  • 2008Financialisation and capital accumulation in the non-financial corporate sector:: A theoretical and empirical investigation on the US economy: 1973-2003

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  • 2016Capitalism600 cited
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    • 2021Varieties of functional income inequality in Latin America: Chile and Mexico compared9 cited