SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Is stock market development sensitive to macroeconomic indicators? A fresh evidence using ARDL bounds testing approach
16 references·0 citing·32 second hop
Is stock market development sensitive to macroeconomic indicators? A fresh evidence using ARDL bounds testing approach (2022)Is stock market development sensitive to …Handbook of Economic Growth (2005)Handbook of Economic GrowthThe great reversals: the politics of financial development in the twentieth century (2003)The great reversals: the poli…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…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 …Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)The Modern Industrial Revolut…Finance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Schumpete…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Performance Pay and Top-Management Incentives (1990)Performance Pay and Top-Manag…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…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…Structure and Change in Economic History. (1982)Structure and Change in Econo…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)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)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Introductory Econometrics for Finance (2008)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)On the mechanics of economic development (1988)A Contribution to the Empirics of Economic Growth (1992)Financial Dependence and Growth (1996)Africa's Growth Tragedy: Policies and Ethnic Divisions (1997)Does Social Capital Have an Economic Payoff? A Cross-Country Investigation (1997)The Theory of Economic Development (2003)Time Series Regression with a Unit Root (1987)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Higher market valuation of companies with a small board of directors (1996)A Survey of Corporate Governance (1997)Corporate governance, chief executive officer compensation, and firm performance (1999)
this work references cited by second hop

References

  • 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
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1993Finance and Growth: Schumpeter Might Be Right8,651 cited
  • 1993The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems8,544 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1990Performance Pay and Top-Management Incentives5,080 cited
  • 2005Handbook of Economic Growth4,446 cited
  • 1982Structure and Change in Economic History.4,140 cited
  • 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
  • 1996Stock Markets, Banks, and Economic Growth

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

3,889 cited
  • 2003The great reversals: the politics of financial development in the twentieth century3,327 cited
  • Cited by

    No citing works inside the corpus for this window.