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Impact of digital financial innovation on financial system development in Common Market for Eastern and Southern Africa (COMESA) countries
16 references·0 citing·25 second hop
Impact of digital financial innovation on financial system development in Common Market for Eastern and Southern Africa (COMESA) countries (2023)Impact of digital financial innovation on…Chapter 12 Finance and Growth: Theory and Evidence (2005)Chapter 12 Finance and Growth…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…Unit root tests for panel data (2001)Unit root tests for panel dataBounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Pooled Mean Group Estimation …Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Finance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Schumpete…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…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)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)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)A simple panel unit root test in the presence of cross‐section dependence (2007)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Biases in Dynamic Models with Fixed Effects (1981)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Initial conditions and moment restrictions in dynamic panel data models (1995)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 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
  • 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS6,696 cited
  • 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels6,673 cited
  • 2001Unit root tests for panel data4,109 cited

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  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 2005Chapter 12 Finance and Growth: Theory and Evidence2,885 cited
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