SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Convergence in Islamic financial development: Evidence from Islamic countries using the Fourier panel KPSS stationarity test
16 references·1 citing·44 second hop
Convergence in Islamic financial development: Evidence from Islamic countries using the Fourier panel KPSS stationarity test (2023)Convergence in Islamic financial developm…The Theory of Economic Development (2016)The Theory of Economic Develo…A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model (2012)A Lagrange Multiplier test fo…A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)A Unit Root Test Using a Four…A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks (2006)A Stationarity Test in the Pr…Chapter 12 Finance and Growth: Theory and Evidence (2005)Chapter 12 Finance and Growth…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …What have We Learnt from the Convergence Debate? (2003)What have We Learnt from the …Financial intermediation and growth: Causality and causes (2000)Financial intermediation and …Convergence in international output (1995)Convergence in international …Interpreting Tests of the Convergence Hypothesis (1994)Interpreting Tests of the Con…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…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Financial Structure and Development (1970)Financial Structure and Devel…Financial fusion: Bridging Islamic and Green investments in the European stock market (2024)Financial fusion: Bridging Is…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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)On the mechanics of economic development (1988)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Reaching out: Access to and use of banking services across countries (2007)Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom (2009)How does green finance affect green total factor productivity? Evidence from China (2022)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Increasing Returns and Long-Run Growth (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)US Regional Income Convergence: A Spatial Econometric Perspective (1999)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)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)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)Biases in Dynamic Models with Fixed Effects (1981)Spatial Econometrics: Methods and Models (1988)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)The Strategy of Economic Development (1959)The Soft Budget Constraint (1986)Recombinant Property in East European Capitalism (1996)Corruption and Economic Growth (2001)61. Capitalism and Freedom (2002)Another look at the instrumental variable estimation of error-components models (1995)Finance and the sources of growth (2000)Finance and Growth: Theory and Evidence (2004)The Economic Consequences of Legal Origins (2008)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)
this work references cited by second hop

References

  • 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
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
  • 1993Finance and Growth: Schumpeter Might Be Right8,651 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2000Financial intermediation and growth: Causality and causes4,411 cited
  • 2016The Theory of Economic Development2,953 cited
  • 2005Chapter 12 Finance and Growth: Theory and Evidence2,885 cited
  • 1995Convergence in international output1,145 cited
  • 2003What have We Learnt from the Convergence Debate?1,089 cited
  • 1994Interpreting Tests of the Convergence Hypothesis1,084 cited
  • 2012A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model1,004 cited
  • 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks879 cited
  • 1970Financial Structure and Development806 cited

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

  • 2011A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks*747 cited
  • Cited by

    • 2024Financial fusion: Bridging Islamic and Green investments in the European stock market31 cited