Concepedia
Global Economics and Management Review · 2014 · 20 citations · 49 references
BusinessEconomicsInsuranceBankingEconomic DevelopmentInsurance EconomicsDeposit InsuranceFinancial DevelopmentInsurance Market StructureInsurance SupplyEconomic Growth DynamicsFinancial Market DevelopmentFinancial Sector DevelopmentSectoral Growth
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Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Manuel Arellano, Stephen Bond · The Review of Economic Studies · 1991 · 32.8K citations
Social Sciences, Economics, Causal Inference +16
Co-Integration and Error Correction: Representation, Estimation, and Testing
Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations
Social Sciences, Economics, Econometrics +9
Unit root tests in panel data: asymptotic and finite-sample properties
Andrew Levin, Chien‐Fu Lin, Chia-Shang James Chu · Journal of Econometrics · 2002 · 12.7K citations
Social Sciences, Economics, Econometrics +13
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
G. S. Maddala, Shaowen Wu · Oxford Bulletin of Economics and Statistics · 1999 · 6.8K citations · Full text
Social Sciences, Business Economics, Economics +11
Impulse response analysis in nonlinear multivariate models
Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 5K citations
Natural Sciences, Biostatistics, Statistical Modeling +6