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"Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations,"
Review of Economic Studies,
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| 7577 |
2 | Jensen, Michael C. & Meckling, William H., 1976.
"Theory of the firm: Managerial behavior, agency costs and ownership structure,"
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Elsevier, vol. 3(4), pages 305-360, October.
| 6756 |
3 | Kahneman, Daniel & Tversky, Amos, 1979.
"Prospect Theory: An Analysis of Decision under Risk,"
Econometrica,
Econometric Society, vol. 47(2), pages 263-291, March.
| 6237 |
4 | Engle, Robert & Granger, Clive, 2015.
"Co-integration and error correction: Representation, estimation, and testing,"
Applied Econometrics,
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- Engle, Robert F & Granger, Clive W J, 1987.
"Co-integration and Error Correction: Representation, Estimation, and Testing,"
Econometrica,
Econometric Society, vol. 55(2), pages 251-276, March.
| 6212 |
5 | Blundell, Richard & Bond, Stephen, 1998.
"Initial conditions and moment restrictions in dynamic panel data models,"
Journal of Econometrics,
Elsevier, vol. 87(1), pages 115-143, August.
- Richard Blundell & Stephen Bond, 1995.
"Initial conditions and moment restrictions in dynamic panel data models,"
IFS Working Papers
W95/17, Institute for Fiscal Studies.
- R Blundell & Steven Bond, "undated".
"Initial conditions and moment restrictions in dynamic panel data model,"
Economics Papers
W14&104., Economics Group, Nuffield College, University of Oxford.
- Blundell, R. & Bond, S., 1995.
"Initial Conditions and Moment Restrictions in Dynamic Panel Data Models,"
Economics Papers
104, Economics Group, Nuffield College, University of Oxford.
| 6048 |
6 | Heckman, James, 2013.
"Sample selection bias as a specification error,"
Applied Econometrics,
Publishing House "SINERGIA PRESS", vol. 31(3), pages 129-137.
| 5930 |
7 | Lucas, Robert Jr., 1988.
"On the mechanics of economic development,"
Journal of Monetary Economics,
Elsevier, vol. 22(1), pages 3-42, July.
| 5374 |
8 | Johansen, Soren, 1988.
"Statistical analysis of cointegration vectors,"
Journal of Economic Dynamics and Control,
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| 5041 |
9 | Tim Bollerslev, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
EERI Research Paper Series
EERI RP 1986/01, Economics and Econometrics Research Institute (EERI), Brussels.
| 4990 |
10 | White, Halbert, 1980.
"A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity,"
Econometrica,
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| 4847 |
11 | Black, Fischer & Scholes, Myron S, 1973.
"The Pricing of Options and Corporate Liabilities,"
Journal of Political Economy,
University of Chicago Press, vol. 81(3), pages 637-654, May-June.
| 4694 |
12 | Arellano, Manuel & Bover, Olympia, 1995.
"Another look at the instrumental variable estimation of error-components models,"
Journal of Econometrics,
Elsevier, vol. 68(1), pages 29-51, July.
| 4465 |
13 | Paul M Romer, 1999.
"Increasing Returns and Long-Run Growth,"
Levine's Working Paper Archive
2232, David K. Levine.
| 4460 |
14 | Fama, Eugene F. & French, Kenneth R., 1993.
"Common risk factors in the returns on stocks and bonds,"
Journal of Financial Economics,
Elsevier, vol. 33(1), pages 3-56, February.
| 4349 |
15 | Newey, Whitney & West, Kenneth, 2014.
"A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix,"
Applied Econometrics,
Publishing House "SINERGIA PRESS", vol. 33(1), pages 125-132.
- Whitney K. Newey & Kenneth D. West, 1986.
"A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix,"
NBER Technical Working Papers
0055, National Bureau of Economic Research, Inc.
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"A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix,"
Econometrica,
Econometric Society, vol. 55(3), pages 703-708, May.
| 4210 |
16 | N. Gregory Mankiw & David Romer & David N. Weil, 1992.
"A Contribution to the Empirics of Economic Growth,"
The Quarterly Journal of Economics,
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| 4160 |
17 | Engle, Robert F, 1982.
"Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation,"
Econometrica,
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| 3957 |
18 | Charnes, A. & Cooper, W. W. & Rhodes, E., 1978.
"Measuring the efficiency of decision making units,"
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| 3865 |
19 | Marc J. Melitz, 2003.
"The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity,"
Econometrica,
Econometric Society, vol. 71(6), pages 1695-1725, November.
| 3786 |
20 | Jensen, Michael C, 1986.
"Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers,"
American Economic Review,
American Economic Association, vol. 76(2), pages 323-329, May.
| 3699 |
21 | Hansen, Lars Peter, 1982.
"Large Sample Properties of Generalized Method of Moments Estimators,"
Econometrica,
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| 3479 |
22 | Urs Fischbacher, 2007.
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| 3423 |
23 | Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003.
"Testing for unit roots in heterogeneous panels,"
Journal of Econometrics,
Elsevier, vol. 115(1), pages 53-74, July.
| 3407 |
24 | Myers, Stewart C. & Majluf, Nicolás S., 1945-, 1984.
"Corporate financing and investment decisions when firms have information that investors do not have,"
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| 3251 |
25 | Hausman, Jerry, 2015.
"Specification tests in econometrics,"
Applied Econometrics,
Publishing House "SINERGIA PRESS", vol. 38(2), pages 112-134.
- J. A. Hausman, 1976.
"Specification Tests in Econometrics,"
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- Hausman, Jerry A, 1978.
"Specification Tests in Econometrics,"
Econometrica,
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| 3224 |
26 | Robert J. Barro, 1991.
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The Quarterly Journal of Economics,
Oxford University Press, vol. 106(2), pages 407-443.
| 3213 |
27 | Rafael La Porta & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny, 1998.
"Law and Finance,"
Journal of Political Economy,
University of Chicago Press, vol. 106(6), pages 1113-1155, December.
- Rafael LaPorta & Florencio Lopez de-Silanes & Andrei Shleifer & Robert W. Vishny, 1996.
"Law and Finance,"
Harvard Institute of Economic Research Working Papers
1768, Harvard - Institute of Economic Research.
- Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei & Vishny, Robert, 1997.
"Law And Finance,"
Harvard Institute for International Development (HIID) Papers
294393, Harvard University, Kennedy School of Government.
- Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer & Robert W. Vishny, 1996.
"Law and Finance,"
NBER Working Papers
5661, National Bureau of Economic Research, Inc.
- Rafael LaPorta & Florencio Lopez-de-Silanes & Andrei Shleifer & Robert W. Vishny, "undated".
"Law and Finance,"
Working Paper
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- La Porta, Rafael & Lopez-de-Silanes, Florencio & Shleifer, Andrei & Vishny, Robert W., 1998.
"Law and Finance,"
Scholarly Articles
3451310, Harvard University Department of Economics.
| 3161 |
28 | Johansen, Soren & Juselius, Katarina, 1990.
"Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
| 3126 |
29 | Stiglitz, Joseph E & Weiss, Andrew, 1981.
"Credit Rationing in Markets with Imperfect Information,"
American Economic Review,
American Economic Association, vol. 71(3), pages 393-410, June.
| 3078 |
30 | Calvo, Guillermo A., 1983.
"Staggered prices in a utility-maximizing framework,"
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Elsevier, vol. 12(3), pages 383-398, September.
| 3060 |
31 | Myers, Stewart C. & Majluf, Nicholas S., 1984.
"Corporate financing and investment decisions when firms have information that investors do not have,"
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Elsevier, vol. 13(2), pages 187-221, June.
| 3057 |
32 | Jeffrey M Wooldridge, 2010.
"Econometric Analysis of Cross Section and Panel Data,"
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| 3026 |
33 | Dickey, David A & Fuller, Wayne A, 1981.
"Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root,"
Econometrica,
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| 3015 |
34 | Stewart C. Myers & Nicholas S. Majluf, 1984.
"Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have,"
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| 2981 |
35 | Johansen, Soren, 1991.
"Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models,"
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| 2957 |
36 | M. Hashem Pesaran & Yongcheol Shin & Richard J. Smith, 2001.
"Bounds testing approaches to the analysis of level relationships,"
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| 2867 |
37 | Carhart, Mark M, 1997.
" On Persistence in Mutual Fund Performance,"
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| 2855 |
38 | Fama, Eugene F & French, Kenneth R, 1992.
" The Cross-Section of Expected Stock Returns,"
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| 2722 |
39 | Train,Kenneth E., 2009.
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| 2713 |
39 | Robert E. Hall & Charles I. Jones, 1999.
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| 2713 |
41 | Diebold, Francis X & Mariano, Roberto S, 2002.
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| 2708 |
42 | Daron Acemoglu & Simon Johnson & James A. Robinson, 2001.
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| 2686 |
43 | Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002.
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| 2682 |
44 | Sims, Christopher A, 1980.
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| 2672 |
44 | Krugman, Paul, 1991.
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| 2672 |
46 | Fama, Eugene F, 1970.
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| 2631 |
47 | Dixit, Avinash K & Stiglitz, Joseph E, 1977.
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| 2602 |
48 | George A. Akerlof, 1970.
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| 2580 |
49 | Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
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| 2523 |
50 | Nelson, Daniel B, 1991.
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| 2505 |
51 | Merton, Robert C, 1974.
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| 2496 |
52 | Hamilton, James D, 1989.
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| 2467 |
53 | Shleifer, Andrei & Vishny, Robert W, 1997.
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| 2427 |
54 | Aghion, Philippe & Howitt, Peter, 1992.
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55 | Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977.
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56 | R. D. Banker & A. Charnes & W. W. Cooper, 1984.
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59 | Fama, Eugene F & MacBeth, James D, 1973.
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