-
1
-
-
84881844837
-
Some tests of specification for panel data: Monte carlo evidence and an application to employment equations
-
Arellano, M., and S. Bond, 1991, Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations, Review of Economic Studies, 58: 277-297.
-
(1991)
Review of Economic Studies
, vol.58
, pp. 277-297
-
-
Arellano, M.1
Bond, S.2
-
2
-
-
55549087598
-
Does insurance market activity promote economic growth? A cross-country study for industrialized and developing countries
-
Arena, M., 2008, Does Insurance Market Activity Promote Economic Growth? A Cross-Country Study for Industrialized and Developing Countries, Journal of Risk and Insurance, 75: 921-946.
-
(2008)
Journal of Risk and Insurance
, vol.75
, pp. 921-946
-
-
Arena, M.1
-
3
-
-
0037286212
-
Computation and analysis of multiple structural change models
-
Bai, J., and P. Perron, 2003, Computation and Analysis of Multiple Structural Change Models, Journal of Applied Econometrics, 18: 1-22.
-
(2003)
Journal of Applied Econometrics
, vol.18
, pp. 1-22
-
-
Bai, J.1
Perron, P.2
-
4
-
-
0038162237
-
Economic, demographic, and institutional determinants of life insurance consumption across countries
-
Beck, T., and I. Webb, 2003, Economic, Demographic, and Institutional Determinants of Life Insurance Consumption across Countries, The World Bank Economic Review, 17: 51-88. (Pubitemid 36854901)
-
(2003)
World Bank Economic Review
, vol.17
, Issue.1
, pp. 51-88
-
-
Beck, T.1
Webb, I.2
-
5
-
-
35448946942
-
The local power of some unit root tests for panel data
-
B. Baltagi, ed. (JAI: Amsterdam)
-
Breitung, J., 2000, The Local Power of Some Unit Root Tests for Panel Data, in: B. Baltagi, ed., Advances in Econometrics, Nonstationary Panels, Panel Cointegration, and Dynamic Panels, Vol. 15, (JAI: Amsterdam), pp. 161-178.
-
(2000)
Advances in Econometrics, Nonstationary Panels, Panel Cointegration, and Dynamic Panels
, vol.15
, pp. 161-178
-
-
Breitung, J.1
-
6
-
-
0038095090
-
An international analysis of life insurance demand
-
Browne, M.J. and K. Kim, 1993, An International Analysis of Life Insurance Demand, Journal of Risk and Insurance, 60: 616-633.
-
(1993)
Journal of Risk and Insurance
, vol.60
, pp. 616-633
-
-
Browne, M.J.1
Kim, K.2
-
7
-
-
49649118977
-
Infrastructure, long-run economic growth and causality tests for cointegrated panels
-
Canning D, and P. Pedroni, 2008, Infrastructure, Long-Run Economic Growth and Causality Tests for Cointegrated Panels, Manchester School, 76: 504-527.
-
(2008)
Manchester School
, vol.76
, pp. 504-527
-
-
Canning, D.1
Pedroni, P.2
-
8
-
-
79959982193
-
How does the development of the life insurance market affect economic growth? Some international evidence
-
In press
-
Chen, P.-F., C.-C. Lee, and C.-F. Lee, 2011, How Does the Development of the Life Insurance Market Affect Economic Growth? Some International Evidence, Journal of International Development, In press.
-
(2011)
Journal of International Development
-
-
Chen, P.-F.1
Lee, C.-C.2
Lee, C.-F.3
-
9
-
-
0041819800
-
Unit root tests for panel data
-
DOI 10.1016/S0261-5606(00)00048-6, PII S0261560600000486
-
Choi, I., 2001, Unit Root Tests for Panel Data. Journal of International Money and Finance, 20: 249-272. (Pubitemid 33631106)
-
(2001)
Journal of International Money and Finance
, vol.20
, Issue.2
, pp. 249-272
-
-
Choi, I.1
-
10
-
-
84981676740
-
Finite sample sizes of johansen's likelihood ratio tests for cointegration
-
Chung, Y.W., and K. S. Lai, 1993, Finite Sample Sizes of Johansen's Likelihood Ratio Tests for Cointegration, Oxford Bulletin of Economics and Statistics, 55(3): 313-328.
-
(1993)
Oxford Bulletin of Economics and Statistics
, vol.55
, Issue.3
, pp. 313-328
-
-
Chung, Y.W.1
Lai, K.S.2
-
11
-
-
0942267342
-
Financial development and economic growth: Evidence from panel unit root and cointegration tests
-
DOI 10.1016/j.jdeveco.2003.03.002
-
Christopoulos, D.K. and E.G. Tsionas, 2004, Financial Development and Economic Growth: Evidence From Panel Unit Root And Cointegration Tests, Journal of Development Economics, 73(1): 55-74. (Pubitemid 38143893)
-
(2004)
Journal of Development Economics
, vol.73
, Issue.1
, pp. 55-74
-
-
Christopoulos, D.K.1
Tsionas, E.G.2
-
12
-
-
0034239547
-
The saving retention coefficient in the long run and in the short run: Evidence from panel data
-
Coiteux, M., and S. Olivier, 2000, The Saving Retention Coefficient in the Long Run and in the Short Run: Evidence from Panel Data, Journal of International Money and Finance, 19: 535-548.
-
(2000)
Journal of International Money and Finance
, vol.19
, pp. 535-548
-
-
Coiteux, M.1
Olivier, S.2
-
13
-
-
33748558431
-
Finance, institutions and economic development
-
DOI 10.1002/ijfe.296
-
Demetriades, P., and S.H. Law, 2006, Finance, Institutions and Economic Development. International Journal of Finance and Economics, 11(3): 245-260. (Pubitemid 44363526)
-
(2006)
International Journal of Finance and Economics
, vol.11
, Issue.3
, pp. 245-260
-
-
Demetriades, P.1
Law, S.H.2
-
14
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey, D.A., and W.A. Fuller, 1979, Distribution of the Estimators for Autoregressive Time Series with a Unit Root, Journal of the American Statistical Association, 74: 427-431.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
15
-
-
0002377523
-
A primer on cointegration with an application to money and income
-
B. B. Rao, ed. Basingstoke: The Macmillan Press
-
Dickey, D.A., D.W. Jansen, and D.L. Thorton, 1994, A Primer on Cointegration with an Application to Money and Income, in: B. B. Rao, ed., Cointegration for the Applied Economist (Basingstoke: The Macmillan Press), pp. 9-45.
-
(1994)
Cointegration for the Applied Economist
, pp. 9-45
-
-
Dickey, D.A.1
Jansen, D.W.2
Thorton, D.L.3
-
16
-
-
0000013567
-
Cointegration and error correction: Representation, estimation, and testing
-
Engle, R.F., and C.W.J. Granger, 1987, Cointegration and Error Correction: Representation, Estimation, and Testing, Econometrica, 55: 257-276.
-
(1987)
Econometrica
, vol.55
, pp. 257-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
17
-
-
0036829695
-
International financial integration and economic growth
-
Edison, H.J., R. Levine, L. Ricci, and T. Slok, 2002, International Financial Integration and Economic Growth, Journal of International Money and Finance 21(6): 749-776.
-
(2002)
Journal of International Money and Finance
, vol.21
, Issue.6
, pp. 749-776
-
-
Edison, H.J.1
Levine, R.2
Ricci, L.3
Slok, T.4
-
19
-
-
0000260582
-
Testing for stationarity in heterogeneous panel data
-
Hadri, K., 2000, Testing for Stationarity in Heterogeneous Panel Data, Econometrics Journal, 3(2): 148-161.
-
(2000)
Econometrics Journal
, vol.3
, Issue.2
, pp. 148-161
-
-
Hadri, K.1
-
20
-
-
50849139873
-
The relationship of insurance and economic growth in Europe: A theoretical and empirical analysis
-
Haiss, P., and K. Sümegi, 2008, The Relationship of Insurance and Economic Growth in Europe: A Theoretical and Empirical Analysis, Emprica, 35(4): 405-431.
-
(2008)
Emprica
, vol.35
, Issue.4
, pp. 405-431
-
-
Haiss, P.1
Sümegi, K.2
-
21
-
-
19844372381
-
Panel LM unit-root tests with level shifts
-
DOI 10.1111/j.1468-0084.2005.00125.x
-
Im, K.S., J. Lee, and M. Tieslau, 2005, Panel LM Unit Root Tests with Level Shifts, Oxford Bulletin of Economics and Statistics, 67(3): 393-419. (Pubitemid 40763815)
-
(2005)
Oxford Bulletin of Economics and Statistics
, vol.67
, Issue.3
, pp. 393-419
-
-
Im, K.-S.O.1
Lee, J.2
Tieslau, M.3
-
22
-
-
0013498103
-
Testing for unit roots in heterogeneous panels
-
Im, K.S., M.H. Pesaran, and Y. Shin, 2003, Testing for Unit Roots in Heterogeneous Panels, Journal of Econometrics, 115: 53-74.
-
(2003)
Journal of Econometrics
, vol.115
, pp. 53-74
-
-
Im, K.S.1
Pesaran, M.H.2
Shin, Y.3
-
24
-
-
0000158117
-
Estimation and hypothesis testing of cointegration vectors in gaussian vector autoregressive model
-
Johansen, S., 1991, Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Model, Econometrica, 59(6): 1551-1580.
-
(1991)
Econometrica
, vol.59
, Issue.6
, pp. 1551-1580
-
-
Johansen, S.1
-
25
-
-
84981579311
-
Maximum likelihood estimation and inference on cointegration - With applications to the demand for money
-
Johansen, S., and K. Juselius, 1990, Maximum Likelihood Estimation and Inference on Cointegration - With Applications to the Demand for Money, Oxford Bulletin of Economics and Statistics, 52(2): 169-210.
-
(1990)
Oxford Bulletin of Economics and Statistics
, vol.52
, Issue.2
, pp. 169-210
-
-
Johansen, S.1
Juselius, K.2
-
26
-
-
0346703006
-
Spurious regression and residual-based tests for cointegration in panel data
-
PII S0304407698000232
-
Kao, C., 1999, Spurious Regression and Residual-Based Tests for Cointegration in Panel Data, Journal of Econometrics, 90: 1-44. (Pubitemid 129593193)
-
(1999)
Journal of Econometrics
, vol.90
, Issue.1
, pp. 1-44
-
-
Kao, C.1
-
27
-
-
35448971123
-
On the estimation and inference of a cointegrated regression in panel data
-
Kao, C., and M.-H. Chiang, 2000, On the Estimation and Inference of a Cointegrated Regression in Panel Data, Advances of Econometrics, 15: 7-51.
-
(2000)
Advances of Econometrics
, vol.15
, pp. 7-51
-
-
Kao, C.1
Chiang, M.-H.2
-
28
-
-
34247482883
-
Finance and growth: Schumpeter might be "right"
-
King, R.G. and R. Levine, 1993, Finance And Growth: Schumpeter Might Be "Right", Quarterly Journal of Economics 108: 717-737.
-
(1993)
Quarterly Journal of Economics
, vol.108
, pp. 717-737
-
-
King, R.G.1
Levine, R.2
-
29
-
-
50849094588
-
Does insurance promote economic growth? Evidence from the UK
-
University of Southampton
-
Kugler, M., and R. Ofoghi, 2005, Does Insurance Promote Economic Growth? Evidence from the UK, Working paper, University of Southampton.
-
(2005)
Working Paper
-
-
Kugler, M.1
Ofoghi, R.2
-
30
-
-
18744405664
-
Energy consumption and GDP in developing countries: A cointegrated panel analysis
-
DOI 10.1016/j.eneco.2005.03.003, PII S014098830500023X
-
Lee, C.-C., 2005, Energy Consumption and GDP in Developing Countries: A Cointegrated Panel Analysis, Energy Economics 27(3): 415-427. (Pubitemid 40678513)
-
(2005)
Energy Economics
, vol.27
, Issue.3
, pp. 415-427
-
-
Lee, C.-C.1
-
31
-
-
84865591354
-
Insurance and real output: The key role of banking activities
-
In press
-
Lee, C.-C., 2011, Insurance and Real Output: The Key Role of Banking Activities, Macroeconomics Dynamics, In press.
-
(2011)
Macroeconomics Dynamics
-
-
Lee, C.-C.1
-
32
-
-
73949160834
-
Stock prices and the efficient market hypo thesis: Evidence from a panel stationary test with structural breaks
-
Lee, C.-C., Lee, J.-D., and C.-C. Lee, 2010, Stock Prices and The Efficient Market Hypothesis: Evidence From A Panel Stationary Test With Structural Breaks, Japan and the World Economy 21(1): 49-58.
-
(2010)
Japan and the World Economy
, vol.21
, Issue.1
, pp. 49-58
-
-
Lee, C.-C.1
Lee, J.-D.2
Lee, C.-C.3
-
33
-
-
68549106399
-
Did regulation break competitiveness in property-liability insurance? Evidence from underwriting profit and investment income
-
Leng, C.C., M.R. Powers, and E.C. Venezian, 2002, Did Regulation Break Competitiveness in Property-Liability Insurance? Evidence from Underwriting Profit and Investment Income, Journal of Insurance Regulation, 21: 57-77.
-
(2002)
Journal of Insurance Regulation
, vol.21
, pp. 57-77
-
-
Leng, C.C.1
Powers, M.R.2
Venezian, E.C.3
-
34
-
-
0000391884
-
Unit root tests in panel data: Asymptotic and finite-sample properties
-
Levin, A., C.-F. Lin, and C.-S. Chu, 2002, Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties, Journal of Econometrics, 108: 1-24.
-
(2002)
Journal of Econometrics
, vol.108
, pp. 1-24
-
-
Levin, A.1
Lin, C.-F.2
Chu, C.-S.3
-
36
-
-
0001187515
-
A comparative study of unit root tests with panel data and a new simple test
-
Maddala, G.S., and S. Wu, 1999, A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test, Oxford Bulletin of Economics and Statistics, 61: 631-652. (Pubitemid 33587434)
-
(1999)
Oxford Bulletin of Economics and Statistics
, vol.61
, Issue.SUPPL.
, pp. 631-652
-
-
Maddala, G.S.1
Wu, S.2
-
37
-
-
85015450425
-
Multi-national underwriting cycles in property-liability insurance
-
Meier, U.B., 2006, Multi-National Underwriting Cycles in Property-Liability Insurance, The Journal of Risk Finance, 7: 64-82.
-
(2006)
The Journal of Risk Finance
, vol.7
, pp. 64-82
-
-
Meier, U.B.1
-
38
-
-
0000706085
-
A simple positive semi-definite: Heteroskedasticity and autocorrelation consistent covariance matrix
-
Newey, W.K., and K.D. West, 1987, A Simple Positive Semi-Definite: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix, Econometrica, 55: 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
39
-
-
0000905673
-
Financial development and economic growth in underdeveloped countries
-
Patrick, H., 1966, Financial Development and Economic Growth in Underdeveloped Countries. Economic Development and Cultural Change, 14: 174-189.
-
(1966)
Economic Development and Cultural Change
, vol.14
, pp. 174-189
-
-
Patrick, H.1
-
40
-
-
0041110046
-
Critical values for cointegration tests in heterogeneous panels with multiple regressors
-
Pedroni, P., 1999, Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors, Oxford Bulletin of Economics and Statistics 61: 653-670. (Pubitemid 33587435)
-
(1999)
Oxford Bulletin of Economics and Statistics
, vol.61
, Issue.SUPPL.
, pp. 653-670
-
-
Pedroni, P.1
-
41
-
-
35448955395
-
Full modified OLS for heterogeneous cointegrated panels
-
B. Baltagi, ed. (JAI: Amsterdam)
-
Pedroni, P., 2000, Full Modified OLS for Heterogeneous Cointegrated Panels, in: B. Baltagi, ed., Advances in Econometrics, Nonstationary Panel Cointegration and Dynamic Panels, V o l . 1 5 , (JAI: Amsterdam): 93-130.
-
(2000)
Advances in Econometrics, Nonstationary Panel Cointegration and Dynamic Panels
, vol.1
, Issue.5
, pp. 93-130
-
-
Pedroni, P.1
-
42
-
-
2542568123
-
Panel cointegration: Asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
-
DOI 10.1017/S0266466604203073
-
Pedroni, P., 2004, Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis, Econometric Theory, 20: 597-625. (Pubitemid 38707272)
-
(2004)
Econometric Theory
, vol.20
, Issue.3
, pp. 597-625
-
-
Pedroni, P.1
-
43
-
-
84872823142
-
General diagnostic tests for cross section dependence in panels
-
Institute for the Study of Labor, IZA
-
Pesaran, M.H., 2004, General Diagnostic Tests for Cross Section Dependence in Panels, IZA Discussion Papers No. 1240, Institute for the Study of Labor, IZA.
-
(2004)
IZA Discussion Papers No. 1240
-
-
Pesaran, M.H.1
-
44
-
-
34248177429
-
A simple unit root test in the presence of cross-section dependence
-
Pesaran, M.H., 2007, A Simple Unit Root Test in the Presence of Cross-Section Dependence, Journal of Applied Econometrics, 22: 265-312.
-
(2007)
Journal of Applied Econometrics
, vol.22
, pp. 265-312
-
-
Pesaran, M.H.1
-
45
-
-
0001514642
-
Linear regression limit theory for nonstationary panel data
-
Phillips, P., and H.R. Moon, 1999, Linear Regression Limit Theory for Nonstationary Panel Data, Econometrica, 67(5): 1057-1112.
-
(1999)
Econometrica
, vol.67
, Issue.5
, pp. 1057-1112
-
-
Phillips, P.1
Moon, H.R.2
-
46
-
-
58149363019
-
Temporal aggregation and the power of tests for unit root
-
Pierse, R.G. and Shell, A. J., 1995, Temporal Aggregation and the Power of Tests For Unit Root, Journal of Econometrics, 65: pp. 335-45.
-
(1995)
Journal of Econometrics
, vol.65
, pp. 335-345
-
-
Pierse, R.G.1
Shell, A.J.2
-
47
-
-
0004101132
-
-
th ed. Pearson Education, Inc., Boston, MA
-
Rejda, G.E., 2004, Principles of Risk Management and Insurance, 10th ed., Pearson Education, Inc., Boston, MA.
-
(2004)
Principles of Risk Management and Insurance
-
-
Rejda, G.E.1
-
48
-
-
0001755034
-
The estimation of economic relationships using instrumental variables
-
Sargan, J.D., 1958, The Estimation of Economic Relationships Using Instrumental Variables, Econometrica 26: 393-415.
-
(1958)
Econometrica
, vol.26
, pp. 393-415
-
-
Sargan, J.D.1
-
49
-
-
0001168905
-
Testing for misspecification after estimating using instrumental variables
-
Maasoumi, E. (ed.) Cambridge: Cambridge University Press
-
Sargan, J.D., 1988, Testing for Misspecification after Estimating Using Instrumental Variables, In Maasoumi, E. (ed.), Contributions to Econometrics: John Denis Sargan Vol. 1 Cambridge: Cambridge University Press.
-
(1988)
Contributions to Econometrics: John Denis Sargan
, vol.1
-
-
Sargan, J.D.1
-
50
-
-
33750555090
-
Same financial development yet different economic growth - Why?
-
DOI 10.1353/mcb.2006.0095
-
Shen, C.-H. and C.-C. Lee, 2006, Same Financial Development Yet Different Economic Growth - Why?, Journal of Money, Credit and Banking, 38(7): 1907-1944. (Pubitemid 44672409)
-
(2006)
Journal of Money, Credit and Banking
, vol.38
, Issue.7
, pp. 1907-1944
-
-
Shen, C.-H.1
Lee, C.-C.2
-
51
-
-
79960021662
-
The relationship between insurance and economic growth: Review and agenda
-
Swiss Reinsurance Company, Various Years. Sigma. Zurich
-
Sümegi, K., and P. Haiss, 2008, The Relationship between Insurance and Economic Growth: Review and Agenda. The IcFai Journal of Risk and Insurance, 1(2): 32-56. Swiss Reinsurance Company, Various Years. Sigma. Zurich.
-
(2008)
The IcFai Journal of Risk and Insurance
, vol.1
, Issue.2
, pp. 32-56
-
-
Sümegi, K.1
Haiss, P.2
-
52
-
-
0038095092
-
Does insurance promote economic growth? Evidence from OECD countries
-
Ward, D., and R. Zurbruegg, 2000, Does Insurance Promote Economic Growth? Evidence from OECD Countries, Journal of Risk and Insurance, 67(4): 489-506.
-
(2000)
Journal of Risk and Insurance
, vol.67
, Issue.4
, pp. 489-506
-
-
Ward, D.1
Zurbruegg, R.2
-
54
-
-
33645124769
-
Testing for panel cointegration with multiple structural breaks
-
DOI 10.1111/j.1468-0084.2006.00154.x
-
Westerlund, J., 2006. Testing for Panel Cointegration with Multiple Structural Breaks, Oxford Bulletin of Economics and Statistics, 68: 101-132. (Pubitemid 43438101)
-
(2006)
Oxford Bulletin of Economics and Statistics
, vol.68
, Issue.1
, pp. 101-132
-
-
Westerlund, J.1
|