### Table 5 Financial intermediation and growth: dynamic panel regressions, system estimator

2000

"... In PAGE 23: ... In Table 4, only the results on the quot;nancial indicators are given. Table5 gives the full results from system dynamic-panel estimation. The analysis was conducted with two conditioning information sets.... In PAGE 23: ... The second uses the policy conditioning information set, and includes initial income, educational attain- ment, government size, openness to trade, in#ation, and the black market exchange rate premium.25 Table5 also presents (1) the Sargan test, where the null hypothesis is that the instrumental variables are uncorrelated with the residuals and (2) the serial correlation test, where the null hypothesis is that the errors in the di!erenced equation exhibit no second-order serial correlation. The three quot;nancial intermediary development indicators (LIQUID LIABILI- TIES, COMMERCIAL-CENTRAL BANK, and PRIVATE CREDIT) are sig- ni quot;cant at the 0.... ..."

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### Table 3: Rate Constants for Reduction of Thiopyridinyl-Cysteine Derivatives by DTTa

1999

"... In PAGE 4: ... In the case of R69C (Figure 4c), P71C, L68C, and L72C (Figure 4a), the grouping was primarily based on the reactivity in the light (see below). Table3 gives the rate constants divided by the DTT concentrations used in the measurement. The rate constants of the mutants in the highly reactive group (0.... ..."

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### Table 8: Second-order axioms for in-buffered agents

1997

"... In PAGE 20: ... 6.2 In-Buffered Agents The second-order axioms for in-buffered agents are given in Table8 . This is similar to the axioms for out-buffered agents, but notice that there is no analogue to (OB2*).... ..."

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### Table 7: Second-order axioms for out-buffered agents

1997

"... In PAGE 17: ... Roughly, out-bufferedness is characterized by the fact that every output transition outy ??! factors into a silent part ) and a part outy without side effects. The second-order axioms for out-buffered agents are given in Table7 . A state s in an LTS S is reachable if there exist transitions s0 1 ?! : : : n ??! s from the initial state s0.... ..."

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### Table 6: Second-Order Approximation Using Idiosyncratic Data

"... In PAGE 27: ...8. Table6 presents the results when the corresponding experiment is performed in my model under the baseline set of parameter values, and under several alternative parametric... In PAGE 31: ... These are eminently testable propositions.18 Given the results of Table6 , it even seems worthwhile to attempt to estimate an equation of the form of the second-order approximation to the Euler equation (but only if idiosyncratic data are used). The point of the earlier discussion of Table 6 was that the coe cient on Ei;t 2 i;t+1 didnotyieldanunbiasedestimateof .... In PAGE 31: ...arameter values). These are eminently testable propositions.18 Given the results of Table 6, it even seems worthwhile to attempt to estimate an equation of the form of the second-order approximation to the Euler equation (but only if idiosyncratic data are used). The point of the earlier discussion of Table6 was that the coe cient on Ei;t 2 i;t+1 didnotyieldanunbiasedestimateof . From a less structural point of view, however, the lesson of the table is that for any tested set of parameter values the model implies a hugely statistically signi cant relationship between consumption growth and Ei;t 2 i;t+1.... ..."

### Table 10: Second-order axioms for in-queued agents

1997

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### Table 5: Second-order axioms for out-buffered agents

1997

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### TABLE II CHOSEN SECOND-ORDER MODEL WITH SEVEN INDEPENDENT VARIABLES

2006

Cited by 1