Using cross-country variances to evaluate growth theories

DOI10.1016/0165-1889(95)00888-8zbMath0875.90200OpenAlexW2082111208MaRDI QIDQ1350464

Paul Evans

Publication date: 27 February 1997

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(95)00888-8

zbMATH Keywords

Monte Carlo simulationUnit rootsCommon/deterministic trendsEndogenous/exogenous growthGrowth theory

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

Related Items (5)

QML and Efficient GMM Estimation of Spatial Autoregressive Models with Dominant (Popular) Units ⋮ Weak \(\sigma\)-convergence: theory and applications ⋮ TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” ⋮ Testing economic convergence in non-stationary panel ⋮ A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions

Cites Work

• Unnamed Item
• Time Series Tests of Endogenous Growth Models
• Empirics for growth and distribution: Stratification, polarization, and convergence clubs
• A Contribution to the Empirics of Economic Growth

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