Testing for catching-up periods in time-series convergence

DOI10.1016/J.ECONLET.2005.04.001zbMath1254.91636OpenAlexW2062872440MaRDI QIDQ1927906

Jan Bentzen

Publication date: 2 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.04.001

zbMATH Keywords

time-series test procedure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Time series test of nonlinear convergence and transitional dynamics

Cites Work

• Time-series based tests of the convergence hypothesis: Some positive results
• Interpreting tests of the convergence hypothesis
• Time-series tests of convergence and transitional dynamics
• Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes

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