A note on the empirics of the neoclassical growth model

DOI10.1016/J.ECONLET.2006.06.025zbMath1254.91401OpenAlexW2013317183MaRDI QIDQ1929827

Giovanni Caggiano, Leone Leonida

Publication date: 9 January 2013

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

Full work available at URL: http://www.gla.ac.uk/media/media_22172_en.pdf

zbMATH Keywords

autocorrelation functionneoclassical growth modelconvergence processes

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• Unnamed Item
• Sieve bootstrap for time series
• The jackknife and the bootstrap for general stationary observations
• Tapered block bootstrap
• The Stationary Bootstrap
• Aggregation, Persistence and Volatility in a Macro Model
• Inference for Autocorrelations in the Possible Presence of a Unit Root
• A Contribution to the Empirics of Economic Growth

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