Time series test of nonlinear convergence and transitional dynamics

DOI10.1016/j.econlet.2008.02.025zbMath1255.91347OpenAlexW2037363547MaRDI QIDQ1934880

Terence Tai-Leung Chong, Melvin J. Hinich, Kian-Ping Lim, Venus Khim-Sen Liew

Publication date: 29 January 2013

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

Full work available at URL: http://ir.unimas.my/id/eprint/26249/1/Time%20series.pdf

zbMATH Keywords

OECDcatching uplong-run convergencenonlinear unit root test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Economic time series analysis (91B84)

Related Items (1)

A simple proposal to improve the power of income convergence tests

Cites Work

• Time-series based tests of the convergence hypothesis: Some positive results
• Testing for a unit root in the nonlinear STAR framework
• Interpreting tests of the convergence hypothesis
• Time-series tests of convergence and transitional dynamics
• Testing for catching-up periods in time-series convergence
• STRUCTURAL CHANGE IN AR(1) MODELS
• Testing linearity against smooth transition autoregressive models

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