A pair-wise approach to testing for output and growth convergence

DOI10.1016/j.jeconom.2006.05.024zbMath1418.62529OpenAlexW3121332458MaRDI QIDQ277174

M. Hashem Pesaran

Publication date: 4 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://www.cesifo.org/DocDL/cesifo1_wp1308.pdf

zbMATH Keywords

convergenceeconomic growthpanel data modelscommon technological shocks

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Economic growth models (91B62)

Related Items (10)

Pairwise Tests of Purchasing Power Parity ⋮ Asymptotics for Panel Models with Common Shocks ⋮ A simple proposal to improve the power of income convergence tests ⋮ Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel ⋮ Detecting capital market convergence clubs ⋮ Regime switching with structural breaks in output convergence ⋮ Generalized dynamic panel data models with random effects for cross-section and time ⋮ TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” ⋮ Q-convergence with interquartile ranges ⋮ A simple test for nonstationarity in mixed panels: a further investigation

Uses Software

• Microfit

Cites Work

• Unnamed Item
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• Stochastic growth models and their econometric implications
• Structural analysis of vector error correction models with exogenous \(I(1)\) variables
• Interpreting tests of the convergence hypothesis
• ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
• Growth Empirics: A Panel Data Approach
• Efficient Tests for an Autoregressive Unit Root
• Convergence empirics across economies with (some) capital mobility.
• Empirics for growth and distribution: Stratification, polarization, and convergence clubs
• A Contribution to the Empirics of Economic Growth

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