Testing economic convergence in non-stationary panel (Q518889): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1007/s10260-016-0361-z
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+W2346820607
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@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
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+Q5475042
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+PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION
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+Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Public Finance in Models of Economic Growth
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+Testing for structural breaks in dynamic factor models
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+Inference for unit roots in dynamic panels where the time dimension is fixed
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+Breaking the panels: An application to the GDP per capita
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+Using cross-country variances to evaluate growth theories
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+Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling
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+Testing for stationarity in heterogeneous panel data
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+Testing for unit roots in heterogeneous panels.
@@ Property / cites work: Testing for unit roots in heterogeneous panels. / rank @@
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+Growth Empirics: A Panel Data Approach
@@ Property / cites work: Growth Empirics: A Panel Data Approach / rank @@
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+A Contribution to the Empirics of Economic Growth
@@ Property / cites work: A Contribution to the Empirics of Economic Growth / rank @@
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+Testing for a unit root in panels with dynamic factors
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Shortfalls of panel unit root testing
@@ Property / cites work: Shortfalls of panel unit root testing / rank @@
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+Publication:518889