Interpreting tests of the convergence hypothesis

From MaRDI portal
Revision as of 15:47, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1915445


DOI10.1016/0304-4076(94)01699-2zbMath0842.62094MaRDI QIDQ1915445

Steven N. Durlauf, Andrew B. Bernard

Publication date: 4 August 1996

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

Full work available at URL: http://www.nber.org/papers/t0159.pdf


62P20: Applications of statistics to economics

91B84: Economic time series analysis


Related Items

Provincial Conditional Income Convergence in China, 1953–1997: A Panel Data Approach, TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY”, The Autoregressive metric for comparing time series models, Tests of the convergence hypothesis: Some further results., Convergence empirics across economies with (some) capital mobility., A pair-wise approach to testing for output and growth convergence, Growth and convergence: a profile of distribution dynamics and mobility, Spurious regression, Can convergence regressions distinguish between exogenous and endogenous growth models?, European common stochastic long-run trends., Q-convergence with interquartile ranges, Time-series based tests of the convergence hypothesis: Some positive results, New Zealand economic growth--endogenous or exogenous?, A simple proposal to improve the power of income convergence tests, Integration, productivity and technological spillovers: evidence for eurozone banking industries, \(I(0)\) in, integration and cointegration out: Time series properties of endogenous growth models, Time-series tests of convergence and transitional dynamics, Testing for catching-up periods in time-series convergence, Time series test of nonlinear convergence and transitional dynamics, Meta-frontier and technology switchers: a nonparametric approach, Testing a linear dynamic panel data model against nonlinear alternatives, Regime switching with structural breaks in output convergence, TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS



Cites Work