Pages that link to "Item:Q277174"
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The following pages link to A pair-wise approach to testing for output and growth convergence (Q277174):
Displaying 10 items.
- A simple test for nonstationarity in mixed panels: a further investigation (Q254914) (← links)
- Q-convergence with interquartile ranges (Q956472) (← links)
- A simple proposal to improve the power of income convergence tests (Q1668010) (← links)
- Generalized dynamic panel data models with random effects for cross-section and time (Q2451769) (← links)
- Detecting capital market convergence clubs (Q2691710) (← links)
- Regime switching with structural breaks in output convergence (Q2691764) (← links)
- Pairwise Tests of Purchasing Power Parity (Q3182770) (← links)
- TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY” (Q4908442) (← links)
- Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
- Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel (Q5251506) (← links)
