Estimating convergence for Asian economies using dynamic random variable models

DOI10.1016/J.ECONLET.2004.06.014MaRDI QIDQ1927738zbMATH OpenOpenAlexFDO

Authors Paul Evans, Ji Uk Kim

Publication date 2 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2004.06.014

zbMATH Keywords

convergenceSolow growth modeldynamic random variables model

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Economic growth models (91B62) Multisectoral models in economics (91B66)

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Cites work

• Cross sectional and panel estimation of convergence.
• Exploiting cross-section variation for unit root inference in dynamic data
• Initial conditions and moment restrictions in dynamic panel data models
• Testing for unit roots in heterogeneous panels.
• The Relative Importance of Permanent and Transitory Components: Identification and Some Theoretical Bounds

Cited in

(3)

• Provincial Conditional Income Convergence in China, 1953–1997: A Panel Data Approach
• ECONOMIC GROWTH AND THE EHRENFEST FLEAS: THE CONVERGENCE AMONG COUNTRIES
• Asian monetary integration: a structural VAR approach.

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