Estimating convergence for Asian economies using dynamic random variable models

DOI10.1016/J.ECONLET.2004.06.014zbMath1254.91538OpenAlexW2095270120MaRDI QIDQ1927738

Ji Uk Kim, Paul Evans

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

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

Cites Work

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

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