Time series test of nonlinear convergence and transitional dynamics

DOI10.1016/J.ECONLET.2008.02.025zbMATH Open1255.91347OpenAlexW2037363547MaRDI QIDQ1934880FDOQ1934880

Authors: Terence T. L. Chong, Melvin J. Hinich, Venus Khim-Sen Liew, Kian-Ping Lim 

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://ir.unimas.my/id/eprint/26249/1/Time%20series.pdf

Recommendations

• Nonlinear models of convergence
• Testing for unit root in nonlinear heterogeneous panels
• Testing for catching-up periods in time-series convergence
• Time-series based tests of the convergence hypothesis: Some positive results
• On the Power of Absolute Convergence Tests

zbMATH Keywords

OECDcatching uplong-run convergencenonlinear unit root test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

• Testing linearity against smooth transition autoregressive models
• Structural change in AR(1) models
• Interpreting tests of the convergence hypothesis
• Testing for a unit root in the nonlinear STAR framework
• Time-series based tests of the convergence hypothesis: Some positive results
• Time-series tests of convergence and transitional dynamics
• Testing for catching-up periods in time-series convergence

Cited In (6)

• Nonlinear models of convergence
• Testing for unit root in nonlinear heterogeneous panels
• Distribution dynamics and nonlinear growth
• Time-series tests of convergence and transitional dynamics
• Testing for catching-up periods in time-series convergence
• A simple proposal to improve the power of income convergence tests

This page was built for publication: Time series test of nonlinear convergence and transitional dynamics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1934880)