An integrated panel data approach to modelling economic growth

DOI10.1016/J.JECONOM.2020.09.009MaRDI QIDQ2673191zbMATH OpenOpenAlexFDO

Authors Guohua Feng, Bin Peng, Jiti Gao

Publication date 9 June 2022

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

Full work available at URL https://arxiv.org/abs/1903.07948

zbMATH Keywords

variable selectioncross-sectional dependenceparameter heterogeneitygrowth regressions

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A Contribution to the Empirics of Economic Growth
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• Projected principal component analysis in factor models
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• Specification test for panel data models with interactive fixed effects
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection and functional form uncertainty in cross-country growth regressions
• Weak and strong cross-section dependence and estimation of large panels

Cited in

(4)

• Growth Empirics: A Panel Data Approach
• A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge?
• Variable selection in heterogeneous panel data models with cross‐sectional dependence
• Institutions and growth: a GMM/IV panel VAR approach

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