A pair-wise approach to testing for output and growth convergence
DOI10.1016/J.JECONOM.2006.05.024zbMATH Open1418.62529OpenAlexW3121332458MaRDI QIDQ277174FDOQ277174
Authors: M. Hashem Pesaran 
Publication date: 4 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.cesifo.org/DocDL/cesifo1_wp1308.pdf
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Cites Work
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- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Efficient Tests for an Autoregressive Unit Root
- Stochastic growth models and their econometric implications
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables
- Interpreting tests of the convergence hypothesis
- ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
- Growth Empirics: A Panel Data Approach
- Convergence empirics across economies with (some) capital mobility.
- Empirics for growth and distribution: Stratification, polarization, and convergence clubs
- A Contribution to the Empirics of Economic Growth
Cited In (11)
- Q-convergence with interquartile ranges
- A simple test for nonstationarity in mixed panels: a further investigation
- Generalized dynamic panel data models with random effects for cross-section and time
- Bootstrap sequential tests to determine the order of integration of individual units in a time series panel
- Asymptotics for panel models with common shocks
- Testing production functions used in empirical growth studies
- A simple proposal to improve the power of income convergence tests
- Testing catching-up between the developing countries: ``Growth resistance and sometimes ``growth tragedy
- Detecting capital market convergence clubs
- Regime switching with structural breaks in output convergence
- Pairwise Tests of Purchasing Power Parity
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