A pair-wise approach to testing for output and growth convergence

DOI10.1016/J.JECONOM.2006.05.024MaRDI QIDQ277174zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convergencepanel data modelseconomic growthcommon technological shocks

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

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Cites work

• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• A Contribution to the Empirics of Economic Growth
• ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
• Convergence empirics across economies with (some) capital mobility.
• Efficient Tests for an Autoregressive Unit Root
• Empirics for growth and distribution: Stratification, polarization, and convergence clubs
• Growth Empirics: A Panel Data Approach
• Interpreting tests of the convergence hypothesis
• Stochastic growth models and their econometric implications
• Structural analysis of vector error correction models with exogenous \(I(1)\) variables
• 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?

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

Describes a project that uses

Uses Software

• Microfit

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