Cross sectional and panel estimation of convergence.

DOI10.1016/S0165-1765(00)00387-6zbMath1080.62555MaRDI QIDQ5940802

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Publication date: 20 August 2001

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

zbMATH Keywords

ConvergencePanel dataUnit roots

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Estimating convergence for Asian economies using dynamic random variable models

Cites Work

• Exploiting cross-section variation for unit root inference in dynamic data
• The empirics of growth and convergence:
• Biases in Dynamic Models with Fixed Effects
• Estimation of Dynamic Models with Error Components
• Growth Empirics: A Panel Data Approach
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• A Contribution to the Empirics of Economic Growth

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