Cross sectional and panel estimation of convergence.

DOI10.1016/S0165-1765(00)00387-6MaRDI QIDQ5940802zbMATH OpenFDO

Authors John Goddard, John Wilson

Publication date 20 August 2001

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

ConvergenceUnit rootsPanel data

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(5)

• Reopening the convergence debate: A new look at cross-country growth empirics.
• Transition Modeling and Econometric Convergence Tests
• Estimating convergence for Asian economies using dynamic random variable models
• Provincial Conditional Income Convergence in China, 1953–1997: A Panel Data Approach
• A Monte Carlo study of growth regressions

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