Cross sectional and panel estimation of convergence.

DOI10.1016/S0165-1765(00)00387-6zbMATH Open1080.62555MaRDI QIDQ5940802FDOQ5940802

Authors: John Goddard, John Wilson 

Publication date: 20 August 2001

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

Recommendations

• Growth Empirics: A Panel Data Approach
• Reopening the convergence debate: A new look at cross-country growth empirics.
• Interpreting tests of the convergence hypothesis
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• Dynamic panel estimation and homogeneity testing under cross section dependence

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)

Cites Work

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