A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge?
type: Item
instance of: scholarly article
title: A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge?
DOI: 10.1080/02664763.2012.699952
author: Loukia Meligkotsidou
author: Elias Tzavalis
author: I. D. Vrontos
published in: Journal of Applied Statistics
publication date: 2020-10-21T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7263560
zbMATH Keywords: Bayesian inference
zbMATH Keywords: cross-sectional dependence
zbMATH Keywords: economic growth convergence
zbMATH Keywords: exogenous covariates
zbMATH Keywords: panel data
zbMATH Keywords: unit root testing
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/02664763.2012.699952
OpenAlex ID: W2027945832
cites work: Q4293547
cites work: Reopening the convergence debate: A new look at cross-country growth empirics.
cites work: Bayesian Inference in Econometric Models Using Monte Carlo Integration
cites work: Testing for stationarity in heterogeneous panel data
cites work: Inference for unit roots in dynamic panels where the time dimension is fixed
cites work: A Monte Carlo study of growth regressions
cites work: The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
cites work: Testing for unit roots in heterogeneous panels.
cites work: Growth Empirics: A Panel Data Approach
cites work: Bayes Factors
cites work: The incidental parameter problem since 1948
cites work: Unit root tests in panel data: asymptotic and finite-sample properties
cites work: Monte Carlo strategies in scientific computing
cites work: Testing for unit roots in a Bayesian framework
cites work: A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence
cites work: A Bayesian Analysis of Unit Roots and Structural Breaks in the Level, Trend, and Error Variance of Autoregressive Models of Economic Series
cites work: Tests for Unit Roots and the Initial Condition
cites work: Biases in Dynamic Models with Fixed Effects
cites work: Bayesian skepticism on unit root econometrics
Recommended article: Growth Empirics: A Panel Data Approach
Recommended article: Reopening the convergence debate: A new look at cross-country growth empirics.
Recommended article: An integrated panel data approach to modelling economic growth
Recommended article: Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
Recommended article: Testing economic convergence in non-stationary panel
description: scientific article; zbMATH DE number 7263560