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Volumn 35, Issue 8, 2001, Pages 689-696

Regional convergence and common, stochastic long-run trends: A re-examination of the US regional data

Author keywords

Cointegration; Covergence; Non stationarity; Unit root

Indexed keywords

COINTEGRATION ANALYSIS; CONVERGENCE; INCOME DISTRIBUTION; REGIONAL ECONOMY;

EID: 0035173934     PISSN: 00343404     EISSN: None     Source Type: Journal    
DOI: 10.1080/00343400120084687     Document Type: Article
Times cited : (20)

References (29)
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    • The great crash, the oil price shock, and the unit root hypothesis
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 22
    • 0001072623 scopus 로고    scopus 로고
    • Convergence empirics across economies with (some) capital mobility
    • (1996) J. Econ. Growth , vol.1 , pp. 95-124
    • Quah, D.T.1
  • 25
    • 0346940040 scopus 로고    scopus 로고
    • Monte Carlo inference in econometric models with symmetric stable disturbances
    • (1999) J. Econometrics , vol.88 , pp. 365-401
    • Tsionas, E.G.1
  • 27
    • 0034074828 scopus 로고    scopus 로고
    • Regional growth and convergence: Evidence from the United States
    • (2000) Reg. Studies , vol.34 , pp. 231-238
    • Tsionas, E.G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.