Trend model testing of growth convergence in 15 OECD countries, 1946-1997

Applied Economics

Volumn 34, Issue 2, 2002, Pages 133-142

  Linden, Mikael ^a  

^a UNIVERSITY OF HELSINKI   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE; ECONOMIC GROWTH; METHODOLOGY; OECD;

EID: 0036165393     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840010025119     Document Type: Article

References (28)

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2. Convergence
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5. Interpreting tests of the convergence hypothesis
6. Estimating deterministics trends in the presence of serially correlated errors
7. Trends versus random walks in time series analysis
8. Do old fallacies never die
9. Measuring convergence in the EC economics
10. Testing the null hypothesis of stationarity against the alternative of a unit root
11. A contribution to the empirics of economic growth
12. Testing for a unit root in the presence of a maintained trend
13. Testing for unit roots and cointegration by variable addition
14. Testing for a unit root in a time series with a changing mean
15. Great crash, the oil price shock, and the unit root hypothesis
16. Segmented trends and non-stationarry time series
17. Dynamic linear models for heterogeneous panels
18. Galton's fallacy and tests of the convergence hypothesis
19. Twin peaks: Growth and convergence in models of distributional dynamics
20. Empirics for growth and distribution: Stratification, polarization, and convergence clubs
21. Convergence across industrial countries (1890-1989): New results using time series methods
22. A new set of international comparisons of real product and price levels estimates for 130 countries, 1950-1988
23. Testing for a shift in mean without having to estimate serial correlation parameters
24. Trend function hypothesis testing in the presence of serial correlation