Estimating convergence for Asian economies using dynamic random variable models
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 86 (2005)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/locate/ecolet
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- Roberto Cellini & Antonello E. Scorcu, 2000. "Segmented stochastic convergence across the G-7 countries," Empirical Economics, Springer, vol. 25(3), pages 463-474.
- Garcia-Cerrutti, L. Miguel, 2000. "Estimating elasticities of residential energy demand from panel county data using dynamic random variables models with heteroskedastic and correlated error terms," Resource and Energy Economics, Elsevier, vol. 22(4), pages 355-366, October.
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- R Blundell & Steven Bond, . "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
- Goddard, John & Wilson, John, 2001. "Cross sectional and panel estimation of convergence," Economics Letters, Elsevier, vol. 70(3), pages 327-333, March.
- Marla Ripoll & Juan Carlos Cordoba, 2005.
"Endogenous TFP and Cross-Country Income Differences,"
247, University of Pittsburgh, Department of Economics, revised Jan 2005.
- Córdoba, Juan Carlos & Ripoll, Marla, 2008. "Endogenous TFP and cross-country income differences," Journal of Monetary Economics, Elsevier, vol. 55(6), pages 1158-1170, September.
- Juan Carlos Cordoba & Marla Ripoll, 2005. "Endogenous TFP and Cross-Country Income Differences," Development and Comp Systems 0512018, EconWPA.
- Cordoba, Juan Carlos & Ripoll, Marla, 2010. "Endogenous Tfp and Cross-Country Income Differences," Staff General Research Papers 32116, Iowa State University, Department of Economics.
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