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Robustness tests of the augmented Solow model

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  • Jonathan R. W. Temple

    (Hertford College, Oxford OX1 3BW, and Institute of Economics and Statistics, Manor Road, Oxford OX1 3UL)

Abstract

This paper demonstrates some techniques for testing the robustness of cross-section and panel data regressions, and applies them to the influential augmented Solow growth model. The paper focuses on robust estimation and analysis of sensitivity to measurement error. In particular, it is shown that estimated technology parameters and convergence rates are highly sensitive to measurement error. © 1998 John Wiley & Sons, Ltd.

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File URL: http://qed.econ.queensu.ca:80/jae/1998-v13.4/
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Bibliographic Info

Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

Volume (Year): 13 (1998)
Issue (Month): 4 ()
Pages: 361-375

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Handle: RePEc:jae:japmet:v:13:y:1998:i:4:p:361-375

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