Multivariate Unit Root Tests and Testing for Convergence
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More about this item
Keywordsbalanced growth; cross-sectional dependence; Dickey-Fuller test; initials conditions; power envelope; stationarity tests;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-01-05 (All new papers)
- NEP-ECM-2003-01-05 (Econometrics)
- NEP-ETS-2003-01-05 (Econometric Time Series)
- NEP-RMG-2003-01-05 (Risk Management)
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