Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends
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- Gómez, Manuel & Ventosa-Santaulària, Daniel, 2007. "Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends," MPRA Paper 58778, University Library of Munich, Germany.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ventosa-Santaulària Daniel & Gómez-Zaldívar Manuel, 2011.
"Testing for a Deterministic Trend When There is Evidence of Unit Root,"
Journal of Time Series Econometrics,
De Gruyter, vol. 2(2), pages 1-26, January.
- Manuel Gomez & Daniel Ventosa-Santaularia, 2008. "Testing for a Deterministic Trend when there is Evidence of Unit-Root," Department of Economics and Finance Working Papers EM200801, Universidad de Guanajuato, Department of Economics and Finance, revised Jun 2010.
- Gómez, Manuel & Ventosa-Santaulària, Daniel, 2010. "Testing for a Deterministic Trend when there is Evidence of Unit-Root," MPRA Paper 58780, University Library of Munich, Germany.
More about this item
KeywordsDivergence; Loose Catching-up/Lagging-behind; Convergence; Deterministic and Stochastic trends;
- 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-2007-03-31 (All new papers)
- NEP-ECM-2007-03-31 (Econometrics)
- NEP-ETS-2007-03-31 (Econometric Time Series)
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