Investigating the Presence of Regional Economic Growth Convergence in the Philippines using Kalman Filter
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- Mapa, Dennis S. & Sandoval, Monica Flerida B. & Yap, David Joseph Emmanuel II B., 2013. "Investigating the Presence of Regional Economic Growth Convergence in the Philippines Using Kalman Filter," Philippine Journal of Development PJD 2010 Vol. 37 No. 2a, Philippine Institute for Development Studies.
References listed on IDEAS
- Austria, Myrna S., 2000. "Assessing the Competitiveness of the Philippine IT Industry," Discussion Papers DP 2000-03, Philippine Institute for Development Studies.
- Manasan, Rosario G. & Mercado, Ruben G., 1999. "Regional Economic Growth and Convergence in the Philippines: 1975-1997," Discussion Papers DP 1999-13, Philippine Institute for Development Studies.
- Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003.
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- Michael Beenstock & Daniel Felsenstein, 2008. "Regional Heterogeneity, Conditional Convergence and Regional Inequality," Regional Studies, Taylor & Francis Journals, vol. 42(4), pages 475-488.
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- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2013. "On the Stratonovich – Kalman - Bucy filtering algorithm application for accurate characterization of financial time series with use of state-space model by central banks," MPRA Paper 50235, University Library of Munich, Germany.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
More about this item
KeywordsPanel Unit Root Test; Time-varying Parameter (TVP) Model; Kalman Filter; Stochastic Convergence; Dynamic Convergence;
- O18 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Urban, Rural, Regional, and Transportation Analysis; Housing; Infrastructure
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
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