Income convergence: the Dickey-Fuller test under the simultaneous presence of stochastic and deterministic trends
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- Manuel Gomez & Daniel Ventosa-Santaularia, 2007. "Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends," Department of Economics and Finance Working Papers EM200703, Universidad de Guanajuato, Department of Economics and Finance.
References listed on IDEAS
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Cited by:
- 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.
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More about this item
Keywords
Divergence; Loose Catching-up/Lagging-behind; Convergence; De- terministic and Stochastic Trends.;All these keywords.
JEL classification:
- 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
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