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The Online Supplement to “International R&D Spillovers and other Unobserved Common Spillovers and Shocks”

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  • Ruge-Leiva, Diego-Ivan

Abstract

This document provides a review of the literature on International R&D Spillovers and includes unit root test results, the additional results of static and dynamic models, plots of all series, Stata routines, and tables of the data collection on Gross Expenditure on R&D (GERD) as a percentage of GDP, as found in the study by Ruge-Leiva (2015) "International R&D Spillovers and other Unobserved Common Spillovers and Shocks.”

Suggested Citation

  • Ruge-Leiva, Diego-Ivan, 2015. "The Online Supplement to “International R&D Spillovers and other Unobserved Common Spillovers and Shocks”," MPRA Paper 62205, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:62205
    as

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    File URL: https://mpra.ub.uni-muenchen.de/62205/1/MPRA_paper_62205.pdf
    File Function: original version
    Download Restriction: no

    References listed on IDEAS

    as
    1. Cem Ertur & Antonio Musolesi, 2017. "Weak and Strong Cross‐Sectional Dependence: A Panel Data Analysis of International Technology Diffusion," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 477-503, April.
    2. Coe, David T. & Helpman, Elhanan, 1995. "International R&D spillovers," European Economic Review, Elsevier, vol. 39(5), pages 859-887, May.
    3. M. Hashem Pesaran, 2007. "A simple panel unit root test in the presence of cross-section dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 265-312.
    4. Edmond, Chris, 2001. "Some Panel Cointegration Models of International R&D Spillovers," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 241-260, April.
    5. Lichtenberg, Frank R. & Pottelsberghe de la Potterie, Bruno v., 1998. "International R&D spillovers: A comment," European Economic Review, Elsevier, vol. 42(8), pages 1483-1491, September.
    6. Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013. "Panel unit root tests in the presence of a multifactor error structure," Journal of Econometrics, Elsevier, vol. 175(2), pages 94-115.
    7. Keller, Wolfgang, 1998. "Are international R&D spillovers trade-related?: Analyzing spillovers among randomly matched trade partners," European Economic Review, Elsevier, vol. 42(8), pages 1469-1481, September.
    8. Chudik, Alexander & Mohaddes, Kamiar & Pesaran, M. Hashem & Raissi, Mehdi, 2013. "Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models," Globalization and Monetary Policy Institute Working Paper 162, Federal Reserve Bank of Dallas.
    9. Madsen, Jakob B., 2007. "Technology spillover through trade and TFP convergence: 135 years of evidence for the OECD countries," Journal of International Economics, Elsevier, vol. 72(2), pages 464-480, July.
    10. Markus Eberhardt, 2012. "Estimating panel time-series models with heterogeneous slopes," Stata Journal, StataCorp LP, vol. 12(1), pages 61-71, March.
    11. David T. Coe & Willy W. Hoffmaister, 1999. "Are There International R&D Spillovers Among Randomly Matched Trade Partners? A Response to Keller," IMF Working Papers 99/18, International Monetary Fund.
    12. Chudik, Alexander & Pesaran, M. Hashem, 2015. "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors," Journal of Econometrics, Elsevier, vol. 188(2), pages 393-420.
    13. Heike Belitz & Florian Mölders, 2016. "International knowledge spillovers through high-tech imports and R&D of foreign-owned firms," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(4), pages 590-613, June.
    14. Kul B. Luintel & Mosahid Khan, 2004. "Are International R&D Spillovers Costly for the United States?," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 896-910, November.
    15. M. Hashem Pesaran, 2006. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," Econometrica, Econometric Society, vol. 74(4), pages 967-1012, July.
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    More about this item

    Keywords

    Productivity; Cross-Section Dependence; Unobserved Common Spillovers and Shocks.;

    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
    • O30 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights - - - General

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