Testing economic convergence in non-stationary panel

被引：0
|
作者：
Abdou-Aziz Niang
机构：
[1] University of Ziguinchor,Department of Economics and Management
来源：
Statistical Methods & Applications | 2017年 / 26卷
关键词：
Unit root; Factor model; Structural change; -Convergence;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper emphasizes the role of Panel Analysis of Nonstationarity in the Idiosyncratic and Common components (PANIC) in purging effects of cross-country correlation and structural instability from the convergence equation. In doing so, we run some simulations to show that, in addition to controlling correlations, PANIC handles the presence of a single structural change naturally and then solves the problems of low power that it generates. Applications are also conducted using a sample of 20 OECD member countries and 20 countries in Sub-Saharan Africa.
引用
收藏
页码：135 / 156
页数：21
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