Robust tests for convergence clubs
Year of publication: |
21 December 2018
|
---|---|
Authors: | Corrado, Luisa ; Stengos, Thanasēs ; Weeks, Melvyn ; Yazgan, Mustafa Ege |
Publisher: |
Cambridge : University of Cambridge, Faculty of Economics |
Subject: | Multivariate stationarity | bootstrap tests | regional convergence | Wirtschaftliche Konvergenz | Economic convergence | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Theorie | Theory | Robustes Verfahren | Robust statistics | Multivariate Analyse | Multivariate analysis | Regionales Wachstum | Regional growth | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
---|---|
Series: | Cambridge working papers in economics. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2106951-7. - Vol. 1873 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.17863/CAM.35572 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook, (2016)
-
A fluctuation test for constant Spearman’s rho
Wied, Dominik, (2011)
-
A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo, (2022)
- More ...
-
Robust Tests for Convergence Clubs
Corrado, Luisa, (2019)
-
Beylunioglu, Fuat C., (2016)
-
Persistence in convergence : some further results
Stengos, Thanasēs, (2016)
- More ...