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Time series test of nonlinear convergence and transitional dynamics

This paper revisits the income convergence hypothesis by using the nonlinear unit root test of Kapetanios et al. [Kapetanios, G., Shin, Y. and A. Snell, 2003. Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics 112, 359–379.]. Out of the 12 OECD income gaps in which non...

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Main Authors: Chong, Terence Tai-Leung, Hinich, Melvin J., Liew, Venus Khim-Sen, Lim, Kian-Ping
Format: Article
Language:English
Published: Elsevier Ltd. 2008
Subjects:
H Social Sciences (General)
HC Economic History and Conditions
Online Access:http://ir.unimas.my/id/eprint/26249/1/Time%20series.pdf
http://ir.unimas.my/id/eprint/26249/
https://www.sciencedirect.com/science/article/pii/S0165176508000554#!
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spelling my.unimas.ir.262492022-01-20T00:32:07Z http://ir.unimas.my/id/eprint/26249/ Time series test of nonlinear convergence and transitional dynamics Chong, Terence Tai-Leung Hinich, Melvin J. Liew, Venus Khim-Sen Lim, Kian-Ping H Social Sciences (General) HC Economic History and Conditions This paper revisits the income convergence hypothesis by using the nonlinear unit root test of Kapetanios et al. [Kapetanios, G., Shin, Y. and A. Snell, 2003. Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics 112, 359–379.]. Out of the 12 OECD income gaps in which nonlinearity has been detected, two cases of long-run converging and four cases of catching up are found. Elsevier Ltd. 2008 Article PeerReviewed text en http://ir.unimas.my/id/eprint/26249/1/Time%20series.pdf Chong, Terence Tai-Leung and Hinich, Melvin J. and Liew, Venus Khim-Sen and Lim, Kian-Ping (2008) Time series test of nonlinear convergence and transitional dynamics. Economics Letters, 100 (3). pp. 337-339. ISSN 0165-1765 https://www.sciencedirect.com/science/article/pii/S0165176508000554#! DOI:org/10.1016/j.econlet.2008.02.025
institution Universiti Malaysia Sarawak
building Centre for Academic Information Services (CAIS)
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Sarawak
content_source UNIMAS Institutional Repository
url_provider http://ir.unimas.my/
language English
topic H Social Sciences (General)
HC Economic History and Conditions
spellingShingle H Social Sciences (General)
HC Economic History and Conditions
Chong, Terence Tai-Leung
Hinich, Melvin J.
Liew, Venus Khim-Sen
Lim, Kian-Ping
Time series test of nonlinear convergence and transitional dynamics
description This paper revisits the income convergence hypothesis by using the nonlinear unit root test of Kapetanios et al. [Kapetanios, G., Shin, Y. and A. Snell, 2003. Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics 112, 359–379.]. Out of the 12 OECD income gaps in which nonlinearity has been detected, two cases of long-run converging and four cases of catching up are found.
format Article
author Chong, Terence Tai-Leung
Hinich, Melvin J.
Liew, Venus Khim-Sen
Lim, Kian-Ping
author_facet Chong, Terence Tai-Leung
Hinich, Melvin J.
Liew, Venus Khim-Sen
Lim, Kian-Ping
author_sort Chong, Terence Tai-Leung
title Time series test of nonlinear convergence and transitional dynamics
title_short Time series test of nonlinear convergence and transitional dynamics
title_full Time series test of nonlinear convergence and transitional dynamics
title_fullStr Time series test of nonlinear convergence and transitional dynamics
title_full_unstemmed Time series test of nonlinear convergence and transitional dynamics
title_sort time series test of nonlinear convergence and transitional dynamics
publisher Elsevier Ltd.
publishDate 2008
url http://ir.unimas.my/id/eprint/26249/1/Time%20series.pdf
http://ir.unimas.my/id/eprint/26249/
https://www.sciencedirect.com/science/article/pii/S0165176508000554#!
_version_ 1724078516697300992
score 13.19449

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