Robustness tests of the augmented Solow model
Jonathan Temple ()
Journal of Applied Econometrics, 1998, vol. 13, issue 4, pages 361-375
Abstract:
This paper demonstrates some techniques for testing the robustness of cross-section and panel data regressions, and applies them to the influential augmented Solow growth model. The paper focuses on robust estimation and analysis of sensitivity to measurement error. In particular, it is shown that estimated technology parameters and convergence rates are highly sensitive to measurement error. © 1998 John Wiley & Sons, Ltd.
Date: 1998
View citations in EconPapers
Downloads: (external link)
http://qed.econ.queensu.ca:80/jae/1998-v13.4/ Supporting data files and programs (text/html)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: http://EconPapers.repec.org/RePEc:jae:japmet:v:13:y:1998:i:4:p:361-375
Ordering information: This journal article can be ordered from
http://www3.intersci ... e.jsp?issn=0883-7252
Access Statistics for this article
Journal of Applied Econometrics is edited by M. Hashem Pesaran
More articles in Journal of Applied Econometrics from John Wiley & Sons, Ltd.
Series data maintained by Christopher F. Baum ().