Panel data stochastic convergence analysis of the Mexican regions

Josep Lluís Carrion-i-Silvestre () and Vicente German-Soto ()

Empirical Economics, 2009, vol. 37, issue 2, pages 303-327

Keywords: Stochastic convergence; β-Convergence; Non-stationarity panel data tests; Cross-section dependence; Multiple structural breaks; C12; C22; C32; O40; R11 (search for similar items in EconPapers)
Date: 2009
View list of references

Downloads: (external link)
http://hdl.handle.net/10.1007/s00181-008-0234-x (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Panel Data Stochastic Convergence Analysis of the Mexican Regions (2008)
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:spr:empeco:v:37:y:2009:i:2:p:303-327

Ordering information: This journal article can be ordered from
http://link.springer.de/orders.htm

Access Statistics for this article

Empirical Economics is edited by Badi H. Baltagi, Heather M. Anderson and Bernd Fitzenberger

More articles in Empirical Economics from Springer
Series data maintained by Christopher F Baum ().