TAR Panel Unit Root Tests and Real Convergence
Arielle Beyaert () and
Maximo Camacho ()
Review of Development Economics, 2008, vol. 12, issue 3, 668-681
The authors propose a new panel data methodology to test real convergence in a non‐linear framework. This extends the existing methods by combining three approaches: the threshold model, the panel data unit root tests, and the computation of critical values by bootstrap simulation. The authors apply their methodology to the per capita outputs of a total of 15 European countries, including some of the East European countries that have recently joined the EU.
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