EconPapers    
Economics at your fingertips  
 

Testing for Convergence: Evidence from Non-parametric Multimodality Tests

Marco Bianchi

Journal of Applied Econometrics, 1997, vol. 12, issue 4, 393-409

Abstract: In this paper, the authors test the convergence hypothesis in a cross-section of 119 countries by means of bootstrap multimodality tests and non parametric density estimation techniques. By looking at the density distribution of GDP across countries in 1970, 1980 and 1989, we find low mobility patterns of intra-distribution dynamics and increasing evidence for bimodality. The findings stand in sharp contrast with the convergence prediction. (c) 1997 John Wiley & Sons, Ltd.-

Date: 1997
References: Add references at CitEc
Citations: View citations in EconPapers (158)

Downloads: (external link)
http://qed.econ.queensu.ca:80/jae/1997-v12.4/ 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: https://EconPapers.repec.org/RePEc:jae:japmet:v:12:y:1997:i:4:p:393-409

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 currently edited by M. Hashem Pesaran

More articles in Journal of Applied Econometrics from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing () and Christopher F. Baum ().

 
Page updated 2025-03-19
Handle: RePEc:jae:japmet:v:12:y:1997:i:4:p:393-409