Cross-country convergence in a general Lotka–Volterra model

Jan Ditzen

Spatial Economic Analysis, 2018, vol. 13, issue 2, 191-211

Abstract: This paper uses a general Lotka–Volterra model to estimate convergence for 93 countries over the period 1960–2007. It employs an equation with a spatial time lag and common factors. The spatial lag controls for spatial dependence, while the common factors control for strong cross-sectional dependence. As spatial weights matrices, the shares of high-skilled migrants, trade shares and foreign direct investments are used. A simultaneous least squares estimator and a dynamic common correlated effects (DCCE) estimator are employed. The DCCE estimator finds conditional convergence. The paper highlights the importance of controlling for both types of cross-sectional dependence.

Date: 2018
References: Add references at CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://hdl.handle.net/10.1080/17421772.2018.1397285 (text/html)
Access to full text is restricted to subscribers.

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:taf:specan:v:13:y:2018:i:2:p:191-211

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RSEA20

DOI: 10.1080/17421772.2018.1397285

Access Statistics for this article

Spatial Economic Analysis is currently edited by Bernie Fingleton and Danilo Igliori

More articles in Spatial Economic Analysis from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().