| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 서진교 | - |
| dc.date.accessioned | 2018-11-15T08:28:42Z | - |
| dc.date.available | 2018-11-15T08:28:42Z | - |
| dc.date.issued | 2001-06 | - |
| dc.identifier.other | JRD24-1-01 | - |
| dc.identifier.uri | http://repository.krei.re.kr/handle/2018.oak/15929 | - |
| dc.description.tableofcontents | CONTENTS I. Introduction Ⅱ. Growth Regression As A Dynamic Panel Data Model Ⅲ. Dynamic Error Components Model 1. The Importance of the Initial Observations in Dynamic Error Component Model. 2. The Inconsistency of the LSDV (Least Square Dummy Variable) Estimator. 3. The Unconditional Maximum Likelihood Ⅳ. Data, Samples, and Estimation Results 1. Data and Samples 2. Estimation Results Ⅴ. Conclusion ABSTRACT This paper examines recent convergency issues in economic on growth. Taking the recent works by M-R-W and Islam as its starting point this paper analyzes how these results change with the adoption of the panel data approach. The regression equation used in the study of convergence is reformulated into a dynamic panel model with individual country effects and is estimated by the panel data procedures. It hardly seems to say that there exists a reasonable evidence of a rapid convergence considering the time period required for the convergence. | - |
| dc.publisher | KREI | - |
| dc.title | GROWTH EMPIRICS: CONVERGENCE STUDY BY PANEL DATA ANALYSIS | - |
| dc.title.alternative | GROWTH EMPIRICS: CONVERGENCE STUDY BY PANEL DATA ANALYSIS | - |
| dc.type | KREI 논문 | - |
| dc.contributor.alternativeName | Suh, Jinkyo | - |
- Appears in Collections:
- 학술지 논문 > 농촌경제 / JRD
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