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  • Search: subject:"Time Series Test"
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growth models 1 kalman filter 1 time series test 1 transition economies 1 unit roots 1
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Book / Working Paper 1
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Estrin, Saul 1 Urga, Geovanni 1
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William Davidson Institute, University of Michigan 1
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William Davidson Institute Working Papers Series 1
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Convergence in Output in Transition Economies Central & Eastern Europe, 1970-1995
Estrin, Saul; Urga, Geovanni - William Davidson Institute, University of Michigan - 1997
In this paper we use unit roots/cointegration analysis and time varying parameters procedure to test for a common growth path in the ex-communist block, both pre- and post-reform. We test whether there has been convergence within the block and between the block as a group and the West....
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