1. Home
  2. Journals
  3. Journal of Applied Econometrics
  4. Robustness tests of the...
Jonathan R.W. Temple

robustness tests of the augmented solow model (replication data)

This paper demonstrates some techniques for testing the robustness of cross-section and panel data regressions, and applies them to the influential augmented Solow growth model. The paper focuses on robust estimation and analysis of sensitivity to measurement error. In particular, it is shown that estimated technology parameters and convergence rates are highly sensitive to measurement error.

Data and Resources

Suggested Citation

export
Temple, Jonathan R.W. (1998): Robustness tests of the augmented Solow model (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022314.0705384569

Related Publication

Temple, J. (1998), Robustness Tests Of The Augmented Solow Model, Journal of Applied Econometrics, 13(4), 361-375. https://doi.org/10.1002/(sici)1099-1255(199807/08)13:4<361::aid-jae483>3.0.co;2-1

Tags