1. Home
  2. Journals
  3. Journal of Applied Econometrics
  4. Testing for convergence:...
Marco Bianchi

testing for convergence: evidence from non-parametric multimodality tests (replication data)

In this paper, we test the convergence hypothesis in a cross-section of 119 countries by means of bootstrap multimodality tests and nonparametric 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.

Data and Resources

Suggested Citation

export
Bianchi, Marco (1997): Testing for convergence: evidence from non-parametric multimodality tests (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2022313.1256903837

Related Publication

Bianchi, M. (1997), Testing For Convergence: Evidence From Non-Parametric Multimodality Tests, Journal of Applied Econometrics, 12(4), 393-409. https://doi.org/10.1002/(sici)1099-1255(199707)12:4<393::aid-jae447>3.0.co;2-j

Tags