On Testing Conditional Sigma – Convergence*

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2009
Volume: 71
Issue: 4
Pages: 453-473

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In a cross‐section where the initial distribution of observations differs from the steady‐state distribution and initial values matter, convergence is best measured in terms of σ‐convergence over a fixed time period. For this setting, we propose a new simple Wald test for conditional σ‐convergence. According to our Monte Carlo simulations, this test performs well and its power is comparable with the available tests of unconditional convergence. We apply two versions of the test to conditional convergence in the size of European manufacturing firms. The null hypothesis of no convergence is rejected for all country groups, most single economies, and for younger firms of our sample of 49,646 firms.

Technical Details

RePEc Handle
repec:bla:obuest:v:71:y:2009:i:4:p:453-473
Journal Field
General
Author Count
2
Added to Database
2026-01-25