Abadir K., Distaso W., and Giraitis L. (2007) Nonstationarity-extended local Whittle estimation. Journal of Econometrics 141, 1353–1384.
Abadir K. and Talmain G. (2002) Aggregation, persistence and volatility in a macro model. Review of Economic Studies 69, 749–779.
Ashley R.A. and Patterson D.M. (2010) Apparent long memory in time series as an artifact of a time-varying mean: Considering alternatives to the fractionally integrated model. Macroeconomic Dynamics 14(Supplement 1), 59–87.
Barro R.J. and Lee J-W. (2001) International Data on Educational Attainment: Updates and Implications. CID working paper 42.
Becker R., Enders W., and Hurn S. (2004) A general test for time dependence in parameters. Journal of Applied Econometrics 19, 899–906.
Becker R., Enders W., and Lee J. (2006) A stationary test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis 27, 381–409.
Bernard A.B. and Durlauf S.N. (1995) Convergence in international output. Journal of Applied Econometrics 10, 97–108.
Bernard A.B. and Durlauf S.N. (1996) Interpreting tests of the convergence hypothesis. Journal of Econometrics 71, 161–173.
Cheung Y-W. and Pascua A.I.G.l (2004) Testing for output convergence: A re-examination. Oxford Economic Papers 54, 45–63.
Christopoulos D.K. and Leon-Ledesma M.A. (2011) International output convergence, breaks, and asymmetric adjustment. Studies in Nonlinear Dynamics and Econometrics 15, 1–30.
Coe D.T., Helpman E., and Hoffmaister A.W. (2009) International R&D spillovers and institutions, European Economic Review 53, 723–741.
Datta A. (2003) Time series tests of convergence and transitional dynamics. Economics Letters 81, 233–240.
Dufrénot G., Mignon V., and Naccache T. (2009) The Slow Convergence of Per Capita Income between the Developing Countries: Growth Resistance and Sometimes Growth Tragedy. University of Nottingham Discussion Papers.
Durlauf S.N., Johnson P.A., and Temple J.R.W. (2005) Growth econometrics. In Aghion P. and Durlauf S.N. (eds.), Handbook of Economic Growth, pp. 555–678. Amsterdam: North Holland.
Haubrich J.G. and Lo A.W. (2001) The sources and nature of long-term memory in aggregate output. Federal Reserve Bank of Cleveland Economic Review 2, 15–30.
Li Q. and Papell D.H. (1999) Convergence of international output: Time series evidence for 16 OECD countries. International Review of Economics and Finance 8, 267–280.
Ludlow J. and Enders W. (2000) Estimating non-linear ARMA models using Fourier coefficients. International Journal of Forecasting 16, 333–347.
Ketteni E., Mamuneas T. and Stengos T. (2011) The effect of information technology and human capital on economicl growth. Macroeconomic Dynamics 5, 595–615.
Kuensch H.R. (1987) Statistical aspects of self-similar processes. In Prokhorov Y. and Sazanov V.V. (eds.), Proceedings of the First World Congress of the Bernoulli Society, pp. 67–74. Utrecht, Netherlands: VNU Science Press.
Mello M. (2010) Stochastic convergence across U.S. states. Macroeconomic Dynamics 15, 160–183.
Michelacci C. and Zaffaroni P. (2000) (Fractional) beta convergence. Journal of Monetary Economics 45, 129–153.
Nehru V. and Dhareshwar A. (1993) A new database on physical capital stock: Sources, methodology and results. Rivista de Analisis Economico 8, 37–59.
Nehru V., Swanson E., and Dubey A. (1995) A new database on human capital stock in developing and industrial countries: Sources, methodology and results. Journal of Development Economics 46, 379–401.
Pesaran M.H. (2007) A pair-wise approach for testing output and growth convergence. Journal of Econometrics 138, 312–355.
Phillips P.C.B. and Sul D. (2007a) Some empirics on economic growth under heterogeneous technology. Journal of Macroeconomics 29, 455–469.
Phillips P.C.B. and Sul D. (2007b) Transition modeling and econometric convergence tests. Econometrica 75, 1771–1855.
Robinson P.M. (1995) Gaussian semiparametric estimation of long range dependence. Annals of Statistics 23, 1630–1661.
Shimotsu K. (2008) Exact local Whittle estimation of fractional integration with unknown mean and time trend. Econometric Theory 26, 501–540.
Shimotsu K. and Phillips P.C.B. (2005) Exact local Whittle estimation of fractional integration. Annals of Statistics 33, 1890–1933.
Shimotsu K. and Phillips P.C.B. (2006) Local Whittle estimation of fractional integration and some of its variants. Journal of Econometrics 130, 209–233.
Velasco C. (1999) Gaussian semiparametric estimation of non-stationary time series, Journal of Time Series Analysis 20, 87–127.
WDI (2009) World Development Indicators on CD-ROM. The World Bank.
WDI (2010) World Development Indicators on CD-ROM. The World Bank.