GrowthDJ {AER} | R Documentation |
Growth regression data as provided by Durlauf & Johnson (1995).
data("GrowthDJ")
A data frame containing 121 observations on 10 variables.
The data are derived from the Penn World Table 4.0 and are given in Mankiw, Romer and Weil (1992),
except literacy60
that is from the World Bank's World Development Report.
Journal of Applied Econometrics Data Archive.
http://www.econ.queensu.ca/jae/1995-v10.4/durlauf-johnson/
Durlauf, S.N., and Johnson, P.A. (1995). Multiple Regimes and Cross-Country Growth Behavior. Journal of Applied Econometrics, 10, 365–384.
Koenker, R., and Zeileis, A. (2007). “Reproducible Econometric Research (A Critical Review of the State of the Art).” Report 60, Department of Statistics and Mathematics, Wirtschaftsuniversität Wien, Research Report Series. http://epub.wu-wien.ac.at/.
Mankiw, N.G, Romer, D., and Weil, D.N. (1992). A Contribution to the Empirics of Economic Growth. Quarterly Journal of Economics, 107, 407–437.
Masanjala, W.H., and Papageorgiou, C. (2004). The Solow Model with CES Technology: Nonlinearities and Parameter Heterogeneity. Journal of Applied Econometrics, 19, 171–201.
## data for non-oil-producing countries data("GrowthDJ") dj <- subset(GrowthDJ, oil == "no") ## Different scalings have been used by different authors, ## different types of standard errors, etc., ## see Koenker & Zeileis (2007) for an overview ## Durlauf & Johnson (1995), Table II mrw_model <- I(log(gdp85) - log(gdp60)) ~ log(gdp60) + log(invest/100) + log(popgrowth/100 + 0.05) + log(school/100) dj_mrw <- lm(mrw_model, data = dj) coeftest(dj_mrw) dj_model <- I(log(gdp85) - log(gdp60)) ~ log(gdp60) + log(invest) + log(popgrowth/100 + 0.05) + log(school) dj_sub1 <- lm(dj_model, data = dj, subset = gdp60 < 1800 & literacy60 < 50) coeftest(dj_sub1, vcov = sandwich) dj_sub2 <- lm(dj_model, data = dj, subset = gdp60 >= 1800 & literacy60 >= 50) coeftest(dj_sub2, vcov = sandwich)