Nonstationary Panels, Panel Cointegration, and Dynamic Panels
Badi H. Baltagi
This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely nonstationary panels and dynamic panels. It includes a comprehensive survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointegration tests. In addition, it provides recent developments in the estimation of dynamic panel data models using generalized method of moments.
Categories:
Year:
2000
Edition:
1
Publisher:
JAI Press(NY)
Language:
english
Pages:
339
ISBN 10:
0080521975
ISBN 13:
9780762306886
Series:
Advances in Econometrics
File:
PDF, 2.19 MB
IPFS:
,
english, 2000