ENGLISH

Nonstationary Panels, Panel Cointegration, and Dynamic Panels

By Badi H. Baltagi

Book information

Publisher
JAI Press(NY)
Year
2000
ISBN
0762306882, 9780762306886, 9780080521978
Open Library ID
OL15979937M
Language
english
Format
PDF
Filesize
2 MB (2296332 bytes)
Series
Advances in Econometrics
Edition
1
Pages
339\337
Topic
Economy
Library
Mexmat
Time added
2011-02-23 10:11:24

Description

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.

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