Nonstationary panels, cointegration in panels and dynamic panels: A survey
Nonstationary Panels, Panel Cointegration, and Dynamic Panels
ISBN: 978-0-76230-688-6, eISBN: 978-1-84950-065-4
Publication date: 13 February 2001
Abstract
This chapter provides an overview of topics in nonstationary panels: panel unit root tests, panel cointegration tests, and estimation of panel cointegration models. In addition it surveys recent developments in dynamic panel data models.
Citation
Baltagi, B.H. and Kao, C. (2001), "Nonstationary panels, cointegration in panels and dynamic panels: A survey", Baltagi, B.H., Fomby, T.B. and Carter Hill, R. (Ed.) Nonstationary Panels, Panel Cointegration, and Dynamic Panels (Advances in Econometrics, Vol. 15), Emerald Group Publishing Limited, Leeds, pp. 7-51. https://doi.org/10.1016/S0731-9053(00)15002-9
Publisher
:Emerald Group Publishing Limited
Copyright © 2000, Emerald Group Publishing Limited