Nonstationary Panels, Panel Cointegration, and Dynamic PanelsNonstationary Panels, Panel Cointegration, and Dynamic Panels
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eBook, 2000
Current format, eBook, 2000, 1st ed, All copies in use.
eBook, 2000
Current format, eBook, 2000, 1st ed, All copies in use. Offered in 0 more formats
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. The volume includes eleven chapters written by twenty authors. These chapters (i) investigate better methods of estimating dynamic panels; (ii) develop method.
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