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.
Рік:
2000
Видання:
1
Видавництво:
JAI Press(NY)
Мова:
english
Сторінки:
339
ISBN 10:
0080521975
ISBN 13:
9780762306886
Серії:
Advances in Econometrics
Файл:
PDF, 2.19 MB
IPFS:
,
english, 2000