Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey

This paper provides an overvie 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.

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Year of publication:	2000-03
Authors:	Baltagi, Badi H. ; Kao, Chihwa
Institutions:	Center for Policy Research, Maxwell School

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Extent:	application/pdf
Series:	Center for Policy Research Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 16 47 pages
Classification:	C22 - Time-Series Models ; C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005698399