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

This paper 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

MoreLess

Year of publication:	2011
Authors:	Baltagi, Badi H.
Other Persons:	Kao, Chihwa (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Kointegration \| Cointegration \| Panel \| Panel study \| Schätzung \| Estimation \| OECD-Staaten \| OECD countries \| Theorie \| Theory

freely available

Full text |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource (47 p)
Series:	Syracuse University Center for Policy Research Working Paper ; No. 16
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2000 erstellt
Other identifiers:	10.2139/ssrn.1808022 [DOI]
Classification:	C22 - Time-Series Models ; C23 - Models with Panel Data
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013127093