Nonstationary Panels, Panel Cointegration, and Dynamic Panels (English, Badi H. Baltagi)
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Book Details
Publisher
Jai Press Inc.
Language
English
ISBN-13
9780762306886
ISBN-10
0762306882
Author
Badi H. Baltagi
About the Book
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 vol…
ISBN: 9780762306886
ISBN-13: 9780762306886
ISBN-10: 0762306882
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Product ID: isbn-9780762306886
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