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Nonstationary Panels, Panel Cointegration, and Dynamic Panels (English, Badi H. Baltagi)
Jai Press Inc.

Nonstationary Panels, Panel Cointegration, and Dynamic Panels (English, Badi H. Baltagi)

by Badi H. Baltagi

Publisher: Jai Press Inc.

Language: English

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Specifications

PublisherJai Press Inc.
LanguageEnglish
ISBN-139780762306886
ISBN-100762306882
AuthorBadi H. Baltagi

Product Description

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

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What You'll Learn

  • ·In-depth exploration of topics covered in Nonstationary Panels, Panel Cointegration, and Dynamic Panels
  • ·Key concepts explained with clarity and practical examples
  • ·Insights valuable for anyone studying or working in Jai Press Inc.

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Students and professionals interested in Jai Press Inc., as well as general readers looking to expand their knowledge.

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Nonstationary Panels, Panel Cointegration, and Dynamic Panels is authored by Badi H. Baltagi.
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Nonstationary Panels, Panel Cointegration, and Dynamic Panels is published by Jai Press Inc..
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What is Nonstationary Panels, Panel Cointegration, and Dynamic Panels about?
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 ...
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