Nonstationary Panels, Panel Cointegration, and Dynamic Panels
Badi H. Baltagi (ed.)
Gebundenes Buch

Nonstationary Panels, Panel Cointegration, and Dynamic Panels

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Main description: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 cointegrationtests. In addition, it provides recent developments in the estimation of dynamic panel data models using generalized method of moments.The volume includes eleven chapters written by twenty authors. These chapters (i) investigate better methods of estimating dynamic panels; (ii...