Nonstationary panels, cointegration in panels and dynamic panels: A survey

Authors
Baltagi, BH Kao, CW
Citation
Bh. Baltagi et Cw. Kao, Nonstationary panels, cointegration in panels and dynamic panels: A survey, ADV E, 15, 2000, pp. 7-51
Citations number
129
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES ECOOMETRICS, VOL 15, 2000 → ACNP
ISSN journal
07319053
Volume
15
Year of publication
2000
Pages
7 - 51
Database
ISI
SICI code
0731-9053(2000)15:<7:NPCIPA>2.0.ZU;2-#
Abstract
This chapter provides an overview of topics in nonstationary panels: panel unit root tests, panel cointegration tests, and estimation of panel cointeg ration models. In addition if surveys recent developments in dynamic panel data models.