Nonstationary panels, panel cointegration, and dynamic panels

• Other Authors: Baltagi, Badi H., Fomby, Thomas B., Hill, R. Carter.
• Format: Electronic
• Language: English
• Published: Bingley, U.K. : Emerald, 2001.
• Series: Advances in econometrics ; v. 15.
• Subjects: Business & Economics > Econometrics.; Econometrics.; elektronické knihy; electronic books
• ISBN: 9781849500654 (electronic bk.) :
• Physical Description: 1 online resource (ix, 339 p.).

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 cointeg...