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

This chapter provides an overview of topics in nonstationary panels: panel unit root tests, panel cointegration tests, and estimation of panel cointegration models. In addition it surveys recent developments in dynamic panel data models.

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Year of publication:	2001
Authors:	Baltagi, Badi H. ; Kao, Chihwa
Subject:	Panel \| Panel study \| Kointegration \| Cointegration \| Zeitreihenanalyse \| Time series analysis \| Dynamische Wirtschaftstheorie \| Economic dynamics \| Einheitswurzeltest \| Unit root test

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Type of publication:	Article
Language:	English
Other identifiers:	10.1016/S0731-9053(00)15002-9 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015390079