1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non …-Stationarity and Cointegration -- 6. Specifying the ARDL Model -- 7. Vector Autoregressions -- 8. Panel Data Models -- 9. Non … Statistics, Nelson Mandela University, Port Elizabeth, South Africa “This book is an outstanding contribution to econometrics …

Spurious regression analysis in panel data when the time series are cross-section dependent is analyzed in the paper … used to design a panel cointegration test statistic accounting for cross-section dependence. The performance of the …

This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely … nonstationary panel data models / Alain Hecq, Franz C. Palm, Jean-Pierre Urbain -- The local power of some unit root tests for panel … data / J(c)·org Breitung -- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min …

-run relationship between share price and dividends using panel data. However, the application of recently established panel econometric … setting using newly developed panel unit root, cointegration, and long-run dynamic estimation approaches. This study employed … a panel dataset of 60 Bombay Stock Exchange (BSE)-listed Indian firms paying regular dividends for 28 years (1990 …