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Nonstationary Panels, Panel Cointegration, and Dynamic Panels - Advances in Econometrics
Nonstationary Panels, Panel Cointegration, and Dynamic Panels - Advances in Econometrics
Includes a survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointegration tests. This book also provides developments in the estimation of dynamic panel data models using generalized method of moments. It is useful for practitioners and researchers working with panel data.
350 pages, Illustrations
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | February 13, 2001 |
ISBN13 | 9780762306886 |
Publishers | Emerald Publishing Limited |
Pages | 350 |
Dimensions | 161 × 239 × 25 mm · 652 g |
Language | English |
Editor | Baltagi, Badi H. |