Nonstationary panels, panel cointegration, and dynamic panels /
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...
| Други автори: | Baltagi, Badi H. |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Amsterdam ; New York :
JAI,
2000.
|
| Издание: | 1st ed. |
| Серия: |
Advances in econometrics ;
v. 15. |
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=196561 |
| Подобни документи: |
Print version::
Nonstationary panels, panel cointegration, and dynamic panels. |
| Резюме: |
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 cointegration tests. In addition, it provides recent developments in the estimation of dynamic panel data models using generalized method of moments. The volume includes eleven chapters written by twenty authors. These chapters (i) investigate better methods of estimating dynamic panels; (ii) develop method. |
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| Физически характеристики: |
1 online resource (ix, 339 pages) : illustrations. |
| Библиография: |
Includes bibliographical references. |
| ISBN: |
9780080521978 0080521975 9781849500654 1849500657 |