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. |
|---|---|
| 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. |
Съдържание:
- Introduction / Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill
- Testing for common cyclical features in nonstationary panel data models / Alain Hecq, Franz C. Palm, Jean-Pierre Urbain
- The local power of some unit root tests for panel data / Jeorg Breitung
- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min-Hsien Chiang
- Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment / Christian J. Murray, David H. Papell
- Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors / Heikki Kauppi
- Stationarity tests in heterogeneous panels / Yong Yin, Shaowen Wu
- Instrumental variable estimation of semiparametric dynamic panel data models : Monte Carlo results on several new and existing estimators / M. Douglas Berg, Qi Li, Aman Ullah
- Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study / Nazrul Islam
- Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator / Richard Blundell, Stephen Bond, Frank Windmeijer
- Nonstationary panels, cointegration in panels and dynamic panels : a survey / Badi H. Baltagi, Chihwa Kao
- Fully modified OLS for heterogeneous cointegrated panels / Peter Pedroni.