Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey

descriptionPublicationkeyboard_double_arrow_right Article , Part of book or chapter of book , Preprint 01 Jan 2000 United States English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Baltagi, Badi H.; Kao, Chihwa;

doi: 10.2139/ssrn.1808022 , 10.1016/s0731-9053(00)15002-9

Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey

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Abstract

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.

Country

United States

Related Organizations

Institute for the Study of Labor
Germany
Syracuse University
United States

Keywords

panel unit root tests, panel cointegration tests, panel data, time-series models, estimation of panel cointegration models, dynamic quantile regressions, Mathematics, jel: jel:C23, jel: jel:C22

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