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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Baltagi, Badi H. (Badi Hani)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Amsterdam ; New York : JAI, 2000.
Edición:1st ed.
Colección:Advances in econometrics ; v. 15.
Temas:
Econometrics > Research.
Econometric models.
Panel analysis.
Économétrie > Recherche.
Modèles économétriques.
Panels.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Econometric models
Econometrics > Research
Panel analysis
Panelanalyse.
Econometrie.
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (ix, 339 pages) : illustrations
Bibliografía:Includes bibliographical references.
ISBN:9780080521978
0080521975
9781849500654
1849500657

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