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
Tabla de Contenidos:
  • 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 / Jèorg 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.

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