Nonstationary panels, panel cointegration, and dynamic panels

• Άλλοι συγγραφείς: Baltagi, Badi H., Fomby, Thomas B., Hill, R. Carter
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Bingley, U.K. : Emerald, 2001.
• Σειρά: Advances in econometrics ; v. 15.
• Θέματα: Business & Economics > Econometrics.; Econometrics.

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...