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...
| Άλλοι συγγραφείς: | , , |
|---|---|
| Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Bingley, U.K. :
Emerald,
2001.
|
| Σειρά: | Advances in econometrics ;
v. 15. |
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- 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 / Jörg 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.
