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...

Full description

Bibliographic Details
Other Authors: Baltagi, Badi H., Fomby, Thomas B., Hill, R. Carter
Format: Electronic eBook
Language:English
Published: Bingley, U.K. : Emerald, 2001.
Series:Advances in econometrics ; v. 15.
Subjects:
Online Access:Full Text via HEAL-Link