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Nonstationary panels, panel cointegration, and dynamic panels

Author: Badi H Baltagi
Publisher: Amsterdam ; New York : JAI, 2000.
Series: Advances in econometrics, v. 15.
Edition/Format:   eBook : Document : English : 1st edView all editions and formats
Database:WorldCat
Summary:
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Nonstationary panels, panel cointegration, and dynamic panels.
Amsterdam ; New York : JAI, 2000
(OCoLC)46368926
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Badi H Baltagi
ISBN: 9780080521978 0080521975 9781849500654 1849500657
OCLC Number: 171030616
Description: 1 online resource (ix, 339 pages) : illustrations.
Contents: 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.
Series Title: Advances in econometrics, v. 15.
Responsibility: edited by Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill.

Abstract:

Includes a survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointegration tests. This book also provides developments in the  Read more...

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B.H. Baltagi ...The subject area that the volume deals with has many potential applications, and is currently evolving very fast. As a result, this collection of timely surveys and new results will Read more...

 
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