Jai Press Inc.
Nonstationary Panels, Panel Cointegration, and Dynamic Panels (English, Badi H. Baltagi)
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Product Description
About the Book
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 generalized method of moments. The vol…
ISBN: 9780762306886
Book Specifications
| ISBN-13 | 9780762306886 |
| ISBN-10 | 0762306882 |
| Publisher | Jai Press Inc. |
| Category | Jai Press Inc. |
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