The Resource Nonstationary panels, panel cointegration, and dynamic panels, edited by Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill

Nonstationary panels, panel cointegration, and dynamic panels, edited by Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill

Label
Nonstationary panels, panel cointegration, and dynamic panels
Title
Nonstationary panels, panel cointegration, and dynamic panels
Statement of responsibility
edited by Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill
Contributor
Subject
Language
eng
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 generalized method of moments. The volume includes eleven chapters written by twenty authors. These chapters (i) investigate better methods of estimating dynamic panels; (ii) develop method
Member of
Cataloging source
N$T
Dewey number
330.01/5195
Illustrations
illustrations
Index
no index present
LC call number
HB139
LC item number
.N66 2000eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Advances in econometrics
Series volume
v. 15
Label
Nonstationary panels, panel cointegration, and dynamic panels, edited by Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill
Publication
Bibliography note
Includes bibliographical references
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Control code
ocn171030616
Edition
1st ed
Extent
1 online resource (ix, 339 pages)
Form of item
online
Isbn
9781849500654
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
http://library.link/vocab/recordID
.b35055595
Specific material designation
remote
System control number
  • (OCoLC)171030616
  • emerald0080521975

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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