Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey

Author(s)/Creator(s)

Badi H. Baltagi, Syracuse University. Center for Policy ResearchFollow
Chihwa Kao, Syracuse University, Maxwell School, Center for Policy Research.Follow

Description/Abstract

This paper provides an overview of topics in nonstationary panels: panel unit root tests, panel cointegration tests, and estimation of panel cointegration models. In addition it surveys recent developments in dynamic panel data models.

Document Type

Working Paper

Date

2000

Keywords

time-series models, dynamic quantile regressions, panel data, panel unit root tests, panel cointegration tests, estimation of panel cointegration models

Language

English

Series

Working Papers Series

Disciplines

Mathematics

Additional Information

Harvest from RePEc at http://repec.org

Recommended Citation

Baltagi, Badi H. and Kao, Chihwa, "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey" (2000). Center for Policy Research. 136.
https://surface.syr.edu/cpr/136

Source

Metadata from RePEc

Creative Commons License

This work is licensed under a Creative Commons Attribution 3.0 License.