time-series models, dynamic quantile regressions, panel data, panel unit root tests, panel cointegration tests, estimation of panel cointegration models
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.
Baltagi, Badi H. and Kao, Chihwa, "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey" (2000). Center for Policy Research. Paper 136.
Metadata from RePEc
Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.