Document Type
Working Paper
Date
2000
Embargo Period
6-28-2012
Keywords
time-series models, dynamic quantile regressions, panel data, panel unit root tests, panel cointegration tests, estimation of panel cointegration models
Language
English
Disciplines
Mathematics
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.
Recommended Citation
Baltagi, Badi H. and Kao, Chihwa, "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey" (2000). Center for Policy Research. Paper 136.
http://surface.syr.edu/cpr/136
Source
Metadata from RePEc
Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.
Additional Information
Harvest from RePEc at http://repec.org