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.

Additional Information

Harvest from RePEc at http://repec.org

Source

Metadata from RePEc

Creative Commons License

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

Included in

Mathematics Commons

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