Format:
Online-Ressource (ix, 339 p)
,
ill
Edition:
1st ed
Edition:
Online-Ausg. Palo Alto, Calif ebrary 2009 Electronic reproduction; Available via World Wide Web
ISBN:
0762306882
,
1281022527
,
9781281022523
,
9781849500654
,
9780762306886
Series Statement:
Advances in econometrics 15
Content:
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
Note:
Includes bibliographical references
,
Introduction / Badi H. Baltagi, Thomas B. Fomby, R. Carter HillTesting 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.
,
Electronic reproduction; Available via World Wide Web
Additional Edition:
Erscheint auch als Druck-Ausgabe Nonstationary panels, panel cointegration, and dynamic panels Amsterdam : Elsevier, 2000 ISBN 9780762306886
Additional Edition:
ISBN 0762306882
Language:
English
URL:
Volltext
(lizenzpflichtig)
Author information:
Baltagi, Badi H. 1954-
