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

Badi Baltagi () and Chihwa Kao ()

No 16, Center for Policy Research Working Papers from Center for Policy Research, Maxwell School, Syracuse University

Abstract: This paper provides an overvie 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.

JEL-codes: C22 C23 (search for similar items in EconPapers)
Date: 2000-03
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Persistent link: http://EconPapers.repec.org/RePEc:max:cprwps:16

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