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Dynamic Panels

Badi Baltagi

Chapter 8 in A Companion to Econometric Analysis of Panel Data, 2026, pp 235-262 from Springer

Abstract: Abstract Many economic relationships are dynamic in nature, and one of the advantages of panel data is that they allow the researcher to better understand the dynamics of adjustment. See, for example, Balestra and Nerlove (Econometrica 34:585–612, 1966) on dynamic demand for natural gas and Arellano and Bond (Rev Econ Stud 58:277–297, 1991) on a dynamic model of employment.

Date: 2026
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DOI: 10.1007/978-3-032-09687-6_8

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