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)
Pages: 47 pages
Date: 2000-03
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (390)

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Persistent link: https://EconPapers.repec.org/RePEc:max:cprwps:16

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