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
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)
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