Nonstationary Panels, Panel Cointegration, and Dynamic Panels by Badi H Baltagi
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: investigate better methods of estimating dynamic panels; develop methods for estimating and testing hypotheses for cointegrating vectors in dynamic panels; extend the concept of serial correlation common features analysis to nonstationary panel data models; study the local power of panel unit root test statistics; derive the asymptotic distributions of various estimators for the panel cointegrated regression model; propose a unit root test in the presence of structural change; develop a new limit theory for panel data that may be cross-sectionally heterogeneous; propose stationarity tests for a heterogeneous panel data model; derive instrumental variable estimators for a semiparametric partially linear dynamic panel data model; and conduct Monte Carlo experiments to study the small sample properties of a growth convergence equation. This collection of papers should prove useful for practitioners and researchers working with panel data.-
Econometrics of Climate, Energy, and Green Transition
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Regression Discontinuity Designs
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Essays in Honor of Jerry Hausman
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The Econometrics of Complex Survey Data
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30th Anniversary Edition
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DSGE Models in Macroeconomics
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Var Models in Macroeconomics - New Developments and Applications
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Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling
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Essays in Honor of Cheng Hsiao
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Bayesian Econometrics
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Econometrics and Risk Management
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Spatial and Spatiotemporal Econometrics
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Spatial Econometrics
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Maximum Likelihood Estimation of Misspecified Models
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Applying Maximum Entropy to Econometric Problems
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Messy Data
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Applications of Artificial Intelligence in Finance and Economics
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The Econometrics of Networks
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Econometric Models in Marketing
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Econometric Analysis of Financial and Economic Time Series
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Modelling and Evaluating Treatment Effects in Econometrics
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Essays in Honour of Fabio Canova
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Maximum Simulated Likelihood Methods and Applications
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Essays in Honor of Aman Ullah
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Structural Econometric Models
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Measurement Error
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Dynamic Factor Models
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Nonparametric Econometric Methods
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Bayesian Model Comparison
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Essays in Honor of M. Hashem Pesaran
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Essays in Honor of Joon Y. Park
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Essays in Honor of Subal Kumbhakar
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Essays in Honor of Peter C. B. Phillips
BH. Baltagi ...The subject area that the volume deals with has many potential applications, and is currently evolving very fast. As a result, this collection of timely surveys and new results will be a very useful handbook to anyone interested in current developments in the econometrics of panel data. Mathematical Reviews, 2002
| SKU | Unavailable |
| ISBN 13 | 9780762306886 |
| ISBN 10 | 0762306882 |
| Title | Nonstationary Panels, Panel Cointegration, and Dynamic Panels |
| Author | Badi H Baltagi |
| Series | Advances In Econometrics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Emerald Publishing Limited |
| Year published | 2001-02-13 |
| Number of pages | 350 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |