Nonstationary panels, panel cointegration, and dynamic panels /

Other Authors: Baltagi, Badi H.
Format: Book
Language:English
Published: Amsterdam ; New York : JAI, 2000.
Edition:1st ed.
Series:Advances in econometrics ; v. 15
Subjects:
Online Access:http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=196561
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245 0 0 |a Nonstationary panels, panel cointegration, and dynamic panels /  |c edited by Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill. 
250 |a 1st ed. 
260 |a Amsterdam ;  |b JAI,  |c 2000.  |a New York : 
300 |a 1 online resource (ix, 339 pages) :  |b illustrations. 
490 1 |a Advances in econometrics ;  |v v. 15 
504 |a Includes bibliographical references. 
505 0 |a Introduction / Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill -- Testing for common cyclical features in nonstationary panel data models / Alain Hecq, Franz C. Palm, Jean-Pierre Urbain -- The local power of some unit root tests for panel data / Jèorg Breitung -- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min-Hsien Chiang -- Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment / Christian J. Murray, David H. Papell -- Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors / Heikki Kauppi -- Stationarity tests in heterogeneous panels / Yong Yin, Shaowen Wu -- Instrumental variable estimation of semiparametric dynamic panel data models : Monte Carlo results on several new and existing estimators / M. Douglas Berg, Qi Li, Aman Ullah -- Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study / Nazrul Islam -- Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator / Richard Blundell, Stephen Bond, Frank Windmeijer -- Nonstationary panels, cointegration in panels and dynamic panels : a survey / Badi H. Baltagi, Chihwa Kao -- Fully modified OLS for heterogeneous cointegrated panels / Peter Pedroni. 
650 0 |a Econometrics  |x Research. 
650 0 |a Econometric models. 
650 0 |a Panel analysis. 
650 4 |a Econometric models. 
650 4 |a Econometrics  |x Research. 
650 4 |a Panel analysis. 
650 6 |a Économétrie  |x Recherche. 
650 6 |a Modèles économétriques. 
650 6 |a Panel (Psychologie sociale) 
650 7 |a BUSINESS & ECONOMICS  |x Econometrics. 
650 7 |a BUSINESS & ECONOMICS  |x Statistics. 
650 7 |a Econometric models. 
650 7 |a Econometrics  |x Research. 
650 7 |a Panel analysis. 
650 1 7 |a Panelanalyse. 
700 1 |a Baltagi, Badi H. 
856 4 0 |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=196561 
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