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Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey


Badi H. Baltagi


Syracuse University - Center for Policy Research

Chihwa Kao


Syracuse University
March 1, 2000

Syracuse University Center for Policy Research Working Paper No. 16

Abstract:     
This paper provides an overview 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.

Number of Pages in PDF File: 47

JEL Classification: C22, C23

working papers series


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Date posted: April 13, 2011  

Suggested Citation

Baltagi, Badi H. and Kao, Chihwa D., Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey (March 1, 2000). Syracuse University Center for Policy Research Working Paper No. 16. Available at SSRN: http://ssrn.com/abstract=1808022 or http://dx.doi.org/10.2139/ssrn.1808022

Contact Information

Badi H. Baltagi (Contact Author)
Syracuse University - Center for Policy Research ( email )
Syracuse, NY 13244
United States
315-443-1630 (Phone)
315-443-1081 (Fax)
HOME PAGE: http://www.maxwell.syr.edu/cpr_about.aspx?id=6442451316
Chihwa D. Kao
Syracuse University ( email )
900 S. Crouse Avenue
426 Eggers Hall Maxwell School of Citizenship and Public Affairs
Syracuse, NY 13244
United States
315-443-3233 (Phone)
315-443-1081 (Fax)
Feedback to SSRN (Beta)


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