Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey
Badi H. Baltagi
Syracuse University - Center for Policy Research
March 1, 2000
Syracuse University Center for Policy Research Working Paper No. 16
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, C23working papers series
Date posted: April 13, 2011
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