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

Syracuse University Center for Policy Research Working Paper No. 16

47 Pages Posted: 13 Apr 2011

See all articles by Badi H. Baltagi

Badi H. Baltagi

Syracuse University; CESifo (Center for Economic Studies and Ifo Institute); IZA Institute of Labor Economics; Syracuse University - Maxwell School of Citizenship and Public Affairs

Chihwa Kao

Syracuse University

Date Written: March 1, 2000

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.

JEL Classification: C22, C23

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: https://ssrn.com/abstract=1808022 or http://dx.doi.org/10.2139/ssrn.1808022

Badi H. Baltagi (Contact Author)

Syracuse University ( email )

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HOME PAGE: http://https://pbaltagi.wix.com/badibaltagi

CESifo (Center for Economic Studies and Ifo Institute) ( email )

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IZA Institute of Labor Economics

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Germany

Syracuse University - Maxwell School of Citizenship and Public Affairs ( email )

400 Eggers Hall
Syracuse, NY 13244
United States

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)

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