Nonstationary panels, cointegration in panels and dynamic panels: A survey

Badi H. Baltagi, Chih Hwa Duke Kao

Research output: Chapter in Book/Entry/PoemChapter

211 Scopus citations


This chapter 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.

Original languageEnglish (US)
Title of host publicationNonstationary Panels, Panel Cointegration, and Dynamic Panels
PublisherJAI Press
Number of pages45
ISBN (Print)0762306882, 9780762306886
StatePublished - 2000

Publication series

NameAdvances in Econometrics
ISSN (Print)0731-9053

ASJC Scopus subject areas

  • Economics and Econometrics


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