@inbook{7b40c1a502894aacb9d296220efe861f,
title = "Nonstationary panels, cointegration in panels and dynamic panels: A survey",
abstract = "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.",
author = "Baltagi, {Badi H.} and Kao, {Chih Hwa Duke}",
note = "Funding Information: The authors would like to thank R. Carter Hill, M. H. Pesaran and an anonymous referee for their helpful comments and suggestions. Baltagi was funded by the Advanced Research Program, Texas Higher Education Board. Kao was supported by a grant from the Chiang Ching-kou Foundation for International Scholarly Exchange.",
year = "2000",
doi = "10.1016/S0731-9053(00)15002-9",
language = "English (US)",
isbn = "0762306882",
series = "Advances in Econometrics",
publisher = "JAI Press",
pages = "7--51",
booktitle = "Nonstationary Panels, Panel Cointegration, and Dynamic Panels",
address = "United States",
}