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

Badi H. Baltagi, Chihwa Kao

Research output: Chapter in Book/Report/Conference proceedingChapter

165 Scopus citations

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.

Original languageEnglish (US)
Title of host publicationNonstationary Panels, Panel Cointegration, and Dynamic Panels
PublisherJAI Press
Pages7-51
Number of pages45
ISBN (Print)0762306882, 9780762306886
DOIs
StatePublished - Jan 1 2000

Publication series

NameAdvances in Econometrics
Volume15
ISSN (Print)0731-9053

ASJC Scopus subject areas

  • Economics and Econometrics

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  • Cite this

    Baltagi, B. H., & Kao, C. (2000). Nonstationary panels, cointegration in panels and dynamic panels: A survey. In Nonstationary Panels, Panel Cointegration, and Dynamic Panels (pp. 7-51). (Advances in Econometrics; Vol. 15). JAI Press. https://doi.org/10.1016/S0731-9053(00)15002-9