Nonstationary panels, panel cointegration, and dynamic panels
Éditeur :
Emerald Publishing Limited
ISBN :
9780762306886
Date de publication :
13 févr. 2001
Dimensions :
22,9 x 15,2 x 2,3 cm
Poids :
597 g
Langue :
Anglais
Pays d'origine :
USA
Includes a survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointegration tests. This book also provides developments in the estimation of dynamic panel data models using generalized method of moments. It is useful for practitioners and researchers working with panel data.