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.
Keywords
CointegrationUnit rootEconometricsPanel dataEconomicsPanel surveyDemographic economics
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Publication Info
- Year
- 2004
- Type
- book-chapter
- Pages
- 7-51
- Citations
- 308
- Access
- Closed
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Cite This
Badi H. Baltagi,
Chihwa Kao
(2004).
Nonstationary panels, cointegration in panels and dynamic panels: A survey.
Advances in econometrics
, 7-51.
https://doi.org/10.1016/s0731-9053(00)15002-9
Identifiers
- DOI
- 10.1016/s0731-9053(00)15002-9