Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey
Author(s) -
Badi H. Baltagi,
Chihwa Kao
Publication year - 2000
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1808022
Subject(s) - cointegration , unit root , econometrics , panel data , economics
This paper 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.
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