Nonstationary panels, panel cointegration, and dynamic panels /:
This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely nonstationary panels and dynamic panels. It includes a comprehensive survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointeg...
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Amsterdam ; New York :
JAI,
2000.
|
| Ausgabe: | 1st ed. |
| Schriftenreihe: | Advances in econometrics ;
v. 15. |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely nonstationary panels and dynamic panels. It includes a comprehensive survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointegration tests. In addition, it provides recent developments in the estimation of dynamic panel data models using generalized method of moments. The volume includes eleven chapters written by twenty authors. These chapters (i) investigate better methods of estimating dynamic panels; (ii) develop method. |
| Beschreibung: | 1 online resource (ix, 339 pages :) |
| Bibliographie: | Includes bibliographical references. |
| ISBN: | 9780080521978 0080521975 9781849500654 1849500657 |
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| 490 | 1 | |a Advances in econometrics ; |v v. 15 | |
| 504 | |a Includes bibliographical references. | ||
| 520 | |a This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely nonstationary panels and dynamic panels. It includes a comprehensive survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointegration tests. In addition, it provides recent developments in the estimation of dynamic panel data models using generalized method of moments. The volume includes eleven chapters written by twenty authors. These chapters (i) investigate better methods of estimating dynamic panels; (ii) develop method. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Introduction / Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill -- Testing for common cyclical features in nonstationary panel data models / Alain Hecq, Franz C. Palm, Jean-Pierre Urbain -- The local power of some unit root tests for panel data / Jèorg Breitung -- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min-Hsien Chiang -- Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment / Christian J. Murray, David H. Papell -- Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors / Heikki Kauppi -- Stationarity tests in heterogeneous panels / Yong Yin, Shaowen Wu -- Instrumental variable estimation of semiparametric dynamic panel data models : Monte Carlo results on several new and existing estimators / M. Douglas Berg, Qi Li, Aman Ullah -- Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study / Nazrul Islam -- Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator / Richard Blundell, Stephen Bond, Frank Windmeijer -- Nonstationary panels, cointegration in panels and dynamic panels : a survey / Badi H. Baltagi, Chihwa Kao -- Fully modified OLS for heterogeneous cointegrated panels / Peter Pedroni. | |
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| contents | Introduction / Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill -- Testing for common cyclical features in nonstationary panel data models / Alain Hecq, Franz C. Palm, Jean-Pierre Urbain -- The local power of some unit root tests for panel data / Jèorg Breitung -- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min-Hsien Chiang -- Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment / Christian J. Murray, David H. Papell -- Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors / Heikki Kauppi -- Stationarity tests in heterogeneous panels / Yong Yin, Shaowen Wu -- Instrumental variable estimation of semiparametric dynamic panel data models : Monte Carlo results on several new and existing estimators / M. Douglas Berg, Qi Li, Aman Ullah -- Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study / Nazrul Islam -- Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator / Richard Blundell, Stephen Bond, Frank Windmeijer -- Nonstationary panels, cointegration in panels and dynamic panels : a survey / Badi H. Baltagi, Chihwa Kao -- Fully modified OLS for heterogeneous cointegrated panels / Peter Pedroni. |
| ctrlnum | (OCoLC)171030616 |
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| discipline | Wirtschaftswissenschaften |
| edition | 1st ed. |
| format | Electronic eBook |
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| indexdate | 2024-10-25T16:16:34Z |
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| series | Advances in econometrics ; |
| series2 | Advances in econometrics ; |
| spelling | Nonstationary panels, panel cointegration, and dynamic panels / edited by Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill. 1st ed. Amsterdam ; New York : JAI, 2000. 1 online resource (ix, 339 pages :) text txt rdacontent computer c rdamedia online resource cr rdacarrier Advances in econometrics ; v. 15 Includes bibliographical references. This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely nonstationary panels and dynamic panels. It includes a comprehensive survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointegration tests. In addition, it provides recent developments in the estimation of dynamic panel data models using generalized method of moments. The volume includes eleven chapters written by twenty authors. These chapters (i) investigate better methods of estimating dynamic panels; (ii) develop method. Print version record. Introduction / Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill -- Testing for common cyclical features in nonstationary panel data models / Alain Hecq, Franz C. Palm, Jean-Pierre Urbain -- The local power of some unit root tests for panel data / Jèorg Breitung -- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min-Hsien Chiang -- Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment / Christian J. Murray, David H. Papell -- Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors / Heikki Kauppi -- Stationarity tests in heterogeneous panels / Yong Yin, Shaowen Wu -- Instrumental variable estimation of semiparametric dynamic panel data models : Monte Carlo results on several new and existing estimators / M. Douglas Berg, Qi Li, Aman Ullah -- Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study / Nazrul Islam -- Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator / Richard Blundell, Stephen Bond, Frank Windmeijer -- Nonstationary panels, cointegration in panels and dynamic panels : a survey / Badi H. Baltagi, Chihwa Kao -- Fully modified OLS for heterogeneous cointegrated panels / Peter Pedroni. Econometrics Research. Econometric models. http://id.loc.gov/authorities/subjects/sh85040762 Panel analysis. http://id.loc.gov/authorities/subjects/sh85097406 Économétrie Recherche. Modèles économétriques. Panels. BUSINESS & ECONOMICS Econometrics. bisacsh BUSINESS & ECONOMICS Statistics. bisacsh Econometric models fast Econometrics Research fast Panel analysis fast Panelanalyse. gtt Econometrie. gtt Baltagi, Badi H. (Badi Hani) https://id.oclc.org/worldcat/entity/E39PBJtrRJgkJ8PRYhXW3VD6rq http://id.loc.gov/authorities/names/n87148047 has work: Nonstationary panels, panel cointegration, and dynamic panels (Text) https://id.oclc.org/worldcat/entity/E39PCFDDGpYkjjJTXw8prfKy3P https://id.oclc.org/worldcat/ontology/hasWork Print version: Nonstationary panels, panel cointegration, and dynamic panels. 1st ed. Amsterdam ; New York : JAI, 2000 0762306882 9780762306886 (OCoLC)46368926 Advances in econometrics ; v. 15. http://id.loc.gov/authorities/names/no98010995 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=196561 Volltext CBO01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=196561 Volltext |
| spellingShingle | Nonstationary panels, panel cointegration, and dynamic panels / Advances in econometrics ; Introduction / Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill -- Testing for common cyclical features in nonstationary panel data models / Alain Hecq, Franz C. Palm, Jean-Pierre Urbain -- The local power of some unit root tests for panel data / Jèorg Breitung -- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min-Hsien Chiang -- Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment / Christian J. Murray, David H. Papell -- Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors / Heikki Kauppi -- Stationarity tests in heterogeneous panels / Yong Yin, Shaowen Wu -- Instrumental variable estimation of semiparametric dynamic panel data models : Monte Carlo results on several new and existing estimators / M. Douglas Berg, Qi Li, Aman Ullah -- Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study / Nazrul Islam -- Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator / Richard Blundell, Stephen Bond, Frank Windmeijer -- Nonstationary panels, cointegration in panels and dynamic panels : a survey / Badi H. Baltagi, Chihwa Kao -- Fully modified OLS for heterogeneous cointegrated panels / Peter Pedroni. Econometrics Research. Econometric models. http://id.loc.gov/authorities/subjects/sh85040762 Panel analysis. http://id.loc.gov/authorities/subjects/sh85097406 Économétrie Recherche. Modèles économétriques. Panels. BUSINESS & ECONOMICS Econometrics. bisacsh BUSINESS & ECONOMICS Statistics. bisacsh Econometric models fast Econometrics Research fast Panel analysis fast Panelanalyse. gtt Econometrie. gtt |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85040762 http://id.loc.gov/authorities/subjects/sh85097406 |
| title | Nonstationary panels, panel cointegration, and dynamic panels / |
| title_auth | Nonstationary panels, panel cointegration, and dynamic panels / |
| title_exact_search | Nonstationary panels, panel cointegration, and dynamic panels / |
| title_full | Nonstationary panels, panel cointegration, and dynamic panels / edited by Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill. |
| title_fullStr | Nonstationary panels, panel cointegration, and dynamic panels / edited by Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill. |
| title_full_unstemmed | Nonstationary panels, panel cointegration, and dynamic panels / edited by Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill. |
| title_short | Nonstationary panels, panel cointegration, and dynamic panels / |
| title_sort | nonstationary panels panel cointegration and dynamic panels |
| topic | Econometrics Research. Econometric models. http://id.loc.gov/authorities/subjects/sh85040762 Panel analysis. http://id.loc.gov/authorities/subjects/sh85097406 Économétrie Recherche. Modèles économétriques. Panels. BUSINESS & ECONOMICS Econometrics. bisacsh BUSINESS & ECONOMICS Statistics. bisacsh Econometric models fast Econometrics Research fast Panel analysis fast Panelanalyse. gtt Econometrie. gtt |
| topic_facet | Econometrics Research. Econometric models. Panel analysis. Économétrie Recherche. Modèles économétriques. Panels. BUSINESS & ECONOMICS Econometrics. BUSINESS & ECONOMICS Statistics. Econometric models Econometrics Research Panel analysis Panelanalyse. Econometrie. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=196561 |
| work_keys_str_mv | AT baltagibadih nonstationarypanelspanelcointegrationanddynamicpanels |