Badi H. Baltagi, Chihwa Kao
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.
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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.
Key concepts: Cointegration, Unit root, Econometrics, Panel data, Economics, Panel survey, Demographic economics