Nonstationary Panels, Panel Cointegration, and Dynamic Panels

Szerző: Badi H. Baltagi

Nyelv:

Kötés: Kemény kötésű

Kiadó: Emerald Publishing Limited

Elérhetőség: Beszállítói készleten

Küldés 10-18 napon belül

58 516 Ft

This volume is dedicated to two recent intensive areas of research in the econometrics of panel data...

Információk a könyvről

Szerző

Badi H. Baltagi

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2001

oldal

350

EAN

9780762306886

ISBN

0762306882

Enbook ID

04687490

Kiadó

Emerald Publishing Limited

Súly

652

Méretek

161 x 239 x 25

Teljes leírás

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: investigate better methods of estimating dynamic panels; develop methods for estimating and testing hypotheses for cointegrating vectors in dynamic panels; extend the concept of serial correlation common features analysis to nonstationary panel data models; study the local power of panel unit root test statistics; derive the asymptotic distributions of various estimators for the panel cointegrated regression model; propose a unit root test in the presence of structural change; develop a new limit theory for panel data that may be cross-sectionally heterogeneous; propose stationarity tests for a heterogeneous panel data model; derive instrumental variable estimators for a semiparametric partially linear dynamic panel data model; and conduct Monte Carlo experiments to study the small sample properties of a growth convergence equation. This collection of papers should prove useful for practitioners and researchers working with panel data.

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

Leggyakrabban keresett

Categories

Authors

Publishers

Termékek

Termékek

Leggyakrabban keresett

Categories

Authors

Publishers

Termékek

Termékek

Nonstationary Panels, Panel Cointegration, and Dynamic Panels

Információk a könyvről

Teljes leírás

Érdekelheti

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták