Nonstationary Panels, Panel Cointegratio
โ Badi H. Baltagi
๐ Library
๐
2000
๐ JAI Press(NY)
๐ English
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