Nonstationary panels, cointegration in panels and dynamic panels: A survey

2004-05-19chapterAdvances in econometrics650 citationsgreen

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Spatial and Panel Data Analysis Monetary Policy and Economic Impact Economic Growth and Productivity

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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References

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