By Badi H. Baltagi
This quantity is devoted to 2 contemporary in depth parts of study within the econometrics of panel information, specifically nonstationary panels and dynamic panels. It encompasses a finished survey of the nonstationary panel literature together with panel unit root exams, spurious panel regressions and panel cointegration checks. furthermore, it offers fresh advancements within the estimation of dynamic panel information types utilizing generalized approach to moments.
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Additional info for Nonstationary Panels, Panel Cointegration, and Dynamic Panels
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