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Nonstationary Panels, Panel Cointegration, and Dynamic Panels

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In Stock (935)

£ 147.14

Description

Includes a survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointegration tests. This book also provides developments in the estimation of dynamic panel data models using generalized method of moments. It is useful for practitioners and researchers working with panel data.

Book Details
EAN:
9780762306886
Binding:
Hardback
Dimensions(mm):
239 x 161 x 25
Publication Date:
2001-02-13
Publication Country:
United States