Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels
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Published By Emerald (MCB UP )

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Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels ◽

10.1016/s0731-9053(00)15000-5 ◽

2004 ◽

pp. vii-ix

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

Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels ◽

10.1016/s0731-9053(00)15002-9 ◽

2004 ◽

pp. 7-51 ◽

Cited By ~ 183

Author(s):

Badi H. Baltagi ◽

Chihwa Kao

Keyword(s):

Dynamic Panels

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Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation: A Monte Carlo study

Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels ◽

10.1016/s0731-9053(00)15012-1 ◽

2004 ◽

pp. 317-339 ◽

Cited By ~ 16

Author(s):

Nazrul Islam

Keyword(s):

Monte Carlo ◽

Panel Data ◽

Monte Carlo Study ◽

Dynamic Panel Data ◽

Small Sample ◽

Dynamic Panel ◽

Growth Convergence

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Instrumental variable estimation of semiparametric dynamic panel data models: Monte Carlo results on several new and existing estimators

Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels ◽

10.1016/s0731-9053(00)15011-x ◽

2004 ◽

pp. 297-315 ◽

Cited By ~ 5

Author(s):

M. Douglas Berg ◽

Qi Li ◽

Aman Ullah

Keyword(s):

Monte Carlo ◽

Panel Data ◽

Instrumental Variable ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Instrumental Variable Estimation

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Estimation in dynamic panel data models: Improving on the performance of the standard GMM estimator

Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels ◽

10.1016/s0731-9053(00)15003-0 ◽

2004 ◽

pp. 53-91 ◽

Cited By ~ 152

Author(s):

Richard Blundell ◽

Stephen Bond ◽

Frank Windmeijer

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimator

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Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors

Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels ◽

10.1016/s0731-9053(00)15009-1 ◽

2004 ◽

pp. 239-274 ◽

Cited By ~ 5

Author(s):

Heikki Kauppi

Keyword(s):

Panel Data ◽

Asymptotic Analysis ◽

Panel Regression ◽

Limit Theory

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Fully modified OLS for heterogeneous cointegrated panels

Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels ◽

10.1016/s0731-9053(00)15004-2 ◽

2004 ◽

pp. 93-130 ◽

Cited By ~ 774

Author(s):

Peter Pedroni

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Stationarity tests in heterogeneous panels

Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels ◽

10.1016/s0731-9053(00)15010-8 ◽

2004 ◽

pp. 275-296

Author(s):

Yong Yin ◽

Shaowen Wu

Keyword(s):

Stationarity Tests ◽

Heterogeneous Panels

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The local power of some unit root tests for panel data

Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels ◽

10.1016/s0731-9053(00)15006-6 ◽

2004 ◽

pp. 161-177 ◽

Cited By ~ 686

Author(s):

Jörg Breitung

Keyword(s):

Panel Data ◽

Unit Root ◽

Unit Root Tests ◽

Local Power

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Testing for common cyclical features in nonstationary panel data models

Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels ◽

10.1016/s0731-9053(00)15005-4 ◽

2004 ◽

pp. 131-160 ◽

Cited By ~ 5

Author(s):

Alain Hecq ◽

Franz C. Palm ◽

Jean-Pierre Urbain

Keyword(s):

Panel Data ◽

Data Models ◽

Panel Data Models ◽

Nonstationary Panel Data

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Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic PanelsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Emerald (MCB UP )

List of contributors

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

Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation: A Monte Carlo study

Instrumental variable estimation of semiparametric dynamic panel data models: Monte Carlo results on several new and existing estimators

Estimation in dynamic panel data models: Improving on the performance of the standard GMM estimator

Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors

Fully modified OLS for heterogeneous cointegrated panels

Stationarity tests in heterogeneous panels

The local power of some unit root tests for panel data

Testing for common cyclical features in nonstationary panel data models

Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels
Latest Publications