東華大學圖書館 |

Language: English

Help

回圖書館首頁

手機版館藏查詢

Back

Switch To: Labeled | MARC Mode | ISBD

Nonstationary panels, panel cointegr...

Baltagi, Badi H.

Linked to FindBook

Google Book

Amazon

博客來

Nonstationary panels, panel cointegration, and dynamic panels

Record Type:	Electronic resources : Monograph/item
Title/Author:	Nonstationary panels, panel cointegration, and dynamic panels/ Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill.{me_controlnum}
other author:	Baltagi, Badi H.
Published:	Bingley, U.K. :Emerald, : 2001.,
Description:	1 online resource (ix, 339 p.).
[NT 15003449]:	Introduction / Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill -- Testing for common cyclical features in nonstationary panel data models / Alain Hecq, Franz C. Palm, Jean-Pierre Urbain -- Thelocal power of some unit root tests for panel data / Jörg Breitung -- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min-Hsien Chiang -- Testing for unitroots in panels in the presence of structural change with an application to OECD unemployment / Christian J. Murray, David H. Papell -- Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors / Heikki Kauppi -- Stationarity tests in heterogeneous panels/ Yong Yin, Shaowen Wu -- Instrumental variable estimation of semiparametric dynamicpanel data models : Monte Carlo results on several new and existing estimators / M. Douglas Berg, Qi Li, Aman Ullah-- Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study / Nazrul Islam -- Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator / Richard Blundell, Stephen Bond, Frank Windmeijer -- Nonstationary panels, cointegration in panels and dynamic panels : a survey / Badi H. Baltagi, Chihwa Kao -- Fully modified OLS for heterogeneous cointegrated panels / Peter Pedroni.
Subject:	Business & Economics - Econometrics. -
Online resource:	http://www.emeraldinsight.com/0731-9053/15
ISBN:	9781849500654 (electronic bk.)

Nonstationary panels, panel cointegration, and dynamic panels
Nonstationary panels, panel cointegration, and dynamic panels[electronic resource] /Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill.{me_controlnum} - Bingley, U.K. :Emerald,2001. - 1 online resource (ix, 339 p.). - Advances in econometrics,v. 150731-9053 ;. - Advances in econometrics ;v. 12..

Introduction / Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill -- Testing for common cyclical features in nonstationary panel data models / Alain Hecq, Franz C. Palm, Jean-Pierre Urbain -- Thelocal power of some unit root tests for panel data / Jörg Breitung -- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min-Hsien Chiang -- Testing for unitroots in panels in the presence of structural change with an application to OECD unemployment / Christian J. Murray, David H. Papell -- Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors / Heikki Kauppi -- Stationarity tests in heterogeneous panels/ Yong Yin, Shaowen Wu -- Instrumental variable estimation of semiparametric dynamicpanel data models : Monte Carlo results on several new and existing estimators / M. Douglas Berg, Qi Li, Aman Ullah-- Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study / Nazrul Islam -- Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator / Richard Blundell, Stephen Bond, Frank Windmeijer -- Nonstationary panels, cointegration in panels and dynamic panels : a survey / Badi H. Baltagi, Chihwa Kao -- Fully modified OLS for heterogeneous cointegrated panels / Peter Pedroni.

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 cointegration tests. In addition, it provides recent developments in the estimation of dynamic paneldata models using generalizedmethod of moments. The volume includes eleven chapters written by twenty authors. These chapters: investigate better methods of estimating dynamic panels; develop methodsfor estimating and testing hypotheses forcointegrating vectors in dynamic panels; extend the concept of serial correlation common features analysis to nonstationary panel data models; study the localpower of panel unit root test statistics; derive the asymptotic distributions of various estimatorsfor the panel cointegrated regression model; propose a unit root test in the presence of structuralchange; develop a new limit theory for panel data that may be cross-sectionally heterogeneous; propose stationarity tests for a heterogeneous panel data model; derive instrumental variable estimatorsfor a semiparametric partially linear dynamic panel data model; and conduct Monte Carlo experimentsto study the small sample properties of a growth convergence equation. This collection of papers should prove useful for practitioners and researchers working with panel data.

ISBN: 9781849500654 (electronic bk.)Subjects--Topical Terms:

1556307
Business & Economics
--Econometrics.

LC Class. No.: HB139 / .N66 2001

Dewey Class. No.: 330.015195

Universal Decimal Class. No.: 330.43

Nonstationary panels, panel cointegration, and dynamic panels
LDR:03764nmm a2200301Ka 4500 001 1285991
003 OrBLW
005 20101115152719.0
006 d
007 un|||||||||
008 121029s2001 enk s 000 0 eng d
020 $a 9781849500654 (electronic bk.)
020 $a 9780762306886 (hbk.)
035 $a 000088
040 $a UtOrBLW $c UtOrBLW
041 0 $a eng
050 4 $a HB139 $b .N66 2001
072 7 $a KCH $2 bicssc
072 7 $a ECO $2 bicssc
072 7 $a BUS021000 $2 bisacsh
080 $a 330.43
082 0 4 $a 330.015195 $2 22
245 0 0 $a Nonstationary panels, panel cointegration, and dynamic panels $h [electronic resource] / $c Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill.{me_controlnum}
260 $a Bingley, U.K. : $b Emerald, $c 2001.
300 $a 1 online resource (ix, 339 p.).
490 1 $a Advances in econometrics, $x 0731-9053 ; $v v. 15
505 0 $a Introduction / Badi H. Baltagi, Thomas B. Fomby, R. Carter Hill -- Testing for common cyclical features in nonstationary panel data models / Alain Hecq, Franz C. Palm, Jean-Pierre Urbain -- Thelocal power of some unit root tests for panel data / Jörg Breitung -- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min-Hsien Chiang -- Testing for unitroots in panels in the presence of structural change with an application to OECD unemployment / Christian J. Murray, David H. Papell -- Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressors / Heikki Kauppi -- Stationarity tests in heterogeneous panels/ Yong Yin, Shaowen Wu -- Instrumental variable estimation of semiparametric dynamicpanel data models : Monte Carlo results on several new and existing estimators / M. Douglas Berg, Qi Li, Aman Ullah-- Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study / Nazrul Islam -- Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator / Richard Blundell, Stephen Bond, Frank Windmeijer -- Nonstationary panels, cointegration in panels and dynamic panels : a survey / Badi H. Baltagi, Chihwa Kao -- Fully modified OLS for heterogeneous cointegrated panels / Peter Pedroni.
520 $a 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 cointegration tests. In addition, it provides recent developments in the estimation of dynamic paneldata models using generalizedmethod of moments. The volume includes eleven chapters written by twenty authors. These chapters: investigate better methods of estimating dynamic panels; develop methodsfor estimating and testing hypotheses forcointegrating vectors in dynamic panels; extend the concept of serial correlation common features analysis to nonstationary panel data models; study the localpower of panel unit root test statistics; derive the asymptotic distributions of various estimatorsfor the panel cointegrated regression model; propose a unit root test in the presence of structuralchange; develop a new limit theory for panel data that may be cross-sectionally heterogeneous; propose stationarity tests for a heterogeneous panel data model; derive instrumental variable estimatorsfor a semiparametric partially linear dynamic panel data model; and conduct Monte Carlo experimentsto study the small sample properties of a growth convergence equation. This collection of papers should prove useful for practitioners and researchers working with panel data.
650 7 $a Business & Economics $x Econometrics. $2 bisacsh $3 1556307
650 7 $a Econometrics. $3 542934
700 1 $a Baltagi, Badi H. $3 898787
700 1 $a Fomby, Thomas B. $3 997064
700 1 $a Hill, R. Carter. $3 658153
830 0 $a Advances in econometrics ; $v v. 12. $3 1556327
856 4 0 $u http://www.emeraldinsight.com/0731-9053/15