CPR Working Paper Series No. 16

Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey

Badi H. Baltagi and Chihwa Kao

March 2000

Abstract:  This paper 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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