Advances in Econometrics- Nonstationary Panels, Panel Cointegration, and Dynamic Panels
Afbeeldingen
Sla de afbeeldingen overArtikel vergelijken
Auteur:
B. H. Baltagi
- Engels
- Hardcover
- 9780762306886
- 13 februari 2001
- 350 pagina's
Samenvatting
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.
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 panel data models using generalized method of moments. The volume includes eleven chapters written by twenty authors. These chapters: investigate better methods of estimating dynamic panels; develop methods for estimating and testing hypotheses for cointegrating vectors in dynamic panels; extend the concept of serial correlation common features analysis to nonstationary panel data models; study the local power of panel unit root test statistics; derive the asymptotic distributions of various estimators for the panel cointegrated regression model; propose a unit root test in the presence of structural change; 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 estimators for a semiparametric partially linear dynamic panel data model; and conduct Monte Carlo experiments to 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.
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 panel data models using generalized method of moments. The volume includes eleven chapters written by twenty authors. These chapters: investigate better methods of estimating dynamic panels; develop methods for estimating and testing hypotheses for cointegrating vectors in dynamic panels; extend the concept of serial correlation common features analysis to nonstationary panel data models; study the local power of panel unit root test statistics; derive the asymptotic distributions of various estimators for the panel cointegrated regression model; propose a unit root test in the presence of structural change; 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 estimators for a semiparametric partially linear dynamic panel data model; and conduct Monte Carlo experiments to 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.
Productspecificaties
Wij vonden geen specificaties voor jouw zoekopdracht '{SEARCH}'.
Inhoud
- Taal
- en
- Bindwijze
- Hardcover
- Oorspronkelijke releasedatum
- 13 februari 2001
- Aantal pagina's
- 350
- Illustraties
- Nee
Betrokkenen
- Hoofdauteur
- B. H. Baltagi
- Hoofdredacteur
- Badi H. Baltagi
- Tweede Redacteur
- Badi H. Baltagi
- Co Redacteur
- Badi H. Baltagi
- Hoofduitgeverij
- Jai Press Inc.
Vertaling
- Originele titel
- Nonstationary Panels, Panel Cointegration, and Dynamic Panels
Overige kenmerken
- Extra groot lettertype
- Nee
- Product breedte
- 152 mm
- Product hoogte
- 23 mm
- Product lengte
- 229 mm
- Studieboek
- Ja
- Verpakking breedte
- 152 mm
- Verpakking hoogte
- 23 mm
- Verpakking lengte
- 229 mm
- Verpakkingsgewicht
- 597 g
EAN
- EAN
- 9780762306886
Je vindt dit artikel in
- Categorieën
- Taal
- Engels
- Beschikbaarheid
- Leverbaar
- Boek, ebook of luisterboek?
- Boek
- Studieboek of algemeen
- Studieboeken
Kies gewenste uitvoering
Bindwijze
: Hardcover
Prijsinformatie en bestellen
De prijs van dit product is 74 euro. De meest getoonde prijs is 124 euro en 99 cent. Je bespaart 41%. Dit is een tweedehands product.
Je bespaart 41%
Alleen tweedehands
Als nieuw
second Impression 2003. Hardcover. ix,339pp.. References. Series: Advances in Econometrics Volume 15.
second Impression 2003. Hardcover. ix,339pp.. References. Series: Advances in Econometrics Volume 15.
Uiterlijk 7 juni in huis
Verkoop door
Antiquariaat Ovidius
- Bestellen en betalen via bol
- Prijs inclusief verzendkosten, verstuurd door Antiquariaat Ovidius
- 30 dagen bedenktijd en gratis retourneren
Rapporteer dit artikel
Je wilt melding doen van illegale inhoud over dit artikel:
- Ik wil melding doen als klant
- Ik wil melding doen als autoriteit of trusted flagger
- Ik wil melding doen als partner
- Ik wil melding doen als merkhouder
Geen klant, autoriteit, trusted flagger, merkhouder of partner? Gebruik dan onderstaande link om melding te doen.