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. develop methods for estimating and testing hypotheses for cointegrating vectors in dynamic...
This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely nonstationary panels and dynamic panels. ...
In the memorable words of Ragnar Frisch, econometrics is a unification of the theoretical quantitative and the empirical quantitative approach to economic problems . Beginning to take shape in the 1930s and 1940s, econometrics is now recognized as a vital subdiscipline supported by a vast and still rapidly growing body of literature.
Following the positive reception of "The Rise of Econometrics" (2013) (978-0-415-61678-2), Routledge now announces a new collection in its Critical Concepts in Economics series. Edited by the author of the field s leading textbook, "Panel Data Econometrics"...
In the memorable words of Ragnar Frisch, econometrics is a unification of the theoretical quantitative and the empirical quantitative approach to e...