Advances in Econometrics, Volume 15: Nonstationary Panels, Panel Cointegration, and Dynamic Panels

Editor: Badi Baltagi (Texas A&M)

DOI 10.1016/S0731-9053(2001)15 Publication date: 13 February 2001 Series copyright holder: Emerald Publishing Limited ISBN 978-0-76230-688-6 eISBN 978-1-84950-065-4 Book series ISSN 0731-9053

• Introduction, Badi H. Baltagi, Thomas B. Fomby and R. Carter Hill. 
• Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey, Badi H. Baltagi and Chihwa Kao. 
• Estimation in Dynamic Panel Data Models: Improving on the Performance of the Standard GMM Estimator, Richard Blundell, Stephen Bond and Frank Windmeijer. 
• Fully Modified OLS for Heterogeneous Contegrated Panels, Peter Pedroni. 
• Testing for Common Cyclical Features in Nonstationary Panel Data Models, Alain Hecq, Franz C. Palm and Jean-Pierre Urbain. 
• The Local Power of Some Unit Root Tests for Panel Data, Jorg Breitung. 
• On the Estimation and Inference of a Cointegrated regression in Panel Data, Chihwa Kao and Min-Hsien Chiang 
• Testing for Unit Roots in Panels in the Presence of Structural Change With an Application to OECD Unemployment, Christian J. Murray and David H. Papell. 
• Panel Data Limit Theory and Asympototic Analysis of a Panel Regression With Near Integrated Regressors, Heikki Dauppi. 
• Stationarity Tests in Heterogeneous Panels, Yong Yin and Showen Wu. 
• Instrumental Variable Estimation of Semiparametric Dynamic Panel Data Models: Monte Carlo Results on Several New and Existing Estimators, M. Douglas Berg, Qi Li and Aman Ullah. 
• Small Sample Performance of Dynamic Panel Data Estimators in Estimating the Growth Convergence Equation: A Monte Carlo Study, Nazrul Islam.