The DOI matches its Crossref record; 10 of the 10 references it cites were found in a registry or an index.
Nonstationary panels, cointegration in panels and dynamic panels: A survey
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This chapter 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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Cites
Initial conditions and moment restrictions in dynamic panel data models
Blundell, R., & Bond, S. (1998) · Journal of Econometrics · doi:10.1016/s0304-4076(98)00009-8 · Cited by 22,571
Another look at the instrumental variable estimation of error-components models
Arellano, M., & Bover, O. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01642-d · Cited by 19,880
Biases in dynamic models with fixed effects
Nickell, S. (1981) · Econometrica · doi:10.2307/1911408 · Cited by 8,735
Hsiao, C. (2014) · doi:10.1017/cbo9781139839327 · Cited by 7,869
Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
Driscoll, J. C., & Kraay, A. C. (1998) · Review of Economics and Statistics · doi:10.1162/003465398557825 · Cited by 6,865
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
Pedroni, P. (1999) · Oxford Bulletin of Economics and Statistics · doi:10.1111/1468-0084.61.s1.14 · Cited by 6,726
Estimating long-run relationships from dynamic heterogeneous panels
Pesaran, M. H., & Smith, R. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01644-f · Cited by 5,479
Instrumental Variables Regression with Weak Instruments
Staiger, D., & Stock, J. (1994) · doi:10.3386/t0151 · Cited by 5,302
Panel data and unobservable individual effects
Hausman, J., & Taylor, W. (1981) · Journal of Econometrics · doi:10.1016/0304-4076(81)90085-3 · Cited by 2,309
Estimating dynamic panel data models: a guide for macroeconomists
Judson, R. A., & Owen, A. L. (1999) · Economics Letters · doi:10.1016/s0165-1765(99)00130-5 · Cited by 2,171
Cited by
Testing for unit roots in heterogeneous panels
Im, K. S., Pesaran, M. H., & Shin, Y. (2003) · Journal of Econometrics · doi:10.1016/s0304-4076(03)00092-7 · Cited by 15,435
A simple panel unit root test in the presence of cross‐section dependence
Pesaran, M. H. (2007) · Journal of Applied Econometrics · doi:10.1002/jae.951 · Cited by 12,787
OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS
Arouri, M. E. H., & Rault, C. (2012) · International Journal of Finance & Economics · doi:10.1002/ijfe.443 · Cited by 375
The long-run determinants of fertility: one century of demographic change 1900–1999
Herzer, D., Strulik, H., & Vollmer, S. (2012) · Journal of Economic Growth · doi:10.1007/s10887-012-9085-6 · Cited by 170
HANKLA, C. R., & KUTHY, D. (2013) · International Studies Quarterly · doi:10.1111/j.1468-2478.2012.00753.x · Cited by 61
Metadata
- Authors
- Baltagi, B. H., & Kao, C.
- Venue
- Advances in Econometrics
- Publisher
- Emerald (MCB UP )
- Published
- 2004-05-19
- Pages
- 7-51
- ISSN
- 0731-9053 (ISSN-L)
- OpenAlex
- W1539422778
- Cited by
- 650
- References
- 10
- FWCI
- 129.71
- Type
- book chapter
- Language
- en
- Open access
- green
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- Baltagi, B. H., & Kao, C. (2004). Nonstationary panels, cointegration in panels and dynamic panels: A survey. Advances in Econometrics. https://doi.org/10.1016/s0731-9053(00)15002-9
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
