Nonstationary Panels, Panel Cointegration, and Dynamic Panels: 15 (Advances in Econometrics, 15) - Image 1

£108.99

Jai Press Inc. Nonstationary Panels, Panel Cointegration, and Dynamic Panels: 15 (Advances in Econometrics, 15)

Name: Nonstationary Panels, Panel Cointegration, and Dynamic Panels: 15 (Advances in Econometrics, 15)
Brand: Jai Press Inc.
Price: 108.99 GBP
Availability: InStock

Econometrics

This is the most expensive it has ever been. Walk away.

£109 today · previous high £109 · all-time low £90

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 631 days • 631 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 631 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £91 (586 days, 92.9%)

Price range: £91 - £109

Price levels: 2 different prices over 631 days

Description

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.

Product Specifications

Brand: Jai Press Inc.
Format: Hardcover
ASIN: 0762306882
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 13 February 2001
Listed Since: 06 February 2007

Barcode

No barcode data available

Jai Press Inc. Nonstationary Panels, Panel Cointegration, and Dynamic Panels: 15 (Advances in Econometrics, 15)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Essays on Panel Cointegration

Applied Econometric Analysis Using Cross Section and Panel Data (Contributions to Economics)

A Companion to Econometric Analysis of Panel Data

Econometrics in Theory and Practice: Analysis of Cross Section, Time Series and Panel Data with Stata 15.1

Panel Data Analysis using EViews

The Econometrics of Multi-dimensional Panels: Theory and Applications: 50 (Advanced Studies in Theoretical and Applied Econometrics, 50)

Dynamic Econometrics: Models and Applications

An Introduction to Modern Econometrics Using Stata

Econometrics

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models (Advanced Texts In Econometrics)

Finite Sample Econometrics (Advanced Texts In Econometrics)

Time Series and Panel Data Econometrics

Panel Data Econometrics: Common Factor Analysis for Empirical Researchers

Structural Changes in Nonstationary Time Series Econometrics: Time Varying Cointegration and Modeling Catastrophic Events

Econometrics with Machine Learning: 53 (Advanced Studies in Theoretical and Applied Econometrics, 53)

Volume 1: Econometric Techniques and Macroeconomics (Macroeconomics and the Real World)

THE ECONOMETRICS OF PANEL DATA (The International Library of Critical Writings in Econometrics series)

Spatial Econometrics: Spatial Autoregressive Models: 1 (World Scientific Series On Econometrics And Statistics)

Essential Econometric Techniques: A Guide to Concepts and Applications

COINTEGRATED VAR MODEL:METHODOL APPLICAT ATE:P PAPER: Methodology and Applications (Advanced Texts in Econometrics)

Applied Statistics and Econometrics: Basic Topics and Tools with Gretl and R

Analysis of Panel Data (Econometric Society Monographs)

Testing Exogeneity (Advanced Texts in Econometrics)

The Art and Science of Econometrics (Routledge Studies in Economic Theory, Method and Philosophy)