Palgrave Handbook of Econometrics: Applied Econometrics

712 Panel Methods to Test for Unit Roots and Cointegration Series for 1996:1–2001:3 for Austria and Finland. Our “new” dataset 1 ...

Anindya Banerjee and Martin Wagner 713 structure of the second moments, that is, the covariance, respectively correla- tion, str ...

714 Panel Methods to Test for Unit Roots and Cointegration given by: BCU=(INm−β(-β-′β)-−^1 β-′)B. (B.1) The dimension of the spa ...

Anindya Banerjee and Martin Wagner 715 that even viaεi,tboth short- and long-run dependence can be introduced into the panel. Th ...

716 Panel Methods to Test for Unit Roots and Cointegration innovation sequences. Under some further simplifying assumptions, the ...

Anindya Banerjee and Martin Wagner 717 The assumption of full rank of 1 does not imply that the above sub-matrix com- posed of ...

718 Panel Methods to Test for Unit Roots and Cointegration process with varianceσi^2. The OLS estimates and correspondingt-stati ...

Anindya Banerjee and Martin Wagner 719 only established with certainrate restrictions, for example, of the form √ N T →^0 orNT → ...

720 Panel Methods to Test for Unit Roots and Cointegration Acknowledgments We are very grateful to our students, colleagues and ...

Anindya Banerjee and Martin Wagner 721 The efficacy of information criteria such as AIC and BIC in dealing with serial correlat ...

722 Panel Methods to Test for Unit Roots and Cointegration quantities has to be employed. Such limit theory is, to the best of t ...

Anindya Banerjee and Martin Wagner 723 Bai, J. and S. Ng (2002) Determining the number of factors in approximate factor models. ...

724 Panel Methods to Test for Unit Roots and Cointegration Engel, C. (2000) Long-run PPP may not hold after all.Journal of Inter ...

Anindya Banerjee and Martin Wagner 725 Kuznets, S. (1955) Economic growth and income inequality.American Economic Review 45 , 1– ...

726 Panel Methods to Test for Unit Roots and Cointegration Pedroni, P. (2001) Purchasing power parity tests in cointegrated pane ...

Part V Microeconometrics ...

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14 Microeconometrics: Current Methods and Some Recent Developments A. Colin Cameron Abstract This chapter surveys microeconometr ...

730 Microeconometrics: Methods and Developments 14.7 Data issues 763 14.7.1 Sampling schemes 763 14.7.2 Missing data 765 14.7.3 ...

A. Colin Cameron 731 it is convenient to denote theith observation bywi=(yi,xi)orwi=(yi,xi,zi). The parameter vector in general ...