References
- Baltagi , BH . 2000 . Nonstationary Panels, Panel Cointegration, and Dynamic Panels , New York : JAI Press .
- Baltagi , BH and Kao , C . 2000 . “ Nonstationary panels, cointegration in panels and dynamic panels: a survey ” . In Nonstationary Panels, Panel Cointegration, and Dynamic Panels , Edited by: Baltagi , B. H. 7 – 51 . New York : JAI Press .
- Baltagi , BH , Hidalgo , J and Li , Q . 1996 . A nonparametric test for poolability using panel data . Journal of Econometrics , 75 : 345 – 67 .
- Chiang , M-H and Kao , C . 2002 . Nonstationary panel time series using NPT 1.3 – a user guide Available at http://web.syr.edu/~cdkao
- Granger , CWJ and Newbold , P . 1974 . Spurious regressions in econometrics . Journal of Econometrics , 2 : 111 – 20 .
- Hsiao , C . 2002 . Analysis of Panel Data , New York : Cambridge University Press .
- Merton , RC . 1974 . On the pricing of corporate debt: the risk structure of interest rates . Journal of Finance , 29 : 449 – 70 .