Panel Data Unit Roots and Cointegration: An Overview
综述了非平稳序列面板数据计量经济学的最新进展，重点讨论单位根和协整检验的构造方法，包括均值和方差校正、非参数校正及完全修正，并评述了本期特刊论文的贡献及未来研究方向。
Recent developments in the field of the econometrics of panel data with non-stationary series are reviewed and interpreted. In particular, we discuss tests for unit roots and cointegration, and the roles of mean and variance correction, non-parametric correction and full modification for the construction of these tests and estimators. A discussion of the key contributions of the papers in this special issue is placed within the framework of the current literature and areas for further development are proposed.