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Details about Badi Baltagi

E-mail:
Homepage:http://faculty.maxwell.syr.edu/bbaltagi/
Phone:315-443-1630
Postal address:Syracuse University Department of Economics and Center for Policy Research, 426 Eggers Hall, Syracuse, New York 13244-1020
Workplace:Department of Economics, Maxwell School, Syracuse University, (more information at EDIRC)
Center for Policy Research, Maxwell School, Syracuse University, (more information at EDIRC)

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Working Papers

2014

  1. Ethnic Fractionalization, Governance and Loan Defaults in Africa
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2014) Downloads
  2. Hospital Treatment Rates and Spill-Over Effects: Does Ownership Matter?
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2014) Downloads
  3. Panel Data Gravity Models of International Trade
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
  4. Robust linear static panel data models using epsilon-contamination
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Sources of Productivity Spillovers: Panel Data Evidence from China
    CESifo Working Paper Series, CESifo Group Munich Downloads
  6. Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
  7. The Brazilian Wage Curve: New Evidence from the National Household Survey
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads
  8. The Spatial Polish Wage Curve with Gender Effects: Evidence from the Polish Labor Survey
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (1)

2013

  1. Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
  2. Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (2)
    See also Journal Article in Regional Science and Urban Economics (2013)
  3. Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    See also Journal Article in Journal of Urban Economics (2014)
  4. The Polish Wage Curve: Micro Panel Data Analysis Based on the Polish Labor Force Survey
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads

2012

  1. A Generalized Spatial Panel Data Model with Random Effects
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (11)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2009) Downloads View citations (14)

    See also Journal Article in Econometric Reviews (2013)
  2. A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2012)
  3. A Robust Hausman-Taylor Estimator
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (1)
  4. EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
  5. Estimating and Forecasting With A Dynamic Spatial Panel Data Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (2)
    Also in SERC Discussion Papers, Spatial Economics Research Centre, LSE (2011) Downloads View citations (1)

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)
  6. Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    See also Journal Article in International Journal of Forecasting (2013)
  7. How Different Are the Wage Curves for Formal and Informal Workers? Evidence from Turkey
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012) Downloads View citations (1)
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2012) Downloads View citations (5)

    See also Journal Article in Papers in Regional Science (2013)
  8. On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
  9. Small Sample Properties and Pretest Estimation of A Spatial Hausman-Taylor Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
  10. Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    Also in Working Papers, Singapore Management University, School of Economics (2010) Downloads View citations (2)

    See also Journal Article in Econometrics Journal (2013)
  11. Testing for Spatial Lag and Spatial Error Dependence Using Double Length Artificial Regressions
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    See also Journal Article in Statistical Papers (2014)
  12. The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012) Downloads

    See also Journal Article in Spatial Economic Analysis (2013)
  13. The Hausman-Taylor Panel Data Model with Serial Correlation
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    See also Journal Article in Statistics & Probability Letters (2012)

2011

  1. Instrument Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (2)
    See also Journal Article in Economics Letters (2011)
  2. Loan Defaults in Africa
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (1)
  3. Medical Technology And The Production Of Health Care
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (1)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2011) Downloads View citations (1)

    See also Journal Article in Empirical Economics (2012)
  4. Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (4)
    See also Journal Article in AStA Advances in Statistical Analysis (2011)
  5. The Turkish Wage Curve: Evidence from the Household Labor Force Survey
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2011) Downloads View citations (4)
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2011) Downloads View citations (1)

    See also Journal Article in Economics Letters (2012)
  6. Why Do African Banks Lend so Little?
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (2)

2010

  1. A Dynamic Spatial Panel Data Approach to the German Wave Curve
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (3)
    See also Journal Article in Economic Modelling (2012)
  2. Health Care Expenditure and Income in the OECD Reconsidered: Evidence from Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (24)
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2009) Downloads View citations (5)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2010) Downloads View citations (19)

    See also Journal Article in Economic Modelling (2010)
  3. Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors: An Application to Hedonic Housing Prices in Paris
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads
    See also Journal Article in Journal of Urban Economics (2011)
  4. Panel Data Inference under Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (4)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2009) Downloads

    See also Journal Article in Economic Modelling (2010)
  5. Seemingly Unrelated Regressions With Spatial Error Components
    Working Papers ERMES, ERMES, University Paris 2 Downloads
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2010) Downloads View citations (2)

    See also Journal Article in Empirical Economics (2011)
  6. The African Credit Trap
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    Also in Working Papers, University of Otago, Department of Economics (2010) Downloads

2009

  1. A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (4)
    See also Journal Article in Statistics & Probability Letters (2009)
  2. Forecasting with Spatial Panel Data
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (5)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2007) Downloads

    See also Journal Article in Computational Statistics & Data Analysis (2012)
  3. ML estimation and LM tests for panel SUR with spatial lag and spatial errors: An application to hedonic housing prices in Paris
    Working Papers ERMES, ERMES, University Paris 2 Downloads
  4. Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
  5. Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain's Minimum Chi-Squared Test
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (1)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2007) Downloads

    See also Journal Article in Statistics & Probability Letters (2009)

2008

  1. Financial Development and Openness: Evidence from Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (15)
    See also Journal Article in Journal of Development Economics (2009)
  2. New Evidence on the Dynamic Wage Curve for Western Germany: 1980-2004
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (4)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2008) Downloads View citations (1)

    See also Journal Article in Labour Economics (2009)
  3. Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2010)
  4. Testing for Heteroskedasticity and Spatial Correlation in a Random Effects Panel Data Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2009)
  5. Testing for Random Effects and Spatial Lag Dependence in Panel Data Models
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (13)
    See also Journal Article in Statistics & Probability Letters (2008)

2007

  1. A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (5)
    See also Journal Article in Annales d'Economie et de Statistique (2007)
  2. Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (3)
  3. Estimating Regional Trade Agreement Effects on FDI in an Interdependent World
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (14)
    See also Journal Article in Journal of Econometrics (2008)
  4. Financial Development, Openness and Institutions: Evidence from Panel Data
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (5)
    Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) Downloads View citations (6)
    WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London (2007) Downloads View citations (11)
  5. Forecasting with Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2006) Downloads View citations (5)

    See also Journal Article in Journal of Forecasting (2008)
  6. Phillips Curve or wage curve?: evidence from West Germany: 1980-2004
    IAB Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] Downloads View citations (10)
  7. Worldwide Econometrics Rankings: 1989-2005
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (2)
    See also Journal Article in Econometric Theory (2007)

2006

  1. Panel Unit Root Tests and Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (6)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2005) Downloads

    See also Journal Article in Journal of Applied Econometrics (2007)
  2. Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (29)
    See also Journal Article in Spatial Economic Analysis (2006)
  3. Random effects and Spatial Autocorrelations with Equal Weights
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (6)
    See also Journal Article in Econometric Theory (2006)
  4. Rational Alcohol Addiction: Evidence from the Russian Longitudinal Monitoring Survey
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads View citations (6)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2006) Downloads View citations (7)

    See also Journal Article in Health Economics (2006)
  5. Testing for Cointegrating Rank via Model Selection: Evidence from 165 Data Sets
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    See also Journal Article in Empirical Economics (2007)

2005

  1. Estimating Models of Complex FDI: Are There Third-Country Effects?
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (36)
    See also Journal Article in Journal of Econometrics (2007)
  2. Intra- and extra-euro area import demand for manufactures
    Working Paper Series, European Central Bank Downloads View citations (6)
    See also Journal Article in Applied Economics Quarterly (formerly: Konjunkturpolitik) (2007)
  3. Joint LM Test for Homoskedasticity in a One-Way error Component Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads
    Also in Working Papers ERMES, ERMES, University Paris 2 (2004) Downloads View citations (3)

    See also Journal Article in Journal of Econometrics (2006)

2004

  1. Adaptive estimation of heteroskedastic error component model
    Working Papers ERMES, ERMES, University Paris 2 Downloads View citations (2)
    See also Journal Article in Econometric Reviews (2005)
  2. Testing for Serial Correlation, Spatial Autocorrelation and Random Effects
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads View citations (2)
    Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004) Downloads

2003

  1. A Panel Data Study of Physicians’ Labor Supply: The Case of Norway
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (4)
    Also in Working Papers in Economics, University of Bergen, Department of Economics (2003) Downloads View citations (6)

    See also Journal Article in Health Economics (2005)
  2. Skill-Biased Technical Change in U.S. Manufacturing: A General Index Approach
    IZA Discussion Papers, Institute for the Study of Labor (IZA) Downloads
    See also Journal Article in Journal of Econometrics (2005)

2002

  1. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data Downloads View citations (23)
    See also Journal Article in Empirical Economics (2003)
  2. Testing Panel Data Regression Models with Spatial Error Correlation
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data Downloads View citations (8)
    See also Journal Article in Journal of Econometrics (2003)
  3. Will Increased Wages Reduce Shortage of Nurses? A Panel Data Analysis of Nurses' Labor Supply
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data Downloads View citations (12)
    Also in CESifo Working Paper Series, CESifo Group Munich (2002) Downloads View citations (2)
    Working Papers in Economics, University of Bergen, Department of Economics (2002) Downloads View citations (1)

2000

  1. LM Tests for Functional Form and Spatial Correlation
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (5)
  2. Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University Downloads View citations (230)
  3. THE EAST GERMAN WAGE CURVE: 1993-1998
    ERSA conference papers, European Regional Science Association Downloads View citations (11)
    See also Journal Article in Economics Letters (2000)

1994

  1. Prediction from the Regression Model with one-way Error Components
    Working Papers, Michigan State - Econometrics and Economic Theory View citations (5)

1988

  1. INTERCOUNTRY EVIDENCE ON THE PERFORMANCE OF THE SIMPLE ERROR CORRECTION MECHANISM MODEL OF CONSUMPTION
    Working Papers, Houston - Department of Economics
    See also Journal Article in Empirical Economics (1990)
  2. RECOVERING PRECISION FROM SEEMINGLY REDUNDANT ROUNDED DATA
    Working Papers, Houston - Department of Economics

Undated

  1. Series Estimation of Partially Linear Panel Data Models with Fixed Effects
    Working Papers, East Carolina University, Department of Economics Downloads View citations (4)
    See also Journal Article in Annals of Economics and Finance (2002)

Journal Articles

2014

  1. Estimating and Forecasting with a Dynamic Spatial Panel Data Model
    Oxford Bulletin of Economics and Statistics, 2014, 76, (1), 112-138 Downloads View citations (1)
    See also Working Paper (2012)
  2. FURTHER EVIDENCE ON THE SPATIO‐TEMPORAL MODEL OF HOUSE PRICES IN THE UNITED STATES
    Journal of Applied Econometrics, 2014, 29, (3), 515-522 Downloads
  3. Prediction in a spatial nested error components panel data model
    International Journal of Forecasting, 2014, 30, (3), 407-414 Downloads
  4. Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices
    Journal of Urban Economics, 2014, 80, (C), 76-86 Downloads
    See also Working Paper (2013)
  5. Testing for spatial lag and spatial error dependence using double length artificial regressions
    Statistical Papers, 2014, 55, (2), 477-486 Downloads
    See also Working Paper (2012)

2013

  1. A Generalized Spatial Panel Data Model with Random Effects
    Econometric Reviews, 2013, 32, (5-6), 650-685 Downloads View citations (7)
    See also Working Paper (2012)
  2. An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
    Econometric Reviews, 2013, 32, (5-6), 543-546 Downloads
  3. Estimation and prediction in the random effects model with AR(p) remainder disturbances
    International Journal of Forecasting, 2013, 29, (1), 100-107 Downloads
    See also Working Paper (2012)
  4. Heteroskedasticity and non-normality robust LM tests for spatial dependence
    Regional Science and Urban Economics, 2013, 43, (5), 725-739 Downloads View citations (2)
    See also Working Paper (2013)
  5. How different are the wage curves for formal and informal workers? Evidence from Turkey
    Papers in Regional Science, 2013, 92, (2), 271-283 Downloads View citations (2)
    See also Working Paper (2012)
  6. Obituary
    Empirical Economics, 2013, 45, (3), 1383-1384 Downloads
  7. Prediction in an Unbalanced Nested Error Components Panel Data Model
    Journal of Forecasting, 2013, 32, (8), 755-768 Downloads
  8. Prediction in the Random Effects Model with MA (q) Remainder Disturbances
    Journal of Forecasting, 2013, 32, (4), 333-338
  9. Standardized LM tests for spatial error dependence in linear or panel regressions
    Econometrics Journal, 2013, 16, (1), 103-134 View citations (7)
    See also Working Paper (2012)
  10. Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test
    Statistical Papers, 2013, 54, (4), 1067-1094 Downloads
  11. The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term
    Spatial Economic Analysis, 2013, 8, (3), 241-270 Downloads View citations (2)
    See also Working Paper (2012)

2012

  1. A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
    Journal of Econometrics, 2012, 170, (1), 164-177 Downloads View citations (1)
    See also Working Paper (2012)
  2. A dynamic spatial panel data approach to the German wage curve
    Economic Modelling, 2012, 29, (1), 12-21 Downloads View citations (2)
    See also Working Paper (2010)
  3. Forecasting with spatial panel data
    Computational Statistics & Data Analysis, 2012, 56, (11), 3381-3397 Downloads View citations (5)
    See also Working Paper (2009)
  4. Medical technology and the production of health care
    Empirical Economics, 2012, 42, (2), 395-411 Downloads View citations (4)
    See also Working Paper (2011)
  5. Special issue on health econometrics: editors’ introduction
    Empirical Economics, 2012, 42, (2), 365-368 Downloads
  6. The Hausman–Taylor panel data model with serial correlation
    Statistics & Probability Letters, 2012, 82, (7), 1401-1406 Downloads View citations (1)
    See also Working Paper (2012)
  7. The Turkish wage curve: Evidence from the Household Labor Force Survey
    Economics Letters, 2012, 114, (1), 128-131 Downloads View citations (6)
    See also Working Paper (2011)

2011

  1. An improved generalized moments estimator for a spatial moving average error model
    Economics Letters, 2011, 113, (3), 282-284 Downloads View citations (3)
  2. Instrumental variable estimation of a spatial autoregressive panel model with random effects
    Economics Letters, 2011, 111, (2), 135-137 Downloads View citations (5)
    See also Working Paper (2011)
  3. Introduction to the special issue
    Empirical Economics, 2011, 41, (1), 1-5 Downloads View citations (4)
    Also in Empirical Economics, 2011, 40, (1), 1-4 (2011) Downloads View citations (1)
  4. Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris
    Journal of Urban Economics, 2011, 69, (1), 24-42 Downloads View citations (8)
    See also Working Paper (2010)
  5. Seemingly unrelated regressions with spatial error components
    Empirical Economics, 2011, 40, (1), 5-49 Downloads View citations (4)
    See also Working Paper (2010)
  6. Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary
    AStA Advances in Statistical Analysis, 2011, 95, (4), 329-350 Downloads View citations (1)
    See also Working Paper (2011)
  7. Testing for sphericity in a fixed effects panel data model
    Econometrics Journal, 2011, 14, (1), 25-47 Downloads View citations (8)

2010

  1. Health care expenditure and income in the OECD reconsidered: Evidence from panel data
    Economic Modelling, 2010, 27, (4), 804-811 Downloads View citations (14)
    See also Working Paper (2010)
  2. Narrow Replication of Serlenga and Shin (2007) gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors
    Journal of Applied Econometrics, 2010, 25, (3), 505-506 Downloads
  3. Panel data inference under spatial dependence
    Economic Modelling, 2010, 27, (6), 1368-1381 Downloads View citations (4)
    See also Working Paper (2010)
  4. Spurious spatial regression with equal weights
    Statistics & Probability Letters, 2010, 80, (21-22), 1640-1642 Downloads View citations (1)
  5. Testing for heteroskedasticity and serial correlation in a random effects panel data model
    Journal of Econometrics, 2010, 154, (2), 122-124 Downloads View citations (8)
    See also Working Paper (2008)

2009

  1. A note on the application of EC2SLS and EC3SLS estimators in panel data models
    Statistics & Probability Letters, 2009, 79, (20), 2189-2192 Downloads View citations (2)
    See also Working Paper (2009)
  2. Financial development and openness: Evidence from panel data
    Journal of Development Economics, 2009, 89, (2), 285-296 Downloads View citations (75)
    See also Working Paper (2008)
  3. Longitudinal Data Analysis
    Journal of the Royal Statistical Society Series A, 2009, 172, (4), 939-940 Downloads
  4. New evidence on the dynamic wage curve for Western Germany: 1980-2004
    Labour Economics, 2009, 16, (1), 47-51 Downloads View citations (7)
    See also Working Paper (2008)
  5. Spatial lag test with equal weights
    Economics Letters, 2009, 104, (2), 81-82 Downloads View citations (2)
  6. Testing for heteroskedasticity and spatial correlation in a random effects panel data model
    Computational Statistics & Data Analysis, 2009, 53, (8), 2897-2922 Downloads View citations (5)
    See also Working Paper (2008)
  7. Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test
    Statistics & Probability Letters, 2009, 79, (10), 1358-1362 Downloads View citations (1)
    See also Working Paper (2009)

2008

  1. Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals
    Econometrics Journal, 2008, 11, (3), 554-572 Downloads View citations (3)
  2. Estimating regional trade agreement effects on FDI in an interdependent world
    Journal of Econometrics, 2008, 145, (1-2), 194-208 Downloads View citations (20)
    See also Working Paper (2007)
  3. Forecasting with panel data
    Journal of Forecasting, 2008, 27, (2), 153-173 Downloads View citations (8)
    See also Working Paper (2007)
  4. Introduction
    Empirical Economics, 2008, 34, (1), 1-4 Downloads View citations (1)
  5. Testing for random effects and spatial lag dependence in panel data models
    Statistics & Probability Letters, 2008, 78, (18), 3304-3306 Downloads View citations (10)
    See also Working Paper (2008)

2007

  1. A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances
    Annales d'Economie et de Statistique, 2007, (87-88), 11-38 Downloads View citations (1)
    See also Working Paper (2007)
  2. Alternative ways of obtaining Hausman's test using artificial regressions
    Statistics & Probability Letters, 2007, 77, (13), 1413-1417 Downloads
  3. Analysis of spatially dependent data
    Journal of Econometrics, 2007, 140, (1), 1-4 Downloads View citations (5)
  4. Comments on: Panel data analysis—advantages and challenges
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2007, 16, (1), 28-30 Downloads
  5. Estimating models of complex FDI: Are there third-country effects?
    Journal of Econometrics, 2007, 140, (1), 260-281 Downloads View citations (142)
    See also Working Paper (2005)
  6. Heterogeneity and cross section dependence in panel data models: theory and applications introduction
    Journal of Applied Econometrics, 2007, 22, (2), 229-232 Downloads View citations (9)
  7. Intra- and Extra-Euro Area Import Demand for Manufactures
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2007, 53, (3), 221-241 View citations (1)
    See also Working Paper (2005)
  8. ON THE USE OF PANEL DATA METHODS TO ESTIMATE RATIONAL ADDICTION MODELS
    Scottish Journal of Political Economy, 2007, 54, (1), 1-18 Downloads View citations (3)
  9. Panel unit root tests and spatial dependence
    Journal of Applied Econometrics, 2007, 22, (2), 339-360 Downloads View citations (60)
    See also Working Paper (2006)
  10. Testing for Cointegrating Rank Via Model Selection: Evidence From 165 Data Sets
    Empirical Economics, 2007, 33, (1), 41-49 Downloads View citations (4)
    See also Working Paper (2006)
  11. Testing for serial correlation, spatial autocorrelation and random effects using panel data
    Journal of Econometrics, 2007, 140, (1), 5-51 Downloads View citations (44)
  12. WORLDWIDE ECONOMETRICS RANKINGS: 1989 2005
    Econometric Theory, 2007, 23, (05), 952-1012 Downloads View citations (3)
    See also Working Paper (2007)

2006

  1. AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
    Econometric Theory, 2006, 22, (06), 1191-1194 Downloads View citations (1)
  2. Estimating an economic model of crime using panel data from North Carolina
    Journal of Applied Econometrics, 2006, 21, (4), 543-547 Downloads View citations (21)
  3. Joint LM test for homoskedasticity in a one-way error component model
    Journal of Econometrics, 2006, 134, (2), 401-417 Downloads View citations (12)
    See also Working Paper (2005)
  4. Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor
    Spatial Economic Analysis, 2006, 1, (2), 175-185 Downloads View citations (28)
    See also Working Paper (2006)
  5. RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
    Econometric Theory, 2006, 22, (05), 973-984 Downloads View citations (7)
    See also Working Paper (2006)
  6. Rational alcohol addiction: evidence from the Russian longitudinal monitoring survey
    Health Economics, 2006, 15, (9), 893-914 Downloads View citations (10)
    See also Working Paper (2006)
  7. Transaction tax and stock market behavior: evidence from an emerging market
    Empirical Economics, 2006, 31, (2), 393-408 Downloads View citations (28)
  8. Unbalanced panel data: A survey
    Statistical Papers, 2006, 47, (4), 493-523 Downloads View citations (11)

2005

  1. A panel data study of physicians' labor supply: the case of Norway
    Health Economics, 2005, 14, (10), 1035-1045 Downloads View citations (7)
    See also Working Paper (2003)
  2. ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS
    Econometric Reviews, 2005, 24, (1), 39-58 Downloads View citations (3)
    See also Working Paper (2004)
  3. Skill-biased technical change in US manufacturing: a general index approach
    Journal of Econometrics, 2005, 126, (2), 549-570 Downloads View citations (8)
    See also Working Paper (2003)
  4. Solutions to Problems Posed in Volume 20(1) and 20(2): 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares Solution
    Econometric Theory, 2005, 21, (02), 483-484 Downloads View citations (2)

2004

  1. 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation Solution
    Econometric Theory, 2004, 20, (05), 989-989 Downloads
  2. 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares
    Econometric Theory, 2004, 20, (01), 223-224 Downloads View citations (2)
  3. Comment
    Journal of Business & Economic Statistics, 2004, 22, 163-164 Downloads
  4. Introduction
    Empirical Economics, 2004, 29, (1), 1-4 Downloads
  5. State tax changes and quasi-experimental price elasticities of U.S. cigarette demand: An update
    Journal of Economics and Finance, 2004, 28, (3), 422-429 Downloads View citations (1)
  6. Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
    Empirical Economics, 2004, 29, (1), 107-113 Downloads View citations (20)

2003

  1. 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation
    Econometric Theory, 2003, 19, (05), 879-879 Downloads
  2. A generalized design for bilateral trade flow models
    Economics Letters, 2003, 80, (3), 391-397 Downloads View citations (75)
  3. Fixed effects, random effects or Hausman-Taylor?: A pretest estimator
    Economics Letters, 2003, 79, (3), 361-369 Downloads View citations (64)
  4. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
    Empirical Economics, 2003, 28, (4), 795-811 Downloads View citations (29)
    See also Working Paper (2002)
  5. Panel Data Econometrics: Method-of-Moments and Limited Dependent Variables. Myoung-Jae LEE
    Journal of the American Statistical Association, 2003, 98, 769-770 Downloads
  6. Testing panel data regression models with spatial error correlation
    Journal of Econometrics, 2003, 117, (1), 123-150 Downloads View citations (103)
    See also Working Paper (2002)
  7. WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989 1999: AN UPDATE
    Econometric Theory, 2003, 19, (01), 165-224 Downloads View citations (8)
  8. Wage policy in the health care sector: a panel data analysis of nurses' labour supply
    Health Economics, 2003, 12, (9), 705-719 Downloads View citations (21)

2002

  1. A comparative study of alternative estimators for the unbalanced two-way error component regression model
    Econometrics Journal, 2002, 5, (2), 480-493 Downloads View citations (4)
  2. Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: Some empirical evidence from US electricity and natural-gas consumption
    Economics Letters, 2002, 76, (3), 375-382 Downloads View citations (30)
  3. LM Tests for the Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors
    Annales d'Economie et de Statistique, 2002, (65), 219-278 Downloads View citations (2)
  4. On instrumental variable estimation of semiparametric dynamic panel data models
    Economics Letters, 2002, 76, (1), 1-9 Downloads View citations (8)
  5. Rational addiction to alcohol: panel data analysis of liquor consumption
    Health Economics, 2002, 11, (6), 485-491 Downloads View citations (20)
  6. SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
    Econometric Reviews, 2002, 21, (2), 167-187 Downloads View citations (5)
  7. Series Estimation of Partially Linear Panel Data Models with Fixed Effects
    Annals of Economics and Finance, 2002, 3, (1), 103-116 Downloads View citations (13)
    See also Working Paper

2001

  1. DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
    Econometric Reviews, 2001, 20, (1), 31-40 Downloads View citations (17)
  2. ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
    Econometric Reviews, 2001, 20, (4), 445-460 Downloads
  3. LM Tests for Functional Form and Spatial Error Correlation
    International Regional Science Review, 2001, 24, (2), 194-225 Downloads View citations (4)
  4. The Econometrics of Rational Addiction: The Case of Cigarettes
    Journal of Business & Economic Statistics, 2001, 19, (4), 449-54 View citations (23)
  5. The unbalanced nested error component regression model
    Journal of Econometrics, 2001, 101, (2), 357-381 Downloads View citations (33)

2000

  1. Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
    Economics Letters, 2000, 69, (1), 9-14 Downloads View citations (4)
  2. SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
    Econometric Theory, 2000, 16, (02), 269-279 Downloads View citations (17)
  3. The East German wage curve 1993-1998
    Economics Letters, 2000, 69, (1), 25-31 Downloads View citations (13)
    See also Working Paper (2000)
  4. To Pool Or Not To Pool: Homogeneous Versus Hetergeneous Estimations Applied to Cigarette Demand
    The Review of Economics and Statistics, 2000, 82, (1), 117-126 Downloads View citations (40)

1999

  1. Applied Econometrics Rankings: 1989-1995
    Journal of Applied Econometrics, 1999, 14, (4), 423-41 Downloads View citations (8)
  2. Specification Tests in Panel Data Models Using Artificial Regressions
    Annales d'Economie et de Statistique, 1999, (55-56), 277-297 Downloads View citations (4)
  3. Spurious Stochastics in a Short Time-Series Panel Data
    Annales d'Economie et de Statistique, 1999, (55-56), 299-315 Downloads
  4. UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
    Econometric Theory, 1999, 15, (06), 814-823 Downloads View citations (147)

1998

  1. Excess capacity: a permanent characteristic of US airlines?
    Journal of Applied Econometrics, 1998, 13, (6), 645-657 Downloads View citations (4)
  2. The German wage curve: evidence from the IAB employment sample
    Economics Letters, 1998, 61, (2), 135-142 Downloads View citations (79)
  3. WORLDWIDE INSTITUTIONAL RANKINGS IN ECONOMETRICS: 1989 1995
    Econometric Theory, 1998, 14, (01), 1-43 Downloads View citations (7)

1997

  1. A Joint Test for Functional Form and Random Individual Effects
    Econometric Theory, 1997, 13, (02), 307-308 Downloads
  2. Econometric Analysis of Panel Data Badi H. Baltagi Wiley, 1995
    Econometric Theory, 1997, 13, (05), 747-754 Downloads View citations (152)
  3. Hausman's Specification Test as a Gauss-Newton Regression
    Econometric Theory, 1997, 13, (05), 757-757 Downloads
  4. Monte Carlo Results on Pure and Pretest Estimators of an Error Component Model with Autocorrelated Disturbances
    Annales d'Economie et de Statistique, 1997, (48), 69-82 Downloads View citations (2)
  5. Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
    Journal of Econometrics, 1997, 77, (2), 303-327 Downloads View citations (109)
  6. Testing linear and loglinear error components regressions against Box-Cox alternatives
    Statistics & Probability Letters, 1997, 33, (1), 63-68 Downloads View citations (5)

1996

  1. A general condition for an optimal limiting efficiency of OLS in the general linear regression model
    Economics Letters, 1996, 50, (1), 13-17 Downloads View citations (3)
  2. A nonparametric test for poolability using panel data
    Journal of Econometrics, 1996, 75, (2), 345-367 Downloads View citations (35)
  3. Heteroskedastic Fixed Effects Models
    Econometric Theory, 1996, 12, (05), 867-867 Downloads
  4. Iterative Estimation in Partitioned Regression Models
    Econometric Theory, 1996, 12, (05), 869-870 Downloads
  5. Testing for Random Individual Effects with a Gauss-Newton Regression
    Econometric Theory, 1996, 12, (04), 745-746 Downloads
    Also in Econometric Theory, 1995, 11, (04), 795-795 (1995) Downloads
  6. Testing for random individual and time effects using a Gauss-Newton regression
    Economics Letters, 1996, 50, (2), 189-192 Downloads View citations (2)

1995

  1. A Dynamic Demand Model for Liquor: The Case for Pooling
    The Review of Economics and Statistics, 1995, 77, (3), 545-54 Downloads View citations (19)
  2. A Mixed-Error Component Model
    Econometric Theory, 1995, 11, (01), 192-193 Downloads View citations (1)
  3. Airline Deregulation: The Cost Pieces of the Puzzle
    International Economic Review, 1995, 36, (1), 245-60 Downloads View citations (28)
  4. Editor's introduction Panel data
    Journal of Econometrics, 1995, 68, (1), 1-4 Downloads View citations (2)
  5. MINQUE Under Heteroskedasticity—Solution
    Econometric Theory, 1995, 11, (03), 639-641 Downloads
  6. ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations
    Econometric Theory, 1995, 11, (03), 641-642 Downloads
  7. Optimal Weighting of Unbiased Estimators
    Econometric Theory, 1995, 11, (03), 637-637 Downloads
  8. Public Capital Stock and State Productivity Growth: Further Evidence from an Error Components Model
    Empirical Economics, 1995, 20, (2), 351-59 View citations (34)
  9. Testing AR(1) against MA(1) disturbances in an error component model
    Journal of Econometrics, 1995, 68, (1), 133-151 Downloads View citations (54)
  10. Testing for Correlated Effects in Panels
    Econometric Theory, 1995, 11, (02), 401-402 Downloads
  11. Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression
    Econometric Theory, 1995, 11, (05), 1179-1179 Downloads
  12. The Measurement of Firm-Specific Indexes of Technical Change
    The Review of Economics and Statistics, 1995, 77, (4), 654-63 Downloads View citations (10)
  13. The Wald, LR, and LM Inequality
    Econometric Theory, 1995, 11, (04), 798-800 Downloads
    Also in Econometric Theory, 1994, 10, (01), 223-224 (1994) Downloads

1994

  1. Estimating Error Component Models With General MA(q) Disturbances
    Econometric Theory, 1994, 10, (02), 396-408 Downloads View citations (5)
  2. Incomplete panels: A comparative study of alternative estimators for the unbalanced one-way error component regression model
    Journal of Econometrics, 1994, 62, (2), 67-89 Downloads View citations (38)

1993

  1. An Approximate Transformation for the Error Component Model with MA(q) Disturbances
    Econometric Theory, 1993, 9, (04), 692-694 Downloads
    Also in Econometric Theory, 1992, 8, (04), 582-583 (1992) Downloads
  2. MINQUE under Heteroskedasticity
    Econometric Theory, 1993, 9, (03), 521-521 Downloads
  3. Monte Carlo results on several new and existing tests for the error component model (Vol. 54, No. 1-3 (1992) pp. 95-120)
    Journal of Econometrics, 1993, 59, (3), 405-405 Downloads
  4. Nested Effects
    Econometric Theory, 1993, 9, (04), 687-688 Downloads View citations (1)
  5. Trace Minimization of Singular Systems with Cross-Equation Restrictions
    Econometric Theory, 1993, 9, (02), 314-315 Downloads

1992

  1. A Note on the Estimation of Simultaneous Equations with Error Components
    Econometric Theory, 1992, 8, (01), 113-119 Downloads View citations (19)
  2. A Survey of Recent Theoretical Developments in the Econometrics of Panel Data
    Empirical Economics, 1992, 17, (1), 85-109 View citations (11)
  3. A monotonic property for iterative GLS in the two-way random effects model
    Journal of Econometrics, 1992, 53, (1-3), 45-51 Downloads View citations (5)
  4. Cigarette taxation: Raising revenues and reducing consumption
    Structural Change and Economic Dynamics, 1992, 3, (2), 321-335 Downloads View citations (17)
  5. Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations
    Journal of Econometrics, 1992, 52, (3), 371-380 Downloads View citations (4)
  6. Monte Carlo results on several new and existing tests for the error component model
    Journal of Econometrics, 1992, 54, (1-3), 95-120 Downloads View citations (18)
  7. Panel Data Analysis: Introduction and Overview
    Empirical Economics, 1992, 17, (1), 1-8
  8. Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity
    Econometric Theory, 1992, 8, (02), 304-305 Downloads
  9. Variance Component Estimation Under Misspecification
    Econometric Theory, 1992, 8, (03), 430-433 Downloads
    Also in Econometric Theory, 1991, 7, (03), 418-419 (1991) Downloads

1991

  1. A joint test for serial correlation and random individual effects
    Statistics & Probability Letters, 1991, 11, (3), 277-280 Downloads View citations (15)
  2. A transformation that will circumvent the problem of autocorrelation in an error-component model
    Journal of Econometrics, 1991, 48, (3), 385-393 Downloads View citations (35)

1990

  1. A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data
    Econometric Theory, 1990, 6, (02), 283-285 Downloads View citations (2)
  2. Intercountry Evidence on the Performance of the Simple Error Correction Mechanism Model of Consumption
    Empirical Economics, 1990, 15, (4), 303-14
    See also Working Paper (1988)
  3. On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators
    Journal of Applied Econometrics, 1990, 5, (4), 401-06 Downloads View citations (29)
  4. The Differencing Test in a Regression with Equicorrelated Disturbances
    Econometric Theory, 1990, 6, (04), 488-488 Downloads

1989

  1. A Hausman Specification Test in a Simultaneous Equations Model
    Econometric Theory, 1989, 5, (03), 465-467 Downloads
  2. A Variance Comparison of OLS and Feasible GLS in an Error Components Model
    Econometric Theory, 1989, 5, (01), 175-175 Downloads
  3. Alternative Models of Managerial Behavior: Empirical Tests for the Petroleum Industry
    The Review of Economics and Statistics, 1989, 71, (4), 579-85 Downloads View citations (2)
  4. Applications of a necessary and sufficient condition for OLS to be BLUE
    Statistics & Probability Letters, 1989, 8, (5), 457-461 Downloads View citations (4)
  5. Further Monte Carlo Evidence on Seemingly Unrelated Regressions with Unequal Number of Observations
    Annales d'Economie et de Statistique, 1989, (14), 103-115 Downloads View citations (1)
  6. The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data
    Econometric Theory, 1989, 5, (03), 454-454 Downloads
  7. The Lower Triangular Matrix Associated with an Autoregressive Process
    Econometric Theory, 1989, 5, (03), 461-463 Downloads

1988

  1. A General Index of Technical Change
    Journal of Political Economy, 1988, 96, (1), 20-41 Downloads View citations (84)
  2. A Generalized Error Component Model with Heteroscedastic Disturbances
    International Economic Review, 1988, 29, (4), 745-53 Downloads View citations (22)
  3. An Alternative Heteroscedastic Error Components Model
    Econometric Theory, 1988, 4, (02), 349-350 Downloads View citations (5)
  4. Prediction with a Two-Way Error Component Regression Model
    Econometric Theory, 1988, 4, (01), 171-171 Downloads View citations (2)
  5. The Efficiency of OLS in a Seemingly Unrelated Regressions Model
    Econometric Theory, 1988, 4, (03), 536-537 Downloads View citations (1)

1987

  1. Simple Versus Multiple Regression Coefficient
    Econometric Theory, 1987, 3, (01), 159-159 Downloads

1986

  1. Estimating Dynamic Demand for Cigarettes Using Panel Data: The Effects of Bootlegging, Taxation and Advertising Reconsidered
    The Review of Economics and Statistics, 1986, 68, (1), 148-55 Downloads View citations (73)
  2. Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques
    Econometric Theory, 1986, 2, (03), 429-440 Downloads View citations (10)

1985

  1. Pooling cross-sections with unequal time-series lengths
    Economics Letters, 1985, 18, (2-3), 133-136 Downloads View citations (27)

1984

  1. A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model
    International Economic Review, 1984, 25, (3), 603-24 Downloads View citations (13)
  2. Short and Long Run Effects in Pooled Models
    International Economic Review, 1984, 25, (3), 631-45 Downloads View citations (34)
  3. U.S. Gasoline Demand: What Next?
    The Energy Journal, 1984, Volume 5, (Number 1), 129-140 Downloads View citations (1)

1983

  1. Gasoline demand in the OECD: An application of pooling and testing procedures
    European Economic Review, 1983, 22, (2), 117-137 Downloads View citations (41)

1981

  1. Pooling: An experimental study of alternative testing and estimation procedures in a two-way error component model
    Journal of Econometrics, 1981, 17, (1), 21-49 Downloads View citations (16)
  2. Simultaneous equations with error components
    Journal of Econometrics, 1981, 17, (2), 189-200 Downloads View citations (93)

1980

  1. On Seemingly Unrelated Regressions with Error Components
    Econometrica, 1980, 48, (6), 1547-51 Downloads View citations (29)

Books

2015

  1. The Oxford Handbook of Panel Data
    OUP Catalogue, Oxford University Press

Editor

  1. Empirical Economics
    Springer
 
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