Details about Badi Baltagi

Homepage:	https://pbaltagi.wix.com/badibaltagi
Phone:	315-443-3114
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) School of Business, Leicester University, (more information at EDIRC)

Access statistics for papers by Badi Baltagi.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: pba9

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Working Papers

2024

1. Testing for Spatial Correlation under a Complete Bipartite Network
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   See also Journal Article Testing for spatial correlation under a complete bipartite network, Economics Letters, Elsevier (2024) (2024)

2023

2. Consistent Estimation of Panel Data Sample Selection Models
   IZA Discussion Papers, Institute of Labor Economics (IZA)
3. Robust dynamic space-time panel data models using ε-contamination: An application to crop yields and climate change
   CIRANO Working Papers, CIRANO View citations (1)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2022)
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2022)
4. The Mundlak Spatial Estimator
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   See also Journal Article The Mundlak spatial estimator, Journal of Spatial Econometrics, Springer (2023) (2023)
5. The Two-way Mundlak Estimator
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
   See also Journal Article The two-way Mundlak estimator, Econometric Reviews, Taylor & Francis Journals (2023) View citations (2) (2023)

2022

6. Bayesian Estimation of Multivariate Panel Probits with Higher-Order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong
   CESifo Working Paper Series, CESifo View citations (1)
   Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2022) View citations (1)
   See also Journal Article Bayesian estimation of multivariate panel probits with higher‐order network interdependence and an application to firms' global market participation in Guangdong, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2022) View citations (1) (2022)
7. Cities in a Pandemic: Evidence from China
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
   Also in CESifo Working Paper Series, CESifo (2022) View citations (1)
   See also Journal Article Cities in a pandemic: Evidence from China, Journal of Regional Science, Wiley Blackwell (2023) View citations (2) (2023)
8. Robust dynamic space\textendashtime panel data models using \textdollar\textdollar\\varepsilon \textdollar\textdollar-contamination: an application to crop yields and climate change
   Post-Print, HAL
9. Spatial Wage Curves for Formal and Informal Workers in Turkey
   Working Papers, Economic Research Forum
   Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2022) View citations (1)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2022) View citations (1)
   See also Journal Article Spatial wage curves for formal and informal workers in Turkey, Journal of Spatial Econometrics, Springer (2022) View citations (1) (2022)
10. The Effect of Higher Education on Women's Obesity and Smoking: Evidence from College Openings in Turkey
    IZA Discussion Papers, Institute of Labor Economics (IZA)
    See also Journal Article The effect of higher education on Women's obesity and smoking: Evidence from college openings in Turkey, Economic Modelling, Elsevier (2023) View citations (1) (2023)

2021

11. Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
    Post-Print, HAL View citations (1)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2020)
    Economics and Statistics Working Papers, Singapore Management University, School of Economics (2018)
    See also Journal Article Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models, Journal of Econometrics, Elsevier (2021) View citations (1) (2021)
12. Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)

2020

13. A Panel Data Model with Generalized Higher-Order Network Effects
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
    Also in CESifo Working Paper Series, CESifo (2020)
    See also Chapter A Panel Data Model with Generalized Higher-Order Network Effects, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)
14. Forecasting with Unbalanced Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
    See also Journal Article Forecasting with unbalanced panel data, Journal of Forecasting, John Wiley & Sons, Ltd. (2020) View citations (1) (2020)
15. Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
    See also Chapter Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries, Advances in Econometrics, Emerald Group Publishing Limited (2020) View citations (2) (2020)
16. Robust Dynamic Panel Data Models Using e-Contamination
    IZA Discussion Papers, Institute of Labor Economics (IZA)
    Also in CIRANO Working Papers, CIRANO (2020)
    See also Chapter Robust Dynamic Panel Data Models Usingε-Contamination, Advances in Econometrics, Emerald Group Publishing Limited (2022) (2022)

2019

17. A time-space dynamic panel data model with spatial moving average errors
    Post-Print, HAL View citations (1)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2018) View citations (11)
    MPRA Paper, University Library of Munich, Germany (2018) View citations (10)
    See also Journal Article A time-space dynamic panel data model with spatial moving average errors, Regional Science and Urban Economics, Elsevier (2019) View citations (9) (2019)
18. Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients
    Post-Print, HAL
    See also Journal Article Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients, Annals of Economics and Statistics, GENES (2019) View citations (3) (2019)
19. Estimating and testing high dimensional factor models with multiple structural changes
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Estimating and testing high dimensional factor models with multiple structural changes, Journal of Econometrics, Elsevier (2021) View citations (17) (2021)
20. Structural Changes in Heterogeneous Panels with Endogenous Regressors
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (7)
    See also Journal Article Structural changes in heterogeneous panels with endogenous regressors, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2019) View citations (6) (2019)
21. Testing for Shifts 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 View citations (1)
    See also Journal Article Testing for shifts in a time trend panel data model with serially correlated error component disturbances, Econometric Reviews, Taylor & Francis Journals (2020) View citations (2) (2020)
22. The Effect of Education on Health: Evidence from the 1997 Compulsory Schooling Reform in Turkey
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (5)
    Also in GLO Discussion Paper Series, Global Labor Organization (GLO) (2019) View citations (4)
    See also Journal Article The effect of education on health: Evidence from the 1997 compulsory schooling reform in Turkey, Regional Science and Urban Economics, Elsevier (2019) View citations (5) (2019)

2018

23. Contagious Exporting and Foreign Ownership: Evidence from Firms in Shanghai Using a Bayesian Spatial Bivariate Probit Model
    CESifo Working Paper Series, CESifo
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2018)
    See also Journal Article Contagious exporting and foreign ownership: Evidence from firms in Shanghai using a Bayesian spatial bivariate probit model, Regional Science and Urban Economics, Elsevier (2019) View citations (2) (2019)
24. Robust linear static panel data models using≤ssmml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml166" display="inline" overflow="scroll" altimg="si85.gif"\greater≤ssmml:mi\greater\upepsilon≤ss/mml:mi\greater≤ss/mml:math\greater-contamination
    Post-Print, HAL

2017

25. Determinants of Firm-Level Domestic Sales and Exports with Spillovers: Evidence from China
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (4)
    See also Journal Article Determinants of firm-level domestic sales and exports with spillovers: Evidence from China, Journal of Econometrics, Elsevier (2017) View citations (5) (2017)
26. Network Effects on Labor Contracts of Internal Migrants in China: A Spatial Autoregressive Model
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (3)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2017)
    See also Journal Article Network effects on labor contracts of internal migrants in China: a spatial autoregressive model, Empirical Economics, Springer (2018) View citations (3) (2018)
27. Robust Linear Static Panel Data Models Using ε-Contamination
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
    Also in CIRANO Working Papers, CIRANO (2015)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2014)
    See also Journal Article Robust linear static panel data models using ε-contamination, Journal of Econometrics, Elsevier (2018) View citations (9) (2018)

2016

28. Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
    See also Journal Article Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model, Econometric Reviews, Taylor & Francis Journals (2017) View citations (2) (2017)
29. Bayesian Spatial Bivariate Panel Probit Estimation
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
    See also Chapter Bayesian Spatial Bivariate Panel Probit Estimation, Advances in Econometrics, Emerald Group Publishing Limited (2016) View citations (2) (2016)
30. Health Care Expenditure and Income: A Global Perspective
    CESifo Working Paper Series, CESifo View citations (6)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2016) View citations (4)
    See also Journal Article Health Care Expenditure and Income: A Global Perspective, Health Economics, John Wiley & Sons, Ltd. (2017) View citations (46) (2017)
31. Identification and Estimation of a Large Factor Model with Structural Instability
    Working papers, University of Connecticut, Department of Economics View citations (2)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2016) View citations (2)
    See also Journal Article Identification and estimation of a large factor model with structural instability, Journal of Econometrics, Elsevier (2017) View citations (36) (2017)
32. Predication in a Generalized Spatial Panel Data Model with Serial Correlation
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
    See also Journal Article Prediction in a Generalized Spatial Panel Data Model with Serial Correlation, Journal of Forecasting, John Wiley & Sons, Ltd. (2016) View citations (1) (2016)
33. Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation
    Working papers, University of Connecticut, Department of Economics View citations (21)
    See also Journal Article Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation, Econometrics, MDPI (2016) View citations (19) (2016)

2015

34. A New International Database on Financial Fragility
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (7)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (7)
35. Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Singapore
    ERSA conference papers, European Regional Science Association View citations (6)
    Also in CESifo Working Paper Series, CESifo (2015) View citations (5)
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2015) View citations (6)
    See also Journal Article Cointegration of matched home purchases and rental price indexes — Evidence from Singapore, Regional Science and Urban Economics, Elsevier (2015) View citations (6) (2015)
36. Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
    See also Journal Article Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term, Econometric Reviews, Taylor & Francis Journals (2017) View citations (30) (2017)
37. Estimation of Heterogeneous Panels with Structural Breaks
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (6)
    See also Journal Article Estimation of heterogeneous panels with structural breaks, Journal of Econometrics, Elsevier (2016) View citations (64) (2016)
38. Ethnic fractionalization, governance, and loan defaults in Africa
    CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford
    Also in Working Papers, University of Otago, Department of Economics (2014)
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2014)
    CESifo Working Paper Series, CESifo (2014)
    See also Journal Article Ethnic Fractionalization, Governance and Loan Defaults in Africa, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2017) View citations (2) (2017)
39. Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
    Working Papers, College of Business, University of Texas at San Antonio
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2014) View citations (3)
    See also Chapter Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances, Advances in Econometrics, Emerald Group Publishing Limited (2014) View citations (3) (2014)
40. Testing for Spacial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)

2014

41. "On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
    See also Journal Article On testing for sphericity with non-normality in a fixed effects panel data model, Statistics & Probability Letters, Elsevier (2015) View citations (5) (2015)
42. Firm-Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (4)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2014) View citations (4)
    CESifo Working Paper Series, CESifo (2014) View citations (4)
    See also Journal Article Firm‐Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman‐Taylor Approach, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2016) View citations (18) (2016)
43. Hospital Treatment Rates and Spill-Over Effects: Does Ownership Matter?
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
    Also in CESifo Working Paper Series, CESifo (2014) View citations (19)
    See also Journal Article Hospital treatment rates and spillover effects: Does ownership matter?, Regional Science and Urban Economics, Elsevier (2014) View citations (19) (2014)
44. Panel Data Gravity Models of International Trade
    CESifo Working Paper Series, CESifo View citations (55)
45. Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
46. Robust linear static panel data models using epsilon-contamination
    MPRA Paper, University Library of Munich, Germany
47. Sources of Productivity Spillovers: Panel Data Evidence from China
    CESifo Working Paper Series, CESifo View citations (1)
    See also Journal Article Sources of productivity spillovers: panel data evidence from China, Journal of Productivity Analysis, Springer (2015) View citations (13) (2015)
48. The Brazilian Wage Curve: New Evidence from the National Household Survey
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
    See also Journal Article The Brazilian wage curve: new evidence from the National Household Survey, Empirical Economics, Springer (2017) View citations (10) (2017)
49. 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 View citations (19)
    See also Journal Article The spatial Polish wage curve with gender effects: Evidence from the Polish Labor Survey, Regional Science and Urban Economics, Elsevier (2014) View citations (18) (2014)
50. Welfare Reform and Children's Health
    IZA Discussion Papers, Institute of Labor Economics (IZA)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2014)
    See also Journal Article Welfare Reform and Children's Health, Health Economics, John Wiley & Sons, Ltd. (2016) View citations (3) (2016)

2013

51. 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 View citations (3)
    See also Journal Article Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) View citations (8) (2015)
52. Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (23)
    See also Journal Article Heteroskedasticity and non-normality robust LM tests for spatial dependence, Regional Science and Urban Economics, Elsevier (2013) View citations (22) (2013)
53. How Different Are the Wage Curves for Formal and Informal Workers? Evidence from Turkey
    Working Papers, Economic Research Forum View citations (18)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012) View citations (11)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2012) View citations (10)
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2012) View citations (12)
    See also Journal Article How different are the wage curves for formal and informal workers? Evidence from Turkey, Papers in Regional Science, Wiley Blackwell (2013) View citations (15) (2013)
54. 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
    See also Journal Article Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices, Journal of Urban Economics, Elsevier (2014) View citations (28) (2014)
55. The Polish Wage Curve: Micro Panel Data Analysis Based on the Polish Labor Force Survey
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)

2012

56. A Generalized Spatial Panel Data Model with Random Effects
    CESifo Working Paper Series, CESifo View citations (14)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2009) View citations (19)
    See also Journal Article A Generalized Spatial Panel Data Model with Random Effects, Econometric Reviews, Taylor & Francis Journals (2013) View citations (66) (2013)
57. 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 View citations (279)
    See also Journal Article A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model, Journal of Econometrics, Elsevier (2012) View citations (269) (2012)
58. A Robust Hausman-Taylor Estimator
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (16)
    See also Chapter A Robust Hausman–Taylor Estimator, Advances in Econometrics, Emerald Group Publishing Limited (2012) (2012)
59. 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 View citations (3)
    See also Journal Article EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects, Econometric Reviews, Taylor & Francis Journals (2015) View citations (26) (2015)
60. Estimating and Forecasting With A Dynamic Spatial Panel Data Model
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (26)
    Also in SERC Discussion Papers, Centre for Economic Performance, LSE (2011) View citations (7)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) View citations (7)
    See also Journal Article Estimating and Forecasting with a Dynamic Spatial Panel Data Model, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2014) View citations (54) (2014)
61. 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 View citations (1)
    See also Journal Article Estimation and prediction in the random effects model with AR(p) remainder disturbances, International Journal of Forecasting, Elsevier (2013) View citations (5) (2013)
62. 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 View citations (5)
    See also Chapter On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments, Advances in Econometrics, Emerald Group Publishing Limited (2012) (2012)
63. 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
    See also Chapter Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model, Advances in Econometrics, Emerald Group Publishing Limited (2012) (2012)
64. 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 View citations (3)
    Also in Working Papers, Singapore Management University, School of Economics (2010) View citations (3)
    See also Journal Article Standardized LM tests for spatial error dependence in linear or panel regressions, Econometrics Journal, Royal Economic Society (2013) View citations (38) (2013)
65. 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
    See also Journal Article Testing for spatial lag and spatial error dependence using double length artificial regressions, Statistical Papers, Springer (2014) View citations (2) (2014)
66. 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
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012)
    See also Journal Article The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term, Spatial Economic Analysis, Taylor & Francis Journals (2013) View citations (7) (2013)
67. The Hausman-Taylor Panel Data Model with Serial Correlation
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (9)
    See also Journal Article The Hausman–Taylor panel data model with serial correlation, Statistics & Probability Letters, Elsevier (2012) View citations (8) (2012)

2011

68. 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 View citations (25)
    See also Journal Article Instrumental variable estimation of a spatial autoregressive panel model with random effects, Economics Letters, Elsevier (2011) View citations (30) (2011)
69. Loan Defaults in Africa
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (3)
70. Medical Technology And The Production Of Health Care
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2011) View citations (3)
    See also Journal Article Medical technology and the production of health care, Empirical Economics, Springer (2012) View citations (30) (2012)
71. 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 View citations (7)
    See also Journal Article Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary, AStA Advances in Statistical Analysis, Springer (2011) View citations (7) (2011)
72. The Turkish Wage Curve: Evidence from the Household Labor Force Survey
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (5)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2011) View citations (2)
    Working Papers, Economic Research Forum (2011) View citations (2)
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2011) View citations (1)
    See also Journal Article The Turkish wage curve: Evidence from the Household Labor Force Survey, Economics Letters, Elsevier (2012) View citations (18) (2012)
73. Why Do African Banks Lend so Little?
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (9)
    See also Journal Article Why Do African Banks Lend So Little?, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2015) View citations (17) (2015)

2010

74. 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 View citations (4)
    See also Journal Article A dynamic spatial panel data approach to the German wage curve, Economic Modelling, Elsevier (2012) View citations (39) (2012)
75. Health Care Expenditure and Income in the OECD Reconsidered: Evidence from Panel Data
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (191)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2010) View citations (191)
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2009) View citations (6)
    See also Journal Article Health care expenditure and income in the OECD reconsidered: Evidence from panel data, Economic Modelling, Elsevier (2010) View citations (190) (2010)
76. 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 of Labor Economics (IZA) View citations (2)
    See also Journal Article 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, Elsevier (2011) View citations (44) (2011)
77. Panel Data Inference under Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (27)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2009)
    See also Journal Article Panel data inference under spatial dependence, Economic Modelling, Elsevier (2010) View citations (27) (2010)
78. Seemingly Unrelated Regressions With Spatial Error Components
    Working Papers ERMES, ERMES, University Paris 2
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2010) View citations (5)
    See also Journal Article Seemingly unrelated regressions with spatial error components, Empirical Economics, Springer (2011) View citations (29) (2011)
79. The African Credit Trap
    Working Papers, University of Otago, Department of Economics View citations (2)
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2010) View citations (2)

2009

80. 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 View citations (26)
    See also Journal Article A note on the application of EC2SLS and EC3SLS estimators in panel data models, Statistics & Probability Letters, Elsevier (2009) View citations (25) (2009)
81. Forecasting with Spatial Panel Data
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (13)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2007)
    See also Journal Article Forecasting with spatial panel data, Computational Statistics & Data Analysis, Elsevier (2012) View citations (31) (2012)
82. 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
83. 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 View citations (1)
84. 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 View citations (4)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2007)
    See also Journal Article Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test, Statistics & Probability Letters, Elsevier (2009) View citations (5) (2009)

2008

85. Error Components Models
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (5)
    Also in Post-Print, HAL (2008) View citations (7)
86. Financial Development and Openness: Evidence from Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (34)
    See also Journal Article Financial development and openness: Evidence from panel data, Journal of Development Economics, Elsevier (2009) View citations (423) (2009)
87. 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 View citations (5)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) View citations (1)
    See also Journal Article New evidence on the dynamic wage curve for Western Germany: 1980-2004, Labour Economics, Elsevier (2009) View citations (39) (2009)
88. 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 View citations (4)
    See also Journal Article Testing for heteroskedasticity and serial correlation in a random effects panel data model, Journal of Econometrics, Elsevier (2010) View citations (34) (2010)
89. 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 View citations (7)
    See also Journal Article Testing for heteroskedasticity and spatial correlation in a random effects panel data model, Computational Statistics & Data Analysis, Elsevier (2009) View citations (12) (2009)
90. 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 View citations (44)
    See also Journal Article Testing for random effects and spatial lag dependence in panel data models, Statistics & Probability Letters, Elsevier (2008) View citations (37) (2008)

2007

91. 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 View citations (10)
    See also Journal Article A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances, Annals of Economics and Statistics, GENES (2007) View citations (8) (2007)
92. 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 View citations (3)
93. 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 View citations (18)
    See also Journal Article Estimating regional trade agreement effects on FDI in an interdependent world, Journal of Econometrics, Elsevier (2008) View citations (112) (2008)
94. Financial Development, Openness and Institutions: Evidence from Panel Data
    WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London View citations (43)
    Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) View citations (43)
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2007) View citations (42)
95. Forecasting with Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006) View citations (16)
    See also Journal Article Forecasting with panel data, Journal of Forecasting, John Wiley & Sons, Ltd. (2008) View citations (438) (2008)
96. 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] View citations (14)
97. Worldwide Econometrics Rankings: 1989-2005
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (13)
    See also Journal Article WORLDWIDE ECONOMETRICS RANKINGS: 1989–2005, Econometric Theory, Cambridge University Press (2007) View citations (11) (2007)

2006

98. Panel Unit Root Tests and Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (8)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2005)
    See also Journal Article Panel unit root tests and spatial dependence, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) View citations (125) (2007)
99. 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 View citations (82)
    See also Journal Article Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor, Spatial Economic Analysis, Taylor & Francis Journals (2006) View citations (82) (2006)
100. Random effects and Spatial Autocorrelations with Equal Weights
     Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (10)
     See also Journal Article RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS, Econometric Theory, Cambridge University Press (2006) View citations (12) (2006)
101. Rational Alcohol Addiction: Evidence from the Russian Longitudinal Monitoring Survey
     IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (40)
     Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2006) View citations (37)
     See also Journal Article Rational alcohol addiction: evidence from the Russian longitudinal monitoring survey, Health Economics, John Wiley & Sons, Ltd. (2006) View citations (39) (2006)
102. 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 View citations (1)
     See also Journal Article Testing for Cointegrating Rank Via Model Selection: Evidence From 165 Data Sets, Empirical Economics, Springer (2007) View citations (7) (2007)

2005

103. Estimating Models of Complex FDI: Are There Third-Country Effects?
     Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (46)
     See also Journal Article Estimating models of complex FDI: Are there third-country effects?, Journal of Econometrics, Elsevier (2007) View citations (342) (2007)
104. Intra- and extra-euro area import demand for manufactures
     Working Paper Series, European Central Bank View citations (7)
     See also Journal Article Intra- and Extra-Euro Area Import Demand for Manufactures, Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin (2007) (2007)
105. 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
     Also in Working Papers ERMES, ERMES, University Paris 2 (2004)
     See also Journal Article Joint LM test for homoskedasticity in a one-way error component model, Journal of Econometrics, Elsevier (2006) View citations (29) (2006)

2004

106. Adaptive estimation of heteroskedastic error component model
     Working Papers ERMES, ERMES, University Paris 2
     See also Journal Article ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS, Econometric Reviews, Taylor & Francis Journals (2005) View citations (6) (2005)
107. Testing for Serial Correlation, Spatial Autocorrelation and Random Effects
     Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations (4)
     Also in Econometric Society 2004 Australasian Meetings, Econometric Society (2004) View citations (2)
108. Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
     Post-Print, HAL
     See also Journal Article Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators, Empirical Economics, Springer (2004) View citations (35) (2004)

2003

109. A Panel Data Study of Physicians’ Labor Supply: The Case of Norway
     CESifo Working Paper Series, CESifo View citations (6)
     Also in Working Papers in Economics, University of Bergen, Department of Economics (2003) View citations (10)
     See also Journal Article A panel data study of physicians' labor supply: the case of Norway, Health Economics, John Wiley & Sons, Ltd. (2005) View citations (60) (2005)
110. Fixed effects, random effects or Hausman Taylor?
     Post-Print, HAL View citations (13)
111. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
     Post-Print, HAL View citations (2)
     Also in 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2002) View citations (31)
     See also Journal Article Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption, Empirical Economics, Springer (2003) View citations (63) (2003)
112. Skill-Biased Technical Change in U.S. Manufacturing: A General Index Approach
     IZA Discussion Papers, Institute of Labor Economics (IZA)
     See also Journal Article Skill-biased technical change in US manufacturing: a general index approach, Journal of Econometrics, Elsevier (2005) View citations (20) (2005)

2002

113. Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators
     Post-Print, HAL
114. 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 View citations (7)
     See also Journal Article Testing panel data regression models with spatial error correlation, Journal of Econometrics, Elsevier (2003) View citations (305) (2003)
115. 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 View citations (15)
     Also in CESifo Working Paper Series, CESifo (2002) View citations (3)
     Working Papers in Economics, University of Bergen, Department of Economics (2002) View citations (2)

2000

116. LM Tests for Functional Form and Spatial Correlation
     Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (6)
117. Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey
     Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (390)
118. THE EAST GERMAN WAGE CURVE: 1993-1998
     ERSA conference papers, European Regional Science Association View citations (31)
     See also Journal Article The East German wage curve 1993-1998, Economics Letters, Elsevier (2000) View citations (32) (2000)

1994

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

1988

120. INTERCOUNTRY EVIDENCE ON THE PERFORMANCE OF THE SIMPLE ERROR CORRECTION MECHANISM MODEL OF CONSUMPTION
     Working Papers, Houston - Department of Economics
     See also Journal Article Intercountry Evidence on the Performance of the Simple Error Correction Mechanism Model of Consumption, Empirical Economics, Springer (1990) (1990)
121. RECOVERING PRECISION FROM SEEMINGLY REDUNDANT ROUNDED DATA
     Working Papers, Houston - Department of Economics

Undated

122. Series Estimation of Partially Linear Panel Data Models with Fixed Effects
     Working Papers, East Carolina University, Department of Economics View citations (4)
     See also Journal Article Series Estimation of Partially Linear Panel Data Models with Fixed Effects, Annals of Economics and Finance, Society for AEF (2002) View citations (140) (2002)

Journal Articles

2024

1. A Pretest Estimator for the Two-Way Error Component Model
   Econometrics, 2024, 12, (2), 1-15
2. A Survey of Spatial Unit Roots
   Mathematics, 2024, 12, (7), 1-32
3. ER interview: Essie Maasoumi, editor of Econometric Reviews (1987–2024)
   Econometric Reviews, 2024, 44, (1), 119-126
4. Testing for spatial correlation under a complete bipartite network
   Economics Letters, 2024, 241, (C)
   See also Working Paper Testing for Spatial Correlation under a Complete Bipartite Network, Center for Policy Research Working Papers (2024) (2024)
5. The multidimensional Mundlak estimator
   Economics Letters, 2024, 236, (C)

2023

6. Cities in a pandemic: Evidence from China
   Journal of Regional Science, 2023, 63, (2), 379-408 View citations (2)
   See also Working Paper Cities in a Pandemic: Evidence from China, Center for Policy Research Working Papers (2022) View citations (1) (2022)
7. Robust dynamic space–time panel data models using $$\varepsilon $$ ε -contamination: an application to crop yields and climate change
   Empirical Economics, 2023, 64, (6), 2475-2509
8. The Mundlak spatial estimator
   Journal of Spatial Econometrics, 2023, 4, (1), 1-8
   See also Working Paper The Mundlak Spatial Estimator, Center for Policy Research Working Papers (2023) (2023)
9. The effect of higher education on Women's obesity and smoking: Evidence from college openings in Turkey
   Economic Modelling, 2023, 123, (C) View citations (1)
   See also Working Paper The Effect of Higher Education on Women's Obesity and Smoking: Evidence from College Openings in Turkey, IZA Discussion Papers (2022) (2022)
10. The two-way Hausman and Taylor estimator
    Economics Letters, 2023, 228, (C)
11. The two-way Mundlak estimator
    Econometric Reviews, 2023, 42, (2), 240-246 View citations (2)
    See also Working Paper The Two-way Mundlak Estimator, Center for Policy Research Working Papers (2023) View citations (2) (2023)

2022

12. Bayesian estimation of multivariate panel probits with higher‐order network interdependence and an application to firms' global market participation in Guangdong
    Journal of Applied Econometrics, 2022, 37, (7), 1356-1378 View citations (1)
    See also Working Paper Bayesian Estimation of Multivariate Panel Probits with Higher-Order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong, CESifo Working Paper Series (2022) View citations (1) (2022)
13. Spatial wage curves for formal and informal workers in Turkey
    Journal of Spatial Econometrics, 2022, 3, (1), 1-24 View citations (1)
    See also Working Paper Spatial Wage Curves for Formal and Informal Workers in Turkey, Working Papers (2022) (2022)

2021

14. Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
    Journal of Econometrics, 2021, 224, (2), 245-270 View citations (1)
    See also Working Paper Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models, Post-Print (2021) View citations (1) (2021)
15. Estimating and testing high dimensional factor models with multiple structural changes
    Journal of Econometrics, 2021, 220, (2), 349-365 View citations (17)
    See also Working Paper Estimating and testing high dimensional factor models with multiple structural changes, MPRA Paper (2019) View citations (1) (2019)

2020

16. Forecasting with unbalanced panel data
    Journal of Forecasting, 2020, 39, (5), 709-724 View citations (1)
    See also Working Paper Forecasting with Unbalanced Panel Data, Center for Policy Research Working Papers (2020) View citations (1) (2020)
17. Testing for shifts in a time trend panel data model with serially correlated error component disturbances
    Econometric Reviews, 2020, 39, (8), 745-762 View citations (2)
    See also Working Paper Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances, Center for Policy Research Working Papers (2019) View citations (1) (2019)

2019

18. A time-space dynamic panel data model with spatial moving average errors
    Regional Science and Urban Economics, 2019, 76, (C), 13-31 View citations (9)
    See also Working Paper A time-space dynamic panel data model with spatial moving average errors, Post-Print (2019) View citations (1) (2019)
19. Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients
    Annals of Economics and Statistics, 2019, (134), 43-77 View citations (3)
    See also Working Paper Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients, Post-Print (2019) (2019)
20. Contagious exporting and foreign ownership: Evidence from firms in Shanghai using a Bayesian spatial bivariate probit model
    Regional Science and Urban Economics, 2019, 76, (C), 125-146 View citations (2)
    See also Working Paper Contagious Exporting and Foreign Ownership: Evidence from Firms in Shanghai Using a Bayesian Spatial Bivariate Probit Model, CESifo Working Paper Series (2018) (2018)
21. Partial Distributional Policy Effects Under Endogeneity
    Sankhya B: The Indian Journal of Statistics, 2019, 81, (1), 123-145 View citations (1)
22. Structural changes in heterogeneous panels with endogenous regressors
    Journal of Applied Econometrics, 2019, 34, (6), 883-892 View citations (6)
    See also Working Paper Structural Changes in Heterogeneous Panels with Endogenous Regressors, Center for Policy Research Working Papers (2019) View citations (7) (2019)
23. The effect of education on health: Evidence from the 1997 compulsory schooling reform in Turkey
    Regional Science and Urban Economics, 2019, 77, (C), 205-221 View citations (5)
    See also Working Paper The Effect of Education on Health: Evidence from the 1997 Compulsory Schooling Reform in Turkey, IZA Discussion Papers (2019) View citations (5) (2019)

2018

24. Generalized spatial autocorrelation in a panel-probit model with an application to exporting in China
    Empirical Economics, 2018, 55, (1), 193-211 View citations (4)
25. Network effects on labor contracts of internal migrants in China: a spatial autoregressive model
    Empirical Economics, 2018, 55, (1), 265-296 View citations (3)
    See also Working Paper Network Effects on Labor Contracts of Internal Migrants in China: A Spatial Autoregressive Model, IZA Discussion Papers (2017) View citations (3) (2017)
26. Robust linear static panel data models using ε-contamination
    Journal of Econometrics, 2018, 202, (1), 108-123 View citations (9)
    See also Working Paper Robust Linear Static Panel Data Models Using ε-Contamination, Center for Policy Research Working Papers (2017) (2017)
27. Special issue on spatial econometrics in honor of Ingmar Prucha: editors’ introduction
    Empirical Economics, 2018, 55, (1), 1-5

2017

28. Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
    Econometric Reviews, 2017, 36, (6-9), 853-882 View citations (2)
    See also Working Paper Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model, Center for Policy Research Working Papers (2016) View citations (1) (2016)
29. Determinants of firm-level domestic sales and exports with spillovers: Evidence from China
    Journal of Econometrics, 2017, 199, (2), 184-201 View citations (5)
    See also Working Paper Determinants of Firm-Level Domestic Sales and Exports with Spillovers: Evidence from China, Center for Policy Research Working Papers (2017) View citations (4) (2017)
30. Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
    Econometric Reviews, 2017, 36, (1-3), 85-102 View citations (30)
    See also Working Paper Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term, Center for Policy Research Working Papers (2015) View citations (2) (2015)
31. Ethnic Fractionalization, Governance and Loan Defaults in Africa
    Oxford Bulletin of Economics and Statistics, 2017, 79, (4), 435-462 View citations (2)
    See also Working Paper Ethnic fractionalization, governance, and loan defaults in Africa, CSAE Working Paper Series (2015) (2015)
32. Health Care Expenditure and Income: A Global Perspective
    Health Economics, 2017, 26, (7), 863-874 View citations (46)
    See also Working Paper Health Care Expenditure and Income: A Global Perspective, CESifo Working Paper Series (2016) View citations (6) (2016)
33. Identification and estimation of a large factor model with structural instability
    Journal of Econometrics, 2017, 197, (1), 87-100 View citations (36)
    See also Working Paper Identification and Estimation of a Large Factor Model with Structural Instability, Working papers (2016) View citations (2) (2016)
34. Replication of unconditional Quantile Regressions by Firpo, Fortin and Lemieux (2009)
    Journal of Applied Econometrics, 2017, 32, (1), 218-223 View citations (9)
35. Special issue on forecasting, use of survey data on expectations, and panel data applications: editors’ introduction
    Empirical Economics, 2017, 53, (1), 1-6
36. The Brazilian wage curve: new evidence from the National Household Survey
    Empirical Economics, 2017, 53, (1), 267-286 View citations (10)
    See also Working Paper The Brazilian Wage Curve: New Evidence from the National Household Survey, IZA Discussion Papers (2014) View citations (1) (2014)

2016

37. Cross‐Sectional Dependence in Panel Data Models: A Special Issue
    Journal of Applied Econometrics, 2016, 31, (1), 1-3 View citations (8)
38. Estimation of heterogeneous panels with structural breaks
    Journal of Econometrics, 2016, 191, (1), 176-195 View citations (64)
    See also Working Paper Estimation of Heterogeneous Panels with Structural Breaks, Center for Policy Research Working Papers (2015) View citations (6) (2015)
39. Estimation of structural gravity quantile regression models
    Empirical Economics, 2016, 50, (1), 5-15 View citations (16)
40. Firm‐Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman‐Taylor Approach
    Journal of Applied Econometrics, 2016, 31, (1), 214-248 View citations (18)
    See also Working Paper Firm-Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach, Center for Policy Research Working Papers (2014) View citations (4) (2014)
41. Prediction in a Generalized Spatial Panel Data Model with Serial Correlation
    Journal of Forecasting, 2016, 35, (7), 573-591 View citations (1)
    See also Working Paper Predication in a Generalized Spatial Panel Data Model with Serial Correlation, Center for Policy Research Working Papers (2016) View citations (1) (2016)
42. Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model
    Econometric Reviews, 2016, 35, (4), 638-658 View citations (7)
43. Special issue on the estimation of gravity models of bilateral trade: Editors’ introduction
    Empirical Economics, 2016, 50, (1), 1-4
44. Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation
    Econometrics, 2016, 4, (4), 1-24 View citations (19)
    See also Working Paper Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation, Working papers (2016) View citations (21) (2016)
45. Welfare Reform and Children's Health
    Health Economics, 2016, 25, (3), 277-291 View citations (3)
    See also Working Paper Welfare Reform and Children's Health, IZA Discussion Papers (2014) (2014)

2015

46. Cointegration of matched home purchases and rental price indexes — Evidence from Singapore
    Regional Science and Urban Economics, 2015, 55, (C), 80-88 View citations (6)
    See also Working Paper Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Singapore, ERSA conference papers (2015) View citations (6) (2015)
47. EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects
    Econometric Reviews, 2015, 34, (6-10), 659-694 View citations (26)
    See also Working Paper EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects, Center for Policy Research Working Papers (2012) View citations (3) (2012)
48. Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects
    Journal of Applied Econometrics, 2015, 30, (3), 509-528 View citations (8)
    See also Working Paper Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects, Center for Policy Research Working Papers (2013) View citations (3) (2013)
49. On testing for sphericity with non-normality in a fixed effects panel data model
    Statistics & Probability Letters, 2015, 98, (C), 123-130 View citations (5)
    See also Working Paper "On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model, Center for Policy Research Working Papers (2014) (2014)
50. Sources of productivity spillovers: panel data evidence from China
    Journal of Productivity Analysis, 2015, 43, (3), 389-402 View citations (13)
    See also Working Paper Sources of Productivity Spillovers: Panel Data Evidence from China, CESifo Working Paper Series (2014) View citations (1) (2014)
51. Why Do African Banks Lend So Little?
    Oxford Bulletin of Economics and Statistics, 2015, 77, (3), 339-359 View citations (17)
    See also Working Paper Why Do African Banks Lend so Little?, Discussion Papers in Economics (2011) View citations (9) (2011)

2014

52. Estimating and Forecasting with a Dynamic Spatial Panel Data Model
    Oxford Bulletin of Economics and Statistics, 2014, 76, (1), 112-138 View citations (54)
    See also Working Paper Estimating and Forecasting With A Dynamic Spatial Panel Data Model, Center for Policy Research Working Papers (2012) View citations (26) (2012)
53. FURTHER EVIDENCE ON THE SPATIO‐TEMPORAL MODEL OF HOUSE PRICES IN THE UNITED STATES
    Journal of Applied Econometrics, 2014, 29, (3), 515-522 View citations (14)
54. Hospital treatment rates and spillover effects: Does ownership matter?
    Regional Science and Urban Economics, 2014, 49, (C), 193-202 View citations (19)
    See also Working Paper Hospital Treatment Rates and Spill-Over Effects: Does Ownership Matter?, Center for Policy Research Working Papers (2014) View citations (3) (2014)
55. MULTILEVEL AND SPILLOVER EFFECTS ESTIMATED FOR SPATIAL PANEL DATA, WITH APPLICATION TO ENGLISH HOUSE PRICES
    Region et Developpement, 2014, 40, 25-36 View citations (1)
56. Prediction in a spatial nested error components panel data model
    International Journal of Forecasting, 2014, 30, (3), 407-414
57. 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 View citations (28)
    See also Working Paper Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices, Center for Policy Research Working Papers (2013) (2013)
58. Testing for spatial lag and spatial error dependence using double length artificial regressions
    Statistical Papers, 2014, 55, (2), 477-486 View citations (2)
    See also Working Paper Testing for Spatial Lag and Spatial Error Dependence Using Double Length Artificial Regressions, Center for Policy Research Working Papers (2012) (2012)
59. The spatial Polish wage curve with gender effects: Evidence from the Polish Labor Survey
    Regional Science and Urban Economics, 2014, 49, (C), 36-47 View citations (18)
    See also Working Paper The Spatial Polish Wage Curve with Gender Effects: Evidence from the Polish Labor Survey, Center for Policy Research Working Papers (2014) View citations (19) (2014)

2013

60. A Generalized Spatial Panel Data Model with Random Effects
    Econometric Reviews, 2013, 32, (5-6), 650-685 View citations (66)
    See also Working Paper A Generalized Spatial Panel Data Model with Random Effects, CESifo Working Paper Series (2012) View citations (14) (2012)
61. An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
    Econometric Reviews, 2013, 32, (5-6), 543-546 View citations (4)
62. Estimation and prediction in the random effects model with AR(p) remainder disturbances
    International Journal of Forecasting, 2013, 29, (1), 100-107 View citations (5)
    See also Working Paper Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances, Center for Policy Research Working Papers (2012) View citations (1) (2012)
63. Heteroskedasticity and non-normality robust LM tests for spatial dependence
    Regional Science and Urban Economics, 2013, 43, (5), 725-739 View citations (22)
    See also Working Paper Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence, Center for Policy Research Working Papers (2013) View citations (23) (2013)
64. How different are the wage curves for formal and informal workers? Evidence from Turkey
    Papers in Regional Science, 2013, 92, (2), 271-283 View citations (15)
    See also Working Paper How Different Are the Wage Curves for Formal and Informal Workers? Evidence from Turkey, Working Papers (2013) View citations (18) (2013)
65. Obituary
    Empirical Economics, 2013, 45, (3), 1383-1384
66. Prediction in an Unbalanced Nested Error Components Panel Data Model
    Journal of Forecasting, 2013, 32, (8), 755-768 View citations (1)
67. Prediction in the Random Effects Model with MA (q) Remainder Disturbances
    Journal of Forecasting, 2013, 32, (4), 333-338 View citations (1)
68. Standardized LM tests for spatial error dependence in linear or panel regressions
    Econometrics Journal, 2013, 16, (1), 103-134 View citations (38)
    See also Working Paper Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions, Center for Policy Research Working Papers (2012) View citations (3) (2012)
69. Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test
    Statistical Papers, 2013, 54, (4), 1067-1094 View citations (7)
70. 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 View citations (7)
    See also Working Paper The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term, Center for Policy Research Working Papers (2012) (2012)

2012

71. A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
    Journal of Econometrics, 2012, 170, (1), 164-177 View citations (269)
    See also Working Paper A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model, Center for Policy Research Working Papers (2012) View citations (279) (2012)
72. A dynamic spatial panel data approach to the German wage curve
    Economic Modelling, 2012, 29, (1), 12-21 View citations (39)
    See also Working Paper A Dynamic Spatial Panel Data Approach to the German Wave Curve, Center for Policy Research Working Papers (2010) View citations (4) (2010)
73. Forecasting with spatial panel data
    Computational Statistics & Data Analysis, 2012, 56, (11), 3381-3397 View citations (31)
    See also Working Paper Forecasting with Spatial Panel Data, IZA Discussion Papers (2009) View citations (13) (2009)
74. Medical technology and the production of health care
    Empirical Economics, 2012, 42, (2), 395-411 View citations (30)
    See also Working Paper Medical Technology And The Production Of Health Care, Center for Policy Research Working Papers (2011) View citations (3) (2011)
75. Special issue on health econometrics: editors’ introduction
    Empirical Economics, 2012, 42, (2), 365-368
76. The Hausman–Taylor panel data model with serial correlation
    Statistics & Probability Letters, 2012, 82, (7), 1401-1406 View citations (8)
    See also Working Paper The Hausman-Taylor Panel Data Model with Serial Correlation, Center for Policy Research Working Papers (2012) View citations (9) (2012)
77. The Turkish wage curve: Evidence from the Household Labor Force Survey
    Economics Letters, 2012, 114, (1), 128-131 View citations (18)
    See also Working Paper The Turkish Wage Curve: Evidence from the Household Labor Force Survey, IZA Discussion Papers (2011) View citations (5) (2011)

2011

78. An improved generalized moments estimator for a spatial moving average error model
    Economics Letters, 2011, 113, (3), 282-284 View citations (8)
79. Instrumental variable estimation of a spatial autoregressive panel model with random effects
    Economics Letters, 2011, 111, (2), 135-137 View citations (30)
    See also Working Paper Instrument Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects, Center for Policy Research Working Papers (2011) View citations (25) (2011)
80. Introduction to the special issue
    Empirical Economics, 2011, 41, (1), 1-5 View citations (7)
    Also in Empirical Economics, 2011, 40, (1), 1-4 (2011) View citations (5)
81. 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 View citations (44)
    See also Working Paper 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 (2010) View citations (2) (2010)
82. Seemingly unrelated regressions with spatial error components
    Empirical Economics, 2011, 40, (1), 5-49 View citations (29)
    See also Working Paper Seemingly Unrelated Regressions With Spatial Error Components, Working Papers ERMES (2010) (2010)
83. 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 View citations (7)
    See also Working Paper Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary, Center for Policy Research Working Papers (2011) View citations (7) (2011)
84. Testing for sphericity in a fixed effects panel data model
    Econometrics Journal, 2011, 14, 25-47 View citations (17)
    Also in Econometrics Journal, 2011, 14, (1), 25-47 (2011) View citations (21)

2010

85. Health care expenditure and income in the OECD reconsidered: Evidence from panel data
    Economic Modelling, 2010, 27, (4), 804-811 View citations (190)
    See also Working Paper Health Care Expenditure and Income in the OECD Reconsidered: Evidence from Panel Data, IZA Discussion Papers (2010) View citations (191) (2010)
86. 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 View citations (3)
87. Panel data inference under spatial dependence
    Economic Modelling, 2010, 27, (6), 1368-1381 View citations (27)
    See also Working Paper Panel Data Inference under Spatial Dependence, Center for Policy Research Working Papers (2010) View citations (27) (2010)
88. Spurious spatial regression with equal weights
    Statistics & Probability Letters, 2010, 80, (21-22), 1640-1642 View citations (1)
89. Testing for heteroskedasticity and serial correlation in a random effects panel data model
    Journal of Econometrics, 2010, 154, (2), 122-124 View citations (34)
    See also Working Paper Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model, Center for Policy Research Working Papers (2008) View citations (4) (2008)

2009

90. A note on the application of EC2SLS and EC3SLS estimators in panel data models
    Statistics & Probability Letters, 2009, 79, (20), 2189-2192 View citations (25)
    See also Working Paper A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models, Center for Policy Research Working Papers (2009) View citations (26) (2009)
91. Financial development and openness: Evidence from panel data
    Journal of Development Economics, 2009, 89, (2), 285-296 View citations (423)
    See also Working Paper Financial Development and Openness: Evidence from Panel Data, Center for Policy Research Working Papers (2008) View citations (34) (2008)
92. Longitudinal Data Analysis
    Journal of the Royal Statistical Society Series A, 2009, 172, (4), 939-940 View citations (3)
93. New evidence on the dynamic wage curve for Western Germany: 1980-2004
    Labour Economics, 2009, 16, (1), 47-51 View citations (39)
    See also Working Paper New Evidence on the Dynamic Wage Curve for Western Germany: 1980-2004, Center for Policy Research Working Papers (2008) View citations (5) (2008)
94. Spatial lag test with equal weights
    Economics Letters, 2009, 104, (2), 81-82 View citations (4)
95. Testing for heteroskedasticity and spatial correlation in a random effects panel data model
    Computational Statistics & Data Analysis, 2009, 53, (8), 2897-2922 View citations (12)
    See also Working Paper Testing for Heteroskedasticity and Spatial Correlation in a Random Effects Panel Data Model, Center for Policy Research Working Papers (2008) View citations (7) (2008)
96. Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test
    Statistics & Probability Letters, 2009, 79, (10), 1358-1362 View citations (5)
    See also Working Paper Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain's Minimum Chi-Squared Test, Center for Policy Research Working Papers (2009) View citations (4) (2009)

2008

97. 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 View citations (16)
98. Estimating regional trade agreement effects on FDI in an interdependent world
    Journal of Econometrics, 2008, 145, (1-2), 194-208 View citations (112)
    See also Working Paper Estimating Regional Trade Agreement Effects on FDI in an Interdependent World, Center for Policy Research Working Papers (2007) View citations (18) (2007)
99. Forecasting with panel data
    Journal of Forecasting, 2008, 27, (2), 153-173 View citations (438)
    See also Working Paper Forecasting with Panel Data, Center for Policy Research Working Papers (2007) View citations (3) (2007)
100. Introduction
     Empirical Economics, 2008, 34, (1), 1-4 View citations (1)
101. Testing for random effects and spatial lag dependence in panel data models
     Statistics & Probability Letters, 2008, 78, (18), 3304-3306 View citations (37)
     See also Working Paper Testing for Random Effects and Spatial Lag Dependence in Panel Data Models, Center for Policy Research Working Papers (2008) View citations (44) (2008)

2007

102. A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances
     Annals of Economics and Statistics, 2007, (87-88), 11-38 View citations (8)
     See also Working Paper A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances, Center for Policy Research Working Papers (2007) View citations (10) (2007)
103. Alternative ways of obtaining Hausman's test using artificial regressions
     Statistics & Probability Letters, 2007, 77, (13), 1413-1417 View citations (1)
104. Analysis of spatially dependent data
     Journal of Econometrics, 2007, 140, (1), 1-4 View citations (17)
105. 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 View citations (1)
106. Estimating models of complex FDI: Are there third-country effects?
     Journal of Econometrics, 2007, 140, (1), 260-281 View citations (342)
     See also Working Paper Estimating Models of Complex FDI: Are There Third-Country Effects?, Center for Policy Research Working Papers (2005) View citations (46) (2005)
107. Heterogeneity and cross section dependence in panel data models: theory and applications introduction
     Journal of Applied Econometrics, 2007, 22, (2), 229-232 View citations (111)
108. Intra- and Extra-Euro Area Import Demand for Manufactures
     Applied Economics Quarterly (formerly: Konjunkturpolitik), 2007, 53, (3), 221-241
     See also Working Paper Intra- and extra-euro area import demand for manufactures, Working Paper Series (2005) View citations (7) (2005)
109. ON THE USE OF PANEL DATA METHODS TO ESTIMATE RATIONAL ADDICTION MODELS
     Scottish Journal of Political Economy, 2007, 54, (1), 1-18 View citations (12)
110. Panel unit root tests and spatial dependence
     Journal of Applied Econometrics, 2007, 22, (2), 339-360 View citations (125)
     See also Working Paper Panel Unit Root Tests and Spatial Dependence, Center for Policy Research Working Papers (2006) View citations (8) (2006)
111. Testing for Cointegrating Rank Via Model Selection: Evidence From 165 Data Sets
     Empirical Economics, 2007, 33, (1), 41-49 View citations (7)
     See also Working Paper Testing for Cointegrating Rank via Model Selection: Evidence from 165 Data Sets, Center for Policy Research Working Papers (2006) View citations (1) (2006)
112. Testing for serial correlation, spatial autocorrelation and random effects using panel data
     Journal of Econometrics, 2007, 140, (1), 5-51 View citations (150)
113. WORLDWIDE ECONOMETRICS RANKINGS: 1989–2005
     Econometric Theory, 2007, 23, (5), 952-1012 View citations (11)
     See also Working Paper Worldwide Econometrics Rankings: 1989-2005, Center for Policy Research Working Papers (2007) View citations (13) (2007)

2006

114. AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
     Econometric Theory, 2006, 22, (6), 1191-1194 View citations (12)
115. Estimating an economic model of crime using panel data from North Carolina
     Journal of Applied Econometrics, 2006, 21, (4), 543-547 View citations (46)
     Also in Journal of Applied Econometrics, 2006, 21, (4), 543-547 (2006) View citations (6)
116. Joint LM test for homoskedasticity in a one-way error component model
     Journal of Econometrics, 2006, 134, (2), 401-417 View citations (29)
     See also Working Paper Joint LM Test for Homoskedasticity in a One-Way error Component Model, Center for Policy Research Working Papers (2005) (2005)
117. Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor
     Spatial Economic Analysis, 2006, 1, (2), 175-185 View citations (82)
     See also Working Paper Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor, Center for Policy Research Working Papers (2006) View citations (82) (2006)
118. RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
     Econometric Theory, 2006, 22, (5), 973-984 View citations (12)
     See also Working Paper Random effects and Spatial Autocorrelations with Equal Weights, Center for Policy Research Working Papers (2006) View citations (10) (2006)
119. Rational alcohol addiction: evidence from the Russian longitudinal monitoring survey
     Health Economics, 2006, 15, (9), 893-914 View citations (39)
     See also Working Paper Rational Alcohol Addiction: Evidence from the Russian Longitudinal Monitoring Survey, IZA Discussion Papers (2006) View citations (40) (2006)
120. Transaction tax and stock market behavior: evidence from an emerging market
     Empirical Economics, 2006, 31, (2), 393-408 View citations (93)
121. Unbalanced panel data: A survey
     Statistical Papers, 2006, 47, (4), 493-523 View citations (59)

2005

122. A panel data study of physicians' labor supply: the case of Norway
     Health Economics, 2005, 14, (10), 1035-1045 View citations (60)
     See also Working Paper A Panel Data Study of Physicians’ Labor Supply: The Case of Norway, CESifo Working Paper Series (2003) View citations (6) (2003)
123. ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS
     Econometric Reviews, 2005, 24, (1), 39-58 View citations (6)
     See also Working Paper Adaptive estimation of heteroskedastic error component model, Working Papers ERMES (2004) (2004)
124. Skill-biased technical change in US manufacturing: a general index approach
     Journal of Econometrics, 2005, 126, (2), 549-570 View citations (20)
     See also Working Paper Skill-Biased Technical Change in U.S. Manufacturing: A General Index Approach, IZA Discussion Papers (2003) (2003)
125. 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, (2), 483-484 View citations (3)

2004

126. 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation—Solution
     Econometric Theory, 2004, 20, (5), 989-989
127. 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, (1), 223-224 View citations (5)
128. Comment
     Journal of Business & Economic Statistics, 2004, 22, 163-164
129. Introduction
     Empirical Economics, 2004, 29, (1), 1-4
130. 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 View citations (3)
131. Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
     Empirical Economics, 2004, 29, (1), 107-113 View citations (35)
     See also Working Paper Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators, Post-Print (2004) (2004)

2003

132. 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation
     Econometric Theory, 2003, 19, (5), 879-879
133. A generalized design for bilateral trade flow models
     Economics Letters, 2003, 80, (3), 391-397 View citations (186)
134. Fixed effects, random effects or Hausman-Taylor?: A pretest estimator
     Economics Letters, 2003, 79, (3), 361-369 View citations (174)
135. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
     Empirical Economics, 2003, 28, (4), 795-811 View citations (63)
     See also Working Paper Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption, Post-Print (2003) View citations (2) (2003)
136. Panel Data Econometrics: Method-of-Moments and Limited Dependent Variables. Myoung-Jae LEE
     Journal of the American Statistical Association, 2003, 98, 769-770
137. Testing panel data regression models with spatial error correlation
     Journal of Econometrics, 2003, 117, (1), 123-150 View citations (305)
     See also Working Paper Testing Panel Data Regression Models with Spatial Error Correlation, 10th International Conference on Panel Data, Berlin, July 5-6, 2002 (2002) View citations (7) (2002)
138. WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989–1999: AN UPDATE
     Econometric Theory, 2003, 19, (1), 165-224 View citations (15)
139. Wage policy in the health care sector: a panel data analysis of nurses' labour supply
     Health Economics, 2003, 12, (9), 705-719 View citations (37)

2002

140. A comparative study of alternative estimators for the unbalanced two-way error component regression model
     Econometrics Journal, 2002, 5, (2), 480-493 View citations (11)
141. 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 View citations (70)
142. LM Tests for the Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors
     Annals of Economics and Statistics, 2002, (65), 219-268 View citations (2)
143. On instrumental variable estimation of semiparametric dynamic panel data models
     Economics Letters, 2002, 76, (1), 1-9 View citations (28)
144. Rational addiction to alcohol: panel data analysis of liquor consumption
     Health Economics, 2002, 11, (6), 485-491 View citations (48)
145. SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
     Econometric Reviews, 2002, 21, (2), 167-187 View citations (10)
146. Series Estimation of Partially Linear Panel Data Models with Fixed Effects
     Annals of Economics and Finance, 2002, 3, (1), 103-116 View citations (140)
     See also Working Paper Series Estimation of Partially Linear Panel Data Models with Fixed Effects, Working Papers View citations (4)

2001

147. DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
     Econometric Reviews, 2001, 20, (1), 31-40 View citations (21)
148. ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
     Econometric Reviews, 2001, 20, (4), 445-460 View citations (6)
149. LM Tests for Functional Form and Spatial Error Correlation
     International Regional Science Review, 2001, 24, (2), 194-225 View citations (28)
150. The Econometrics of Rational Addiction: The Case of Cigarettes
     Journal of Business & Economic Statistics, 2001, 19, (4), 449-54 View citations (61)
151. The unbalanced nested error component regression model
     Journal of Econometrics, 2001, 101, (2), 357-381 View citations (66)

2000

152. Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
     Economics Letters, 2000, 69, (1), 9-14 View citations (6)
153. SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
     Econometric Theory, 2000, 16, (2), 269-279 View citations (33)
154. The East German wage curve 1993-1998
     Economics Letters, 2000, 69, (1), 25-31 View citations (32)
     See also Working Paper THE EAST GERMAN WAGE CURVE: 1993-1998, ERSA conference papers (2000) View citations (31) (2000)
155. 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 View citations (108)

1999

156. Applied Econometrics Rankings: 1989-1995
     Journal of Applied Econometrics, 1999, 14, (4), 423-41 View citations (11)
157. Specification Tests in Panel Data Models Using Artificial Regressions
     Annals of Economics and Statistics, 1999, (55-56), 277-297 View citations (5)
158. UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
     Econometric Theory, 1999, 15, (6), 814-823 View citations (355)

1998

159. Excess capacity: a permanent characteristic of US airlines?
     Journal of Applied Econometrics, 1998, 13, (6), 645-657 View citations (11)
160. The German wage curve: evidence from the IAB employment sample
     Economics Letters, 1998, 61, (2), 135-142 View citations (112)
161. WORLDWIDE INSTITUTIONAL RANKINGS IN ECONOMETRICS: 1989–1995
     Econometric Theory, 1998, 14, (1), 1-43 View citations (11)

1997

162. Econometric Analysis of Panel DataBadi H. Baltagi Wiley, 1995
     Econometric Theory, 1997, 13, (5), 747-754 View citations (150)
163. Monte Carlo Results on Pure and Pretest Estimators of an Error Component Model with Autocorrelated Disturbances
     Annals of Economics and Statistics, 1997, (48), 69-82 View citations (4)
164. Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
     Journal of Econometrics, 1997, 77, (2), 303-327 View citations (216)
165. Testing linear and loglinear error components regressions against Box-Cox alternatives
     Statistics & Probability Letters, 1997, 33, (1), 63-68 View citations (6)

1996

166. A general condition for an optimal limiting efficiency of OLS in the general linear regression model
     Economics Letters, 1996, 50, (1), 13-17 View citations (6)
167. A nonparametric test for poolability using panel data
     Journal of Econometrics, 1996, 75, (2), 345-367 View citations (57)
168. Testing for random individual and time effects using a Gauss-Newton regression
     Economics Letters, 1996, 50, (2), 189-192 View citations (9)

1995

169. A Dynamic Demand Model for Liquor: The Case for Pooling
     The Review of Economics and Statistics, 1995, 77, (3), 545-54 View citations (41)
170. Airline Deregulation: The Cost Pieces of the Puzzle
     International Economic Review, 1995, 36, (1), 245-60 View citations (55)
171. Editor's introduction Panel data
     Journal of Econometrics, 1995, 68, (1), 1-4 View citations (10)
172. Public Capital Stock and State Productivity Growth: Further Evidence from an Error Components Model
     Empirical Economics, 1995, 20, (2), 351-59 View citations (87)
173. Testing AR(1) against MA(1) disturbances in an error component model
     Journal of Econometrics, 1995, 68, (1), 133-151 View citations (88)
174. The Measurement of Firm-Specific Indexes of Technical Change
     The Review of Economics and Statistics, 1995, 77, (4), 654-63 View citations (20)

1994

175. Estimating Error Component Models With General MA(q) Disturbances
     Econometric Theory, 1994, 10, (2), 396-408 View citations (8)
176. 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 View citations (81)

1993

177. 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 View citations (1)

1992

178. A Note on the Estimation of Simultaneous Equations with Error Components
     Econometric Theory, 1992, 8, (1), 113-119 View citations (30)
179. A Survey of Recent Theoretical Developments in the Econometrics of Panel Data
     Empirical Economics, 1992, 17, (1), 85-109 View citations (20)
180. A monotonic property for iterative GLS in the two-way random effects model
     Journal of Econometrics, 1992, 53, (1-3), 45-51 View citations (5)
181. Cigarette taxation: Raising revenues and reducing consumption
     Structural Change and Economic Dynamics, 1992, 3, (2), 321-335 View citations (44)
182. 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 View citations (6)
183. Monte Carlo results on several new and existing tests for the error component model
     Journal of Econometrics, 1992, 54, (1-3), 95-120 View citations (33)
184. Panel Data Analysis: Introduction and Overview
     Empirical Economics, 1992, 17, (1), 1-8

1991

185. A joint test for serial correlation and random individual effects
     Statistics & Probability Letters, 1991, 11, (3), 277-280 View citations (27)
186. A transformation that will circumvent the problem of autocorrelation in an error-component model
     Journal of Econometrics, 1991, 48, (3), 385-393 View citations (49)

1990

187. 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 INTERCOUNTRY EVIDENCE ON THE PERFORMANCE OF THE SIMPLE ERROR CORRECTION MECHANISM MODEL OF CONSUMPTION, Working Papers (1988) (1988)
188. On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators
     Journal of Applied Econometrics, 1990, 5, (4), 401-06 View citations (50)
189. Quasi-Experimental Price Elasticity of Liquor Demand in the United States: 1960–83
     American Journal of Agricultural Economics, 1990, 72, (2), 451-454 View citations (9)

1989

190. Alternative Models of Managerial Behavior: Empirical Tests for the Petroleum Industry
     The Review of Economics and Statistics, 1989, 71, (4), 579-85 View citations (2)
191. Applications of a necessary and sufficient condition for OLS to be BLUE
     Statistics & Probability Letters, 1989, 8, (5), 457-461 View citations (5)
192. Further Monte Carlo Evidence on Seemingly Unrelated Regressions with Unequal Number of Observations
     Annals of Economics and Statistics, 1989, (14), 103-115 View citations (9)

1988

193. A General Index of Technical Change
     Journal of Political Economy, 1988, 96, (1), 20-41 View citations (154)
194. A Generalized Error Component Model with Heteroscedastic Disturbances
     International Economic Review, 1988, 29, (4), 745-53 View citations (32)

1987

195. On Estimating from a More General Time-Series Cum Cross-Section Data Structure
     The American Economist, 1987, 31, (2), 69-71 View citations (7)
196. Quasi-Experimental Price Elasticities of Cigarette Demand and the Bootlegging Effect
     American Journal of Agricultural Economics, 1987, 69, (4), 750-754 View citations (15)

1986

197. 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 View citations (164)
198. Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques
     Econometric Theory, 1986, 2, (3), 429-440 View citations (10)

1985

199. Pooling cross-sections with unequal time-series lengths
     Economics Letters, 1985, 18, (2-3), 133-136 View citations (38)

1984

200. 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 View citations (34)
201. Short and Long Run Effects in Pooled Models
     International Economic Review, 1984, 25, (3), 631-45 View citations (90)
202. U.S. Gasoline Demand: What Next?
     The Energy Journal, 1984, Volume 5, (Number 1), 129-140 View citations (1)
     Also in The Energy Journal, 1984, 5, (1), 129-140 (1984)

1983

203. Gasoline demand in the OECD: An application of pooling and testing procedures
     European Economic Review, 1983, 22, (2), 117-137 View citations (97)

1981

204. 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 View citations (30)
205. Simultaneous equations with error components
     Journal of Econometrics, 1981, 17, (2), 189-200 View citations (160)
     See also Chapter Simultaneous Equations with Error Components, Springer Texts in Business and Economics, 2021, 157-186 (2021) (2021)

1980

206. On Seemingly Unrelated Regressions with Error Components
     Econometrica, 1980, 48, (6), 1547-51 View citations (46)
     See also Chapter Seemingly Unrelated Regressions with Error Components, Springer Texts in Business and Economics, 2021, 149-155 (2021) (2021)

Books

2021

1. Econometric Analysis of Panel Data
   Springer Texts in Business and Economics, Springer View citations (161)

2015

2. Solutions Manual for Econometrics
   Springer Texts in Business and Economics, Springer
   Also in Springer Books, Springer (2010) View citations (2)
3. The Oxford Handbook of Panel Data
   OUP Catalogue, Oxford University Press View citations (147)

2011

4. Econometrics
   Springer Texts in Business and Economics, Springer View citations (9)
   Also in Springer Books, Springer (2008)

Edited books

2009

1. Spatial Econometrics
   Studies in Empirical Economics, Springer View citations (34)

2002

2. Recent Developments in the Econometrics of Panel Data, vol Two volume set
   Books, Edward Elgar Publishing View citations (14)

Chapters

2024

1. Editorial Introduction
   A chapter in Recent Developments in Health Econometrics, 2024, vol. 297, pp 1-5
2. Hausman’s Specification Test for Panel Data: Practical Tips
   A chapter in Essays in Honor of Subal Kumbhakar, 2024, vol. 46, pp 13-24
3. Modelling Housing Using Multi-dimensional Panel Data
   Springer
4. Random Effects Models
   Springer
5. The Econometrics of Gravity Models in International Trade
   Springer

2022

6. A Panel Data Model with Generalized Higher-Order Network Effects
   A chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, 2022, vol. 43B, pp 9-35
   See also Working Paper A Panel Data Model with Generalized Higher-Order Network Effects, Center for Policy Research, Maxwell School, Syracuse University (2020) View citations (1) (2020)
7. Robust Dynamic Panel Data Models Usingε-Contamination
   A chapter in Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, 2022, vol. 43B, pp 307-336
   See also Working Paper Robust Dynamic Panel Data Models Using e-Contamination, Institute of Labor Economics (IZA) (2020) (2020)

2021

8. Dynamic Panel Data Models
   Springer View citations (1)
   Also in Chapter 10 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 229-248 (2013) View citations (2)
9. Heteroskedasticity and Serial Correlation in the Error Component Model
   Springer
10. Introduction
    Springer
11. Limited Dependent Variables and Panel Data
    Springer View citations (1)
12. Nonstationary Panels
    Springer
13. Seemingly Unrelated Regressions with Error Components
    Springer
    See also Journal Article On Seemingly Unrelated Regressions with Error Components, Econometric Society (1980) View citations (46) (1980)
14. Simultaneous Equations with Error Components
    Springer
    See also Journal Article Simultaneous equations with error components, Elsevier (1981) View citations (160) (1981)
15. Spatial Panel Data Models
    Springer
16. Special Topics
    Springer
17. Test of Hypotheses with Panel Data
    Springer
18. The One-Way Error Component Regression Model
    Springer View citations (1)
19. The Two-Way Error Component Regression Model
    Springer View citations (1)
20. Unbalanced Panel Data Models
    Springer View citations (4)

2020

21. Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries
    A chapter in Essays in Honor of Cheng Hsiao, 2020, vol. 41, pp 217-253 View citations (2)
    See also Working Paper Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries, Center for Policy Research, Maxwell School, Syracuse University (2020) View citations (2) (2020)

2018

22. Spatial Health Econometrics
    A chapter in Health Econometrics, 2018, vol. 294, pp 305-326 View citations (1)

2016

23. Bayesian Spatial Bivariate Panel Probit Estimation
    A chapter in Spatial Econometrics: Qualitative and Limited Dependent Variables, 2016, vol. 37, pp 119-144 View citations (2)
    See also Working Paper Bayesian Spatial Bivariate Panel Probit Estimation, Center for Policy Research, Maxwell School, Syracuse University (2016) View citations (3) (2016)

2015

24. A Review of Some Basic Statistical Concepts
    Springer
25. Distributed Lags and Dynamic Models
    Springer
    Also in Springer (2011)
26. Generalized Least Squares
    Springer
    Also in Springer (2011)
27. Limited Dependent Variables
    Springer
    Also in Springer (2011)
28. Multiple Regression Analysis
    Springer
    Also in Springer (2011)
29. Pooling Time-Series of Cross-Section Data
    Springer
    Also in Springer (2011)
30. Regression Diagnostics and Specification Tests
    Springer
    Also in Springer (2011) View citations (1)
31. Seemingly Unrelated Regressions
    Springer View citations (2)
    Also in Springer (2011) View citations (51)
32. Simple Linear Regression
    Springer
    Also in Springer (2011)
33. Simultaneous Equations Model
    Springer
    Also in Springer (2011) View citations (2)
34. The General Linear Model: The Basics
    Springer
    Also in Springer (2011)
35. Time-Series Analysis
    Springer
    Also in Springer (2011)
36. Violations of the Classical Assumptions
    Springer
    Also in Springer (2011)
37. What is Econometrics?
    Springer
    Also in Springer (2011)

2014

38. Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
    A chapter in Essays in Honor of Peter C. B. Phillips, 2014, vol. 33, pp 347-394 View citations (3)
    See also Working Paper Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances, College of Business, University of Texas at San Antonio (2015) (2015)

2013

39. Panel Data Forecasting
    Elsevier View citations (32)

2012

40. A Robust Hausman–Taylor Estimator
    A chapter in Essays in Honor of Jerry Hausman, 2012, pp 175-214
    See also Working Paper A Robust Hausman-Taylor Estimator, Center for Policy Research, Maxwell School, Syracuse University (2012) View citations (16) (2012)
41. On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments
    A chapter in 30th Anniversary Edition, 2012, pp 199-235
    See also Working Paper On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments, Center for Policy Research, Maxwell School, Syracuse University (2012) View citations (5) (2012)
42. Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model
    A chapter in Essays in Honor of Jerry Hausman, 2012, pp 215-236
    See also Working Paper Small Sample Properties and Pretest Estimation of A Spatial Hausman-Taylor Model, Center for Policy Research, Maxwell School, Syracuse University (2012) (2012)

2011

43. Basic Statistical Concepts
    Springer

2009

44. Introduction
    Springer

2006

45. Swedish Liquor Consumption: New Evidence on Taste Change
    A chapter in Panel Data Econometrics Theoretical Contributions and Empirical Applications, 2006, pp 167-192

2004

46. Prediction in the Panel Data Model with Spatial Correlation
    Springer View citations (55)
47. TESTING FOR LINEAR AND LOG-LINEAR MODELS AGAINST BOX-COX ALTERNATIVES WITH SPATIAL LAG DEPENDENCE
    A chapter in Spatial and Spatiotemporal Econometrics, 2004, pp 35-74

2003

48. A COMPARATIVE STUDY OF PURE AND PRETEST ESTIMATORS FOR A POSSIBLY MISSPECIFIED TWO-WAY ERROR COMPONENT MODEL
    A chapter in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, 2003, pp 1-27

1999

49. TESTING FOR RANDOM INDIVIDUAL AND TIME EFFECTS USING UNBALANCED PANEL DATA
    A chapter in Messy Data, 1999, pp 1-20 View citations (1)

Editor

1. Advanced Studies in Theoretical and Applied Econometrics
   Springer
2. Empirical Economics
   Springer
3. Studies in Empirical Economics
   Springer