Details about Badi Baltagi

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

Access statistics for papers by Badi Baltagi.

Last updated 2008-11-05. Update your information in the RePEc Author Service.

Short-id: pba9

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Working Papers

2008

1. 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
   Also in
   IZA Discussion Papers, Institute for the Study of Labor (IZA) (2008)
2. 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

2007

3. 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
4. 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
5. 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
   See Also Journal Article in Journal of Econometrics (2008)
6. Financial Development, Openness and Institutions: Evidence from Panel Data
   Discussion Papers in Economics, Department of Economics, University of Leicester
   Also in
   WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London (2007)
   Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007)
7. Forecasting with Panel Data
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   Also in
   Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2006) View citations
   See Also Journal Article in Journal of Forecasting (2008)
8. 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]
9. Worldwide Econometrics Rankings: 1989-2005
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   See Also Journal Article in Econometric Theory (2007)

2006

10. Panel Unit Root Tests and Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations
    See Also Journal Article in Journal of Applied Econometrics (2007)
11. Predictdion 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
12. Random effects and Spatial Autocorrelations with Equal Weights
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations
    See Also Journal Article in Econometric Theory (2006)
13. Rational Alcohol Addiction: Evidence from the Russian Longitudinal Monitoring Survey
    IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations
    Also in
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2006) View citations
    See Also Journal Article in Health Economics (2006)
14. 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
    See Also Journal Article in Empirical Economics (2007)

2005

15. 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
    See Also Journal Article in Journal of Econometrics (2007)
16. Intra- and extra-euro area import demand for manufactures
    Working Paper Series, European Central Bank View citations
    See Also Journal Article in Applied Economics Quarterly (formerly: Konjunkturpolitik) (2007)
17. 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 in Journal of Econometrics (2006)

2004

18. Adaptive estimation of heteroskedastic error component model
    Working Papers ERMES, ERMES, University Paris 2
19. Testing for Serial Correlation, Spatial Autocorrelation and Random Effects
    Econometric Society 2004 Far Eastern Meetings, Econometric Society View citations
    Also in
    Econometric Society 2004 Australasian Meetings, Econometric Society (2004)

2003

20. A Panel Data Study of Physicians' Labor Supply: The Case of Norway
    CESifo Working Paper Series, CESifo GmbH
    See Also Journal Article in Health Economics (2005)
21. Skill-Biased Technical Change in U.S. Manufacturing: A General Index Approach
    IZA Discussion Papers, Institute for the Study of Labor (IZA)
    See Also Journal Article in Journal of Econometrics (2005)

2002

22. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data View citations
    See Also Journal Article in Empirical Economics (2003)
23. 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
    See Also Journal Article in Journal of Econometrics (2003)
24. 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
    Also in
    CESifo Working Paper Series, CESifo GmbH (2002) View citations

2000

25. LM Tests for Functional Form and Spatial Correlation
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
26. 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
27. THE EAST GERMAN WAGE CURVE: 1993-1998
    ERSA conference papers, European Regional Science Association
    See Also Journal Article in Economics Letters (2000)

1994

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

1988

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

Undated

31. Series Estimation of Partially Linear Panel Data Models with Fixed Effects
    Working Papers, East Carolina University, Department of Economics View citations

Journal Articles

2008

1. Estimating regional trade agreement effects on FDI in an interdependent world
   Journal of Econometrics, 2008, 145, (1-2), 194-208 View citations
   See Also Working Paper (2007)
2. Forecasting with panel data
   Journal of Forecasting, 2008, 27, (2), 153-173
   See Also Working Paper (2007)
3. Introduction
   Empirical Economics, 2008, 34, (1), 1-4

2007

4. Analysis of spatially dependent data
   Journal of Econometrics, 2007, 140, (1), 1-4
5. 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
6. Estimating models of complex FDI: Are there third-country effects?
   Journal of Econometrics, 2007, 140, (1), 260-281 View citations
   See Also Working Paper (2005)
7. Heterogeneity and cross section dependence in panel data models: theory and applications introduction
   Journal of Applied Econometrics, 2007, 22, (2), 229-232
8. Intra- and Extra-Euro Area Import Demand for Manufactures
   Applied Economics Quarterly (formerly: Konjunkturpolitik), 2007, 53, (3), 221-241
   See Also Working Paper (2005)
9. ON THE USE OF PANEL DATA METHODS TO ESTIMATE RATIONAL ADDICTION MODELS
   Scottish Journal of Political Economy, 2007, 54, (1), 1-18
10. Panel unit root tests and spatial dependence
    Journal of Applied Econometrics, 2007, 22, (2), 339-360 View citations
    See Also Working Paper (2006)
11. Testing for Cointegrating Rank Via Model Selection: Evidence From 165 Data Sets
    Empirical Economics, 2007, 33, (1), 41-49
    See Also Working Paper (2006)
12. Testing for serial correlation, spatial autocorrelation and random effects using panel data
    Journal of Econometrics, 2007, 140, (1), 5-51 View citations
13. WORLDWIDE ECONOMETRICS RANKINGS: 1989 2005
    Econometric Theory, 2007, 23, (05), 952-1012
    See Also Working Paper (2007)

2006

14. AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
    Econometric Theory, 2006, 22, (06), 1191-1194
15. Estimating an economic model of crime using panel data from North Carolina
    Journal of Applied Econometrics, 2006, 21, (4), 543-547
16. Joint LM test for homoskedasticity in a one-way error component model
    Journal of Econometrics, 2006, 134, (2), 401-417
    See Also Working Paper (2005)
17. RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
    Econometric Theory, 2006, 22, (05), 973-984 View citations
    See Also Working Paper (2006)
18. Rational alcohol addiction: evidence from the Russian longitudinal monitoring survey
    Health Economics, 2006, 15, (9), 893-914 View citations
    See Also Working Paper (2006)
19. Transaction tax and stock market behavior: evidence from an emerging market
    Empirical Economics, 2006, 31, (2), 393-408

2005

20. A panel data study of physicians' labor supply: the case of Norway
    Health Economics, 2005, 14, (10), 1035-1045
    See Also Working Paper (2003)
21. Skill-biased technical change in US manufacturing: a general index approach
    Journal of Econometrics, 2005, 126, (2), 549-570
    See Also Working Paper (2003)
22. Solutions to Problems Posed in Volume 20(1) and 20(2): 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares Solution
    Econometric Theory, 2005, 21, (02), 483-484

2004

23. 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation Solution
    Econometric Theory, 2004, 20, (05), 989-989
24. 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares
    Econometric Theory, 2004, 20, (01), 223-224
25. Comment
    Journal of Business & Economic Statistics, 2004, 22, 163-164
26. Introduction
    Empirical Economics, 2004, 29, (1), 1-4
27. Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
    Empirical Economics, 2004, 29, (1), 107-113 View citations

2003

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

2002

36. A comparative study of alternative estimators for the unbalanced two-way error component regression model
    Econometrics Journal, 2002, 5, (2), 480-493
37. 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
38. On instrumental variable estimation of semiparametric dynamic panel data models
    Economics Letters, 2002, 76, (1), 1-9 View citations
39. Rational addiction to alcohol: panel data analysis of liquor consumption
    Health Economics, 2002, 11, (6), 485-491 View citations
40. SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
    Econometric Reviews, 2002, 21, (2), 167-187

2001

41. DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
    Econometric Reviews, 2001, 20, (1), 31-40 View citations
42. ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
    Econometric Reviews, 2001, 20, (4), 445-460
43. The Econometrics of Rational Addiction: The Case of Cigarettes
    Journal of Business & Economic Statistics, 2001, 19, (4), 449-54 View citations
44. The unbalanced nested error component regression model
    Journal of Econometrics, 2001, 101, (2), 357-381 View citations

2000

45. Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
    Economics Letters, 2000, 69, (1), 9-14 View citations
46. SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
    Econometric Theory, 2000, 16, (02), 269-279 View citations
47. The East German wage curve 1993-1998
    Economics Letters, 2000, 69, (1), 25-31 View citations
    See Also Working Paper (2000)
48. 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

1999

49. Applied Econometrics Rankings: 1989-1995
    Journal of Applied Econometrics, 1999, 14, (4), 423-41
50. UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
    Econometric Theory, 1999, 15, (06), 814-823 View citations

1998

51. Excess capacity: a permanent characteristic of US airlines?
    Journal of Applied Econometrics, 1998, 13, (6), 645-657 View citations
52. On the efficiency of two-stage and three-stage least squares estimators
    Econometric Reviews, 1998, 7, (2), 165-169
53. The German wage curve: evidence from the IAB employment sample
    Economics Letters, 1998, 61, (2), 135-142 View citations
54. WORLDWIDE INSTITUTIONAL RANKINGS IN ECONOMETRICS: 1989 1995
    Econometric Theory, 1998, 14, (01), 1-43

1997

55. Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
    Journal of Econometrics, 1997, 77, (2), 303-327 View citations

1996

56. A general condition for an optimal limiting efficiency of OLS in the general linear regression model
    Economics Letters, 1996, 50, (1), 13-17
57. A nonparametric test for poolability using panel data
    Journal of Econometrics, 1996, 75, (2), 345-367 View citations
58. Testing for random individual and time effects using a Gauss-Newton regression
    Economics Letters, 1996, 50, (2), 189-192 View citations
59. Testing for random individual effects using recursive residuals
    Econometric Reviews, 1996, 15, (3), 331-338

1995

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

1994

66. 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

1993

67. 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

1992

68. A Survey of Recent Theoretical Developments in the Econometrics of Panel Data
    Empirical Economics, 1992, 17, (1), 85-109 View citations
69. A monotonic property for iterative GLS in the two-way random effects model
    Journal of Econometrics, 1992, 53, (1-3), 45-51 View citations
70. Cigarette taxation: Raising revenues and reducing consumption
    Structural Change and Economic Dynamics, 1992, 3, (2), 321-335 View citations
71. 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
72. 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
73. Panel Data Analysis: Introduction and Overview
    Empirical Economics, 1992, 17, (1), 1-8

1991

74. A transformation that will circumvent the problem of autocorrelation in an error-component model
    Journal of Econometrics, 1991, 48, (3), 385-393 View citations

1990

75. A lagrange multiplier test for the error components model with incomplete panels
    Econometric Reviews, 1990, 9, (1), 103-107 View citations
76. Intercountry Evidence on the Performance of the Simple Error Correction Mechanism Model of Consumption
    Empirical Economics, 1990, 15, (4), 303-14
    See Also Working Paper (1988)
77. On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators
    Journal of Applied Econometrics, 1990, 5, (4), 401-06 View citations

1989

78. Alternative Models of Managerial Behavior: Empirical Tests for the Petroleum Industry
    The Review of Economics and Statistics, 1989, 71, (4), 579-85 View citations

1988

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

1986

81. 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

1985

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

1984

83. 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
84. Short and Long Run Effects in Pooled Models
    International Economic Review, 1984, 25, (3), 631-45 View citations

1983

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

1981

86. 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
87. Simultaneous equations with error components
    Journal of Econometrics, 1981, 17, (2), 189-200 View citations

1980

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

Editor

1. Empirical Economics
   Springer