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.

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Working Papers

2009

1. A Generalized Spatial Panel Data Model with Random Effects
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations
2. 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
3. Forecasting with Spatial Panel Data
   IZA Discussion Papers, Institute for the Study of Labor (IZA)
4. Health Care Expenditure and Income in the OECD Reconsidered: Evidence from Panel Data
   Discussion Papers in Economics, Department of Economics, University of Leicester
5. 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
6. 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
   See also Journal Article in Statistics & Probability Letters (2009)

2008

7. Financial Development and Openness: Evidence from Panel Data
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations
   See also Journal Article in Journal of Development Economics (2009)
8. 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)
   See also Journal Article in Labour Economics (2009)
9. 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
10. 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
    See also Journal Article in Computational Statistics & Data Analysis (2009)
11. 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
    See also Journal Article in Statistics & Probability Letters (2008)

2007

12. 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
    See also Journal Article in Annales d'Economie et de Statistique (2007)
13. 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
14. 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)
15. Financial Development, Openness and Institutions: Evidence from Panel Data
    Discussion Papers in Economics, Department of Economics, University of Leicester View citations
    Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) View citations
    WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London (2007) View citations
16. 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)
17. 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
18. 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

19. 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)
20. 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
21. 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)
22. 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)
23. 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

24. 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)
25. 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)
26. 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) View citations
    See also Journal Article in Journal of Econometrics (2006)

2004

27. Adaptive estimation of heteroskedastic error component model
    Working Papers ERMES, ERMES, University Paris 2
28. 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

29. A Panel Data Study of Physicians' Labor Supply: The Case of Norway
    CESifo Working Paper Series, CESifo Group Munich View citations
    See also Journal Article in Health Economics (2005)
30. 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

31. 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)
32. 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)
33. 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 Group Munich (2002) View citations

2000

34. LM Tests for Functional Form and Spatial Correlation
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
35. 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
36. THE EAST GERMAN WAGE CURVE: 1993-1998
    ERSA conference papers, European Regional Science Association View citations
    See also Journal Article in Economics Letters (2000)

1994

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

1988

38. 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)
39. RECOVERING PRECISION FROM SEEMINGLY REDUNDANT ROUNDED DATA
    Working Papers, Houston - Department of Economics

Undated

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

Journal Articles

2009

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

2008

7. 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
8. 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)
9. Forecasting with panel data
   Journal of Forecasting, 2008, 27, (2), 153-173 View citations
   See also Working Paper (2007)
10. Introduction
    Empirical Economics, 2008, 34, (1), 1-4
11. Testing for random effects and spatial lag dependence in panel data models
    Statistics & Probability Letters, 2008, 78, (18), 3304-3306 View citations
    See also Working Paper (2008)

2007

12. A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances
    Annales d'Economie et de Statistique, 2007, (87-88), 02
    See also Working Paper (2007)
13. Alternative ways of obtaining Hausman's test using artificial regressions
    Statistics & Probability Letters, 2007, 77, (13), 1413-1417
14. Analysis of spatially dependent data
    Journal of Econometrics, 2007, 140, (1), 1-4
15. 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
16. 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)
17. Heterogeneity and cross section dependence in panel data models: theory and applications introduction
    Journal of Applied Econometrics, 2007, 22, (2), 229-232
18. Intra- and Extra-Euro Area Import Demand for Manufactures
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2007, 53, (3), 221-241 View citations
    See also Working Paper (2005)
19. ON THE USE OF PANEL DATA METHODS TO ESTIMATE RATIONAL ADDICTION MODELS
    Scottish Journal of Political Economy, 2007, 54, (1), 1-18
20. Panel unit root tests and spatial dependence
    Journal of Applied Econometrics, 2007, 22, (2), 339-360 View citations
    See also Working Paper (2006)
21. Testing for Cointegrating Rank Via Model Selection: Evidence From 165 Data Sets
    Empirical Economics, 2007, 33, (1), 41-49 View citations
    See also Working Paper (2006)
22. Testing for serial correlation, spatial autocorrelation and random effects using panel data
    Journal of Econometrics, 2007, 140, (1), 5-51 View citations
23. WORLDWIDE ECONOMETRICS RANKINGS: 1989 2005
    Econometric Theory, 2007, 23, (05), 952-1012
    See also Working Paper (2007)

2006

24. AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
    Econometric Theory, 2006, 22, (06), 1191-1194
25. Estimating an economic model of crime using panel data from North Carolina
    Journal of Applied Econometrics, 2006, 21, (4), 543-547 View citations
26. 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)
27. RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
    Econometric Theory, 2006, 22, (05), 973-984 View citations
    See also Working Paper (2006)
28. Rational alcohol addiction: evidence from the Russian longitudinal monitoring survey
    Health Economics, 2006, 15, (9), 893-914 View citations
    See also Working Paper (2006)
29. Transaction tax and stock market behavior: evidence from an emerging market
    Empirical Economics, 2006, 31, (2), 393-408

2005

30. A panel data study of physicians' labor supply: the case of Norway
    Health Economics, 2005, 14, (10), 1035-1045
    See also Working Paper (2003)
31. Skill-biased technical change in US manufacturing: a general index approach
    Journal of Econometrics, 2005, 126, (2), 549-570 View citations
    See also Working Paper (2003)
32. 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

33. 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation Solution
    Econometric Theory, 2004, 20, (05), 989-989
34. 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
35. Comment
    Journal of Business & Economic Statistics, 2004, 22, 163-164
36. Introduction
    Empirical Economics, 2004, 29, (1), 1-4
37. Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
    Empirical Economics, 2004, 29, (1), 107-113 View citations

2003

38. 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation
    Econometric Theory, 2003, 19, (05), 879-879
39. A generalized design for bilateral trade flow models
    Economics Letters, 2003, 80, (3), 391-397 View citations
40. Fixed effects, random effects or Hausman-Taylor?: A pretest estimator
    Economics Letters, 2003, 79, (3), 361-369 View citations
41. 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)
42. Panel Data Econometrics: Method-of-Moments and Limited Dependent Variables. Myoung-Jae LEE
    Journal of the American Statistical Association, 2003, 98, 769-770
43. Testing panel data regression models with spatial error correlation
    Journal of Econometrics, 2003, 117, (1), 123-150 View citations
    See also Working Paper (2002)
44. WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989 1999: AN UPDATE
    Econometric Theory, 2003, 19, (01), 165-224
45. 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

46. A comparative study of alternative estimators for the unbalanced two-way error component regression model
    Econometrics Journal, 2002, 5, (2), 480-493
47. 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
48. LM Tests for the Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors
    Annales d'Economie et de Statistique, 2002, (65), 10
49. On instrumental variable estimation of semiparametric dynamic panel data models
    Economics Letters, 2002, 76, (1), 1-9 View citations
50. Rational addiction to alcohol: panel data analysis of liquor consumption
    Health Economics, 2002, 11, (6), 485-491 View citations
51. SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
    Econometric Reviews, 2002, 21, (2), 167-187

2001

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

2000

56. Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
    Economics Letters, 2000, 69, (1), 9-14 View citations
57. SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
    Econometric Theory, 2000, 16, (02), 269-279 View citations
58. The East German wage curve 1993-1998
    Economics Letters, 2000, 69, (1), 25-31 View citations
    See also Working Paper (2000)
59. 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

60. Applied Econometrics Rankings: 1989-1995
    Journal of Applied Econometrics, 1999, 14, (4), 423-41
61. Specification Tests in Panel Data Models Using Artificial Regressions
    Annales d'Economie et de Statistique, 1999, (55-56), 11 View citations
62. UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
    Econometric Theory, 1999, 15, (06), 814-823 View citations

1998

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

1997

67. A Joint Test for Functional Form and Random Individual Effects
    Econometric Theory, 1997, 13, (02), 307-308 View citations
68. Econometric Analysis of Panel Data
    Econometric Theory, 1997, 13, (05), 747-754 View citations
69. Hausman's Specification Test as a Gauss-Newton Regression
    Econometric Theory, 1997, 13, (05), 757-757 View citations
70. Monte Carlo Results on Pure and Pretest Estimators of an Error Component Model with Autocorrelated Disturbances
    Annales d'Economie et de Statistique, 1997, (48), 04 View citations
71. Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
    Journal of Econometrics, 1997, 77, (2), 303-327 View citations
72. Testing linear and loglinear error components regressions against Box-Cox alternatives
    Statistics & Probability Letters, 1997, 33, (1), 63-68 View citations

1996

73. A general condition for an optimal limiting efficiency of OLS in the general linear regression model
    Economics Letters, 1996, 50, (1), 13-17
74. A nonparametric test for poolability using panel data
    Journal of Econometrics, 1996, 75, (2), 345-367 View citations
75. Heteroskedastic Fixed Effects Models
    Econometric Theory, 1996, 12, (05), 867-867
76. Iterative Estimation in Partitioned Regression Models
    Econometric Theory, 1996, 12, (05), 869-870
77. Testing for Random Individual Effects with a Gauss-Newton Regression
    Econometric Theory, 1996, 12, (04), 745-746
    Also in Econometric Theory, 1995, 11, (04), 795-795 (1995)
78. Testing for random individual and time effects using a Gauss-Newton regression
    Economics Letters, 1996, 50, (2), 189-192 View citations
79. Testing for random individual effects using recursive residuals
    Econometric Reviews, 1996, 15, (3), 331-338

1995

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

1994

93. Estimating Error Component Models With General MA( q) Disturbances
    Econometric Theory, 1994, 10, (02), 396-408 View citations
94. 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

95. An Approximate Transformation for the Error Component Model with MA(q) Disturbances
    Econometric Theory, 1993, 9, (04), 692-694
96. MINQUE under Heteroskedasticity
    Econometric Theory, 1993, 9, (03), 521-521
97. 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
98. Nested Effects
    Econometric Theory, 1993, 9, (04), 687-688
99. Trace Minimization of Singular Systems with Cross-Equation Restrictions
    Econometric Theory, 1993, 9, (02), 314-315

1992

100. A Survey of Recent Theoretical Developments in the Econometrics of Panel Data
     Empirical Economics, 1992, 17, (1), 85-109 View citations
101. A monotonic property for iterative GLS in the two-way random effects model
     Journal of Econometrics, 1992, 53, (1-3), 45-51 View citations
102. Cigarette taxation: Raising revenues and reducing consumption
     Structural Change and Economic Dynamics, 1992, 3, (2), 321-335 View citations
103. 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
104. 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
105. Panel Data Analysis: Introduction and Overview
     Empirical Economics, 1992, 17, (1), 1-8

1991

106. A joint test for serial correlation and random individual effects
     Statistics & Probability Letters, 1991, 11, (3), 277-280 View citations
107. A transformation that will circumvent the problem of autocorrelation in an error-component model
     Journal of Econometrics, 1991, 48, (3), 385-393 View citations
108. Variance Component Estimation Under Misspecification
     Econometric Theory, 1991, 7, (03), 418-419

1990

109. A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data
     Econometric Theory, 1990, 6, (02), 283-285
110. A lagrange multiplier test for the error components model with incomplete panels
     Econometric Reviews, 1990, 9, (1), 103-107 View citations
111. 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)
112. On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators
     Journal of Applied Econometrics, 1990, 5, (4), 401-06 View citations
113. The Differencing Test in a Regression with Equicorrelated Disturbances
     Econometric Theory, 1990, 6, (04), 488-488

1989

114. Alternative Models of Managerial Behavior: Empirical Tests for the Petroleum Industry
     The Review of Economics and Statistics, 1989, 71, (4), 579-85 View citations
115. Applications of a necessary and sufficient condition for OLS to be BLUE
     Statistics & Probability Letters, 1989, 8, (5), 457-461 View citations
116. Further Monte Carlo Evidence on Seemingly Unrelated Regressions with Unequal Number of Observations
     Annales d'Economie et de Statistique, 1989, (14), 05

1988

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

1987

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

1986

120. 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

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

1984

122. 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
123. Short and Long Run Effects in Pooled Models
     International Economic Review, 1984, 25, (3), 631-45 View citations
124. U.S. Gasoline Demand: What Next?
     The Energy Journal, 1984, 5, (1), 129-140

1983

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

1981

126. 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
127. Simultaneous equations with error components
     Journal of Econometrics, 1981, 17, (2), 189-200 View citations

1980

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

Editor

1. Empirical Economics
   Springer