Details about Badi Baltagi

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

Access statistics for papers by Badi Baltagi.

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Working Papers

2012

1. A Generalized Spatial Panel Data Model with Random Effects
   CESifo Working Paper Series, CESifo Group Munich View citations (6)
   Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2009) View citations (8)
2. A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
3. A Robust Hausman-Taylor Estimator
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
4. EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
5. Estimating and Forecasting With A Dynamic Spatial Panel Data Model
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   Also in SERC Discussion Papers, Spatial Economics Research Centre, LSE (2011)
6. Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
   See also Journal Article in International Journal of Forecasting (2013)
7. How Different Are the Wage Curves for Formal and Informal Workers? Evidence from Turkey
   IZA Discussion Papers, Institute for the Study of Labor (IZA)
   Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012)
   Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2012)
8. On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
9. Small Sample Properties and Pretest Estimation of A Spatial Hausman-Taylor Model
   Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
10. Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
    Also in Working Papers, Singapore Management University, School of Economics (2010) View citations (1)
    See also Journal Article in Econometrics Journal (2013)
11. Testing for Spatial Lag and Spatial Error Dependence Using Double Length Artificial Regressions
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
12. The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
13. The Hausman-Taylor Panel Data Model with Serial Correlation
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
    See also Journal Article in Statistics & Probability Letters (2012)

2011

14. 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
    See also Journal Article in Economics Letters (2011)
15. Loan Defaults in Africa
    Discussion Papers in Economics, Department of Economics, University of Leicester
16. Medical Technology And The Production Of Health Care
    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) (2011)
    See also Journal Article in Empirical Economics (2012)
17. 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 (3)
    See also Journal Article in AStA Advances in Statistical Analysis (2011)
18. The Turkish Wage Curve: Evidence from the Household Labor Force Survey
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2011) View citations (4)
    See also Journal Article in Economics Letters (2012)
19. The Turkish Wage Curve: Evidence from the Household Labor Force Survey (Türkiye’de Ücret Egrisi: Hanehalki Isgücü Anketi’nden Bulgular)
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (1)
20. Why Do African Banks Lend so Little?
    Discussion Papers in Economics, Department of Economics, University of Leicester

2010

21. 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 (3)
    See also Journal Article in Economic Modelling (2012)
22. Health Care Expenditure and Income in the OECD Reconsidered: Evidence from Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (7)
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2009) View citations (5)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2010) View citations (11)
    See also Journal Article in Economic Modelling (2010)
23. Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors: An Application to Hedonic Housing Prices in Paris
    IZA Discussion Papers, Institute for the Study of Labor (IZA)
    See also Journal Article in Journal of Urban Economics (2011)
24. Panel Data Inference under Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2009)
    See also Journal Article in Economic Modelling (2010)
25. 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 (2)
    See also Journal Article in Empirical Economics (2011)
26. The African Credit Trap
    Discussion Papers in Economics, Department of Economics, University of Leicester
    Also in Working Papers, University of Otago, Department of Economics (2010)

2009

27. 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 (2)
    See also Journal Article in Statistics & Probability Letters (2009)
28. Forecasting with Spatial Panel Data
    IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (3)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2007)
    See also Journal Article in Computational Statistics & Data Analysis (2012)
29. 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
30. 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
31. 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
    Also in Working Papers ERMES, ERMES, University Paris 2 (2007)
    See also Journal Article in Statistics & Probability Letters (2009)

2008

32. Financial Development and Openness: Evidence from Panel Data
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (13)
    See also Journal Article in Journal of Development Economics (2009)
33. 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 (4)
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2008) View citations (1)
    See also Journal Article in Labour Economics (2009)
34. 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 (1)
    See also Journal Article in Journal of Econometrics (2010)
35. 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)
36. 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 (6)
    See also Journal Article in Statistics & Probability Letters (2008)

2007

37. 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 (4)
    See also Journal Article in Annales d'Economie et de Statistique (2007)
38. 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)
39. 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 (11)
    See also Journal Article in Journal of Econometrics (2008)
40. Financial Development, Openness and Institutions: Evidence from Panel Data
    Discussion Papers in Economics, Department of Economics, University of Leicester View citations (4)
    Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) View citations (5)
    WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London (2007) View citations (10)
41. 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 (5)
    See also Journal Article in Journal of Forecasting (2008)
42. 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 (8)
43. 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

44. Panel Unit Root Tests and Spatial Dependence
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (5)
    Also in Working Papers ERMES, ERMES, University Paris 2 (2005) View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2007)
45. 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 (20)
    See also Journal Article in Spatial Economic Analysis (2006)
46. Random effects and Spatial Autocorrelations with Equal Weights
    Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (5)
    See also Journal Article in Econometric Theory (2006)
47. Rational Alcohol Addiction: Evidence from the Russian Longitudinal Monitoring Survey
    IZA Discussion Papers, Institute for the Study of Labor (IZA) View citations (5)
    Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2006) View citations (5)
    See also Journal Article in Health Economics (2006)
48. 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

49. 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 (28)
    See also Journal Article in Journal of Econometrics (2007)
50. Intra- and extra-euro area import demand for manufactures
    Working Paper Series, European Central Bank View citations (7)
    See also Journal Article in Applied Economics Quarterly (formerly: Konjunkturpolitik) (2007)
51. 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 (2)
    See also Journal Article in Journal of Econometrics (2006)

2004

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

2003

54. A Panel Data Study of Physicians’ Labor Supply: The Case of Norway
    CESifo Working Paper Series, CESifo Group Munich View citations (4)
    Also in Working Papers in Economics, University of Bergen, Department of Economics (2003) View citations (5)
    See also Journal Article in Health Economics (2005)
55. 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

56. 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 (19)
    See also Journal Article in Empirical Economics (2003)
57. 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 (8)
    See also Journal Article in Journal of Econometrics (2003)
58. 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 (10)
    Also in CESifo Working Paper Series, CESifo Group Munich (2002) View citations (1)
    Working Papers in Economics, University of Bergen, Department of Economics (2002)

2000

59. LM Tests for Functional Form and Spatial Correlation
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (4)
60. 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 (199)
61. THE EAST GERMAN WAGE CURVE: 1993-1998
    ERSA conference papers, European Regional Science Association View citations (7)
    See also Journal Article in Economics Letters (2000)

1994

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

1988

63. 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)
64. RECOVERING PRECISION FROM SEEMINGLY REDUNDANT ROUNDED DATA
    Working Papers, Houston - Department of Economics

Undated

65. 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 in Annals of Economics and Finance (2002)

Journal Articles

2013

1. Estimation and prediction in the random effects model with AR(p) remainder disturbances
   International Journal of Forecasting, 2013, 29, (1), 100-107
   See also Working Paper (2012)
2. Standardized LM tests for spatial error dependence in linear or panel regressions
   Econometrics Journal, 2013, 16, (1), 103-134
   See also Working Paper (2012)

2012

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

2011

9. An improved generalized moments estimator for a spatial moving average error model
   Economics Letters, 2011, 113, (3), 282-284
10. Instrumental variable estimation of a spatial autoregressive panel model with random effects
    Economics Letters, 2011, 111, (2), 135-137
    See also Working Paper (2011)
11. Introduction to the special issue
    Empirical Economics, 2011, 41, (1), 1-5 View citations (3)
    Also in Empirical Economics, 2011, 40, (1), 1-4 (2011)
12. 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 (2)
    See also Working Paper (2010)
13. Seemingly unrelated regressions with spatial error components
    Empirical Economics, 2011, 40, (1), 5-49 View citations (2)
    See also Working Paper (2010)
14. 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
    See also Working Paper (2011)
15. Testing for sphericity in a fixed effects panel data model
    Econometrics Journal, 2011, 14, (1), 25-47 View citations (4)

2010

16. Health care expenditure and income in the OECD reconsidered: Evidence from panel data
    Economic Modelling, 2010, 27, (4), 804-811 View citations (7)
    See also Working Paper (2010)
17. 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
18. Panel data inference under spatial dependence
    Economic Modelling, 2010, 27, (6), 1368-1381 View citations (2)
    See also Working Paper (2010)
19. Spurious spatial regression with equal weights
    Statistics & Probability Letters, 2010, 80, (21-22), 1640-1642 View citations (1)
20. Testing for heteroskedasticity and serial correlation in a random effects panel data model
    Journal of Econometrics, 2010, 154, (2), 122-124 View citations (3)
    See also Working Paper (2008)

2009

21. A note on the application of EC2SLS and EC3SLS estimators in panel data models
    Statistics & Probability Letters, 2009, 79, (20), 2189-2192 View citations (2)
    See also Working Paper (2009)
22. Financial development and openness: Evidence from panel data
    Journal of Development Economics, 2009, 89, (2), 285-296 View citations (34)
    See also Working Paper (2008)
23. Longitudinal Data Analysis
    Journal of the Royal Statistical Society Series A, 2009, 172, (4), 939-940
24. New evidence on the dynamic wage curve for Western Germany: 1980-2004
    Labour Economics, 2009, 16, (1), 47-51 View citations (1)
    See also Working Paper (2008)
25. Spatial lag test with equal weights
    Economics Letters, 2009, 104, (2), 81-82 View citations (1)
26. Testing for heteroskedasticity and spatial correlation in a random effects panel data model
    Computational Statistics & Data Analysis, 2009, 53, (8), 2897-2922 View citations (1)
    See also Working Paper (2008)
27. 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

28. 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 (1)
29. Estimating regional trade agreement effects on FDI in an interdependent world
    Journal of Econometrics, 2008, 145, (1-2), 194-208 View citations (7)
    See also Working Paper (2007)
30. Forecasting with panel data
    Journal of Forecasting, 2008, 27, (2), 153-173 View citations (5)
    See also Working Paper (2007)
31. Introduction
    Empirical Economics, 2008, 34, (1), 1-4
32. Testing for random effects and spatial lag dependence in panel data models
    Statistics & Probability Letters, 2008, 78, (18), 3304-3306 View citations (5)
    See also Working Paper (2008)

2007

33. A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances
    Annales d'Economie et de Statistique, 2007, (87-88), 11-38
    See also Working Paper (2007)
34. Alternative ways of obtaining Hausman's test using artificial regressions
    Statistics & Probability Letters, 2007, 77, (13), 1413-1417
35. Analysis of spatially dependent data
    Journal of Econometrics, 2007, 140, (1), 1-4 View citations (2)
36. 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
37. Estimating models of complex FDI: Are there third-country effects?
    Journal of Econometrics, 2007, 140, (1), 260-281 View citations (97)
    See also Working Paper (2005)
38. Heterogeneity and cross section dependence in panel data models: theory and applications introduction
    Journal of Applied Econometrics, 2007, 22, (2), 229-232 View citations (6)
39. Intra- and Extra-Euro Area Import Demand for Manufactures
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2007, 53, (3), 221-241 View citations (1)
    See also Working Paper (2005)
40. ON THE USE OF PANEL DATA METHODS TO ESTIMATE RATIONAL ADDICTION MODELS
    Scottish Journal of Political Economy, 2007, 54, (1), 1-18 View citations (1)
41. Panel unit root tests and spatial dependence
    Journal of Applied Econometrics, 2007, 22, (2), 339-360 View citations (40)
    See also Working Paper (2006)
42. Testing for Cointegrating Rank Via Model Selection: Evidence From 165 Data Sets
    Empirical Economics, 2007, 33, (1), 41-49 View citations (3)
    See also Working Paper (2006)
43. Testing for serial correlation, spatial autocorrelation and random effects using panel data
    Journal of Econometrics, 2007, 140, (1), 5-51 View citations (27)
44. WORLDWIDE ECONOMETRICS RANKINGS: 1989 2005
    Econometric Theory, 2007, 23, (05), 952-1012 View citations (2)
    See also Working Paper (2007)

2006

45. AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
    Econometric Theory, 2006, 22, (06), 1191-1194 View citations (1)
46. Estimating an economic model of crime using panel data from North Carolina
    Journal of Applied Econometrics, 2006, 21, (4), 543-547 View citations (10)
47. Joint LM test for homoskedasticity in a one-way error component model
    Journal of Econometrics, 2006, 134, (2), 401-417 View citations (6)
    See also Working Paper (2005)
48. Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor
    Spatial Economic Analysis, 2006, 1, (2), 175-185 View citations (23)
    See also Working Paper (2006)
49. RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
    Econometric Theory, 2006, 22, (05), 973-984 View citations (5)
    See also Working Paper (2006)
50. Rational alcohol addiction: evidence from the Russian longitudinal monitoring survey
    Health Economics, 2006, 15, (9), 893-914 View citations (7)
    See also Working Paper (2006)
51. Transaction tax and stock market behavior: evidence from an emerging market
    Empirical Economics, 2006, 31, (2), 393-408 View citations (13)
52. Unbalanced panel data: A survey
    Statistical Papers, 2006, 47, (4), 493-523 View citations (6)

2005

53. A panel data study of physicians' labor supply: the case of Norway
    Health Economics, 2005, 14, (10), 1035-1045 View citations (1)
    See also Working Paper (2003)
54. ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS
    Econometric Reviews, 2005, 24, (1), 39-58 View citations (1)
    See also Working Paper (2004)
55. Skill-biased technical change in US manufacturing: a general index approach
    Journal of Econometrics, 2005, 126, (2), 549-570 View citations (6)
    See also Working Paper (2003)
56. 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 View citations (2)

2004

57. 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation Solution
    Econometric Theory, 2004, 20, (05), 989-989
58. 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 View citations (2)
59. Comment
    Journal of Business & Economic Statistics, 2004, 22, 163-164
60. Introduction
    Empirical Economics, 2004, 29, (1), 1-4 View citations (1)
61. Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
    Empirical Economics, 2004, 29, (1), 107-113 View citations (18)

2003

62. 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation
    Econometric Theory, 2003, 19, (05), 879-879
63. A generalized design for bilateral trade flow models
    Economics Letters, 2003, 80, (3), 391-397 View citations (59)
64. Fixed effects, random effects or Hausman-Taylor?: A pretest estimator
    Economics Letters, 2003, 79, (3), 361-369 View citations (47)
65. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
    Empirical Economics, 2003, 28, (4), 795-811 View citations (23)
    See also Working Paper (2002)
66. Panel Data Econometrics: Method-of-Moments and Limited Dependent Variables. Myoung-Jae LEE
    Journal of the American Statistical Association, 2003, 98, 769-770
67. Testing panel data regression models with spatial error correlation
    Journal of Econometrics, 2003, 117, (1), 123-150 View citations (72)
    See also Working Paper (2002)
68. WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989 1999: AN UPDATE
    Econometric Theory, 2003, 19, (01), 165-224 View citations (4)
69. Wage policy in the health care sector: a panel data analysis of nurses' labour supply
    Health Economics, 2003, 12, (9), 705-719 View citations (18)

2002

70. A comparative study of alternative estimators for the unbalanced two-way error component regression model
    Econometrics Journal, 2002, 5, (2), 480-493 View citations (3)
71. 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 (23)
72. LM Tests for the Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors
    Annales d'Economie et de Statistique, 2002, (65), 219-278
73. On instrumental variable estimation of semiparametric dynamic panel data models
    Economics Letters, 2002, 76, (1), 1-9 View citations (3)
74. Rational addiction to alcohol: panel data analysis of liquor consumption
    Health Economics, 2002, 11, (6), 485-491 View citations (18)
75. SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
    Econometric Reviews, 2002, 21, (2), 167-187 View citations (2)
76. Series Estimation of Partially Linear Panel Data Models with Fixed Effects
    Annals of Economics and Finance, 2002, 3, (1), 103-116 View citations (5)
    See also Working Paper

2001

77. DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
    Econometric Reviews, 2001, 20, (1), 31-40 View citations (13)
78. ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
    Econometric Reviews, 2001, 20, (4), 445-460
79. The Econometrics of Rational Addiction: The Case of Cigarettes
    Journal of Business & Economic Statistics, 2001, 19, (4), 449-54 View citations (21)
80. The unbalanced nested error component regression model
    Journal of Econometrics, 2001, 101, (2), 357-381 View citations (25)

2000

81. Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
    Economics Letters, 2000, 69, (1), 9-14 View citations (2)
82. SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
    Econometric Theory, 2000, 16, (02), 269-279 View citations (15)
83. The East German wage curve 1993-1998
    Economics Letters, 2000, 69, (1), 25-31 View citations (9)
    See also Working Paper (2000)
84. 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 (29)

1999

85. Applied Econometrics Rankings: 1989-1995
    Journal of Applied Econometrics, 1999, 14, (4), 423-41 View citations (5)
86. Specification Tests in Panel Data Models Using Artificial Regressions
    Annales d'Economie et de Statistique, 1999, (55-56), 277-297 View citations (1)
87. Spurious Stochastics in a Short Time-Series Panel Data
    Annales d'Economie et de Statistique, 1999, (55-56), 299-315
88. UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
    Econometric Theory, 1999, 15, (06), 814-823 View citations (118)

1998

89. Excess capacity: a permanent characteristic of US airlines?
    Journal of Applied Econometrics, 1998, 13, (6), 645-657 View citations (3)
90. The German wage curve: evidence from the IAB employment sample
    Economics Letters, 1998, 61, (2), 135-142 View citations (67)
91. WORLDWIDE INSTITUTIONAL RANKINGS IN ECONOMETRICS: 1989 1995
    Econometric Theory, 1998, 14, (01), 1-43 View citations (2)

1997

92. A Joint Test for Functional Form and Random Individual Effects
    Econometric Theory, 1997, 13, (02), 307-308
93. Econometric Analysis of Panel Data Badi H. Baltagi Wiley, 1995
    Econometric Theory, 1997, 13, (05), 747-754 View citations (158)
94. Hausman's Specification Test as a Gauss-Newton Regression
    Econometric Theory, 1997, 13, (05), 757-757
95. Monte Carlo Results on Pure and Pretest Estimators of an Error Component Model with Autocorrelated Disturbances
    Annales d'Economie et de Statistique, 1997, (48), 69-82
96. Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
    Journal of Econometrics, 1997, 77, (2), 303-327 View citations (87)
97. Testing linear and loglinear error components regressions against Box-Cox alternatives
    Statistics & Probability Letters, 1997, 33, (1), 63-68 View citations (4)

1996

98. 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 (3)
99. A nonparametric test for poolability using panel data
    Journal of Econometrics, 1996, 75, (2), 345-367 View citations (29)
100. Heteroskedastic Fixed Effects Models
     Econometric Theory, 1996, 12, (05), 867-867
101. Iterative Estimation in Partitioned Regression Models
     Econometric Theory, 1996, 12, (05), 869-870
102. 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)
103. Testing for random individual and time effects using a Gauss-Newton regression
     Economics Letters, 1996, 50, (2), 189-192 View citations (2)

1995

104. A Dynamic Demand Model for Liquor: The Case for Pooling
     The Review of Economics and Statistics, 1995, 77, (3), 545-54 View citations (18)
105. A Mixed-Error Component Model
     Econometric Theory, 1995, 11, (01), 192-193 View citations (1)
106. Airline Deregulation: The Cost Pieces of the Puzzle
     International Economic Review, 1995, 36, (1), 245-60 View citations (18)
107. Editor's introduction Panel data
     Journal of Econometrics, 1995, 68, (1), 1-4 View citations (1)
108. MINQUE Under Heteroskedasticity—Solution
     Econometric Theory, 1995, 11, (03), 639-641
109. ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations
     Econometric Theory, 1995, 11, (03), 641-642
110. Optimal Weighting of Unbiased Estimators
     Econometric Theory, 1995, 11, (03), 637-637
111. Public Capital Stock and State Productivity Growth: Further Evidence from an Error Components Model
     Empirical Economics, 1995, 20, (2), 351-59 View citations (19)
112. Testing AR(1) against MA(1) disturbances in an error component model
     Journal of Econometrics, 1995, 68, (1), 133-151 View citations (48)
113. Testing for Correlated Effects in Panels
     Econometric Theory, 1995, 11, (02), 401-402
114. Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression
     Econometric Theory, 1995, 11, (05), 1179-1179 View citations (1)
115. The Measurement of Firm-Specific Indexes of Technical Change
     The Review of Economics and Statistics, 1995, 77, (4), 654-63 View citations (9)
116. The Wald, LR, and LM Inequality
     Econometric Theory, 1995, 11, (04), 798-800
     Also in Econometric Theory, 1994, 10, (01), 223-224 (1994)

1994

117. Estimating Error Component Models With General MA( q) Disturbances
     Econometric Theory, 1994, 10, (02), 396-408 View citations (4)
118. 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 (34)

1993

119. An Approximate Transformation for the Error Component Model with MA(q) Disturbances
     Econometric Theory, 1993, 9, (04), 692-694
     Also in Econometric Theory, 1992, 8, (04), 582-583 (1992)
120. MINQUE under Heteroskedasticity
     Econometric Theory, 1993, 9, (03), 521-521
121. 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
122. Nested Effects
     Econometric Theory, 1993, 9, (04), 687-688 View citations (1)
123. Trace Minimization of Singular Systems with Cross-Equation Restrictions
     Econometric Theory, 1993, 9, (02), 314-315

1992

124. A Note on the Estimation of Simultaneous Equations with Error Components
     Econometric Theory, 1992, 8, (01), 113-119 View citations (19)
125. A Survey of Recent Theoretical Developments in the Econometrics of Panel Data
     Empirical Economics, 1992, 17, (1), 85-109 View citations (7)
126. 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)
127. Cigarette taxation: Raising revenues and reducing consumption
     Structural Change and Economic Dynamics, 1992, 3, (2), 321-335 View citations (14)
128. 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 (3)
129. 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 (16)
130. Panel Data Analysis: Introduction and Overview
     Empirical Economics, 1992, 17, (1), 1-8
131. Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity
     Econometric Theory, 1992, 8, (02), 304-305
132. Variance Component Estimation Under Misspecification
     Econometric Theory, 1992, 8, (03), 430-433
     Also in Econometric Theory, 1991, 7, (03), 418-419 (1991)

1991

133. A joint test for serial correlation and random individual effects
     Statistics & Probability Letters, 1991, 11, (3), 277-280 View citations (10)
134. A transformation that will circumvent the problem of autocorrelation in an error-component model
     Journal of Econometrics, 1991, 48, (3), 385-393 View citations (29)

1990

135. A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data
     Econometric Theory, 1990, 6, (02), 283-285 View citations (1)
136. 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)
137. On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators
     Journal of Applied Econometrics, 1990, 5, (4), 401-06 View citations (24)
138. The Differencing Test in a Regression with Equicorrelated Disturbances
     Econometric Theory, 1990, 6, (04), 488-488

1989

139. A Hausman Specification Test in a Simultaneous Equations Model
     Econometric Theory, 1989, 5, (03), 465-467
140. A Variance Comparison of OLS and Feasible GLS in an Error Components Model
     Econometric Theory, 1989, 5, (01), 175-175
141. 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)
142. Applications of a necessary and sufficient condition for OLS to be BLUE
     Statistics & Probability Letters, 1989, 8, (5), 457-461 View citations (3)
143. Further Monte Carlo Evidence on Seemingly Unrelated Regressions with Unequal Number of Observations
     Annales d'Economie et de Statistique, 1989, (14), 103-115 View citations (1)
144. The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data
     Econometric Theory, 1989, 5, (03), 454-454
145. The Lower Triangular Matrix Associated with an Autoregressive Process
     Econometric Theory, 1989, 5, (03), 461-463

1988

146. A General Index of Technical Change
     Journal of Political Economy, 1988, 96, (1), 20-41 View citations (73)
147. A Generalized Error Component Model with Heteroscedastic Disturbances
     International Economic Review, 1988, 29, (4), 745-53 View citations (17)
148. An Alternative Heteroscedastic Error Components Model
     Econometric Theory, 1988, 4, (02), 349-350 View citations (5)
149. Prediction with a Two-Way Error Component Regression Model
     Econometric Theory, 1988, 4, (01), 171-171 View citations (2)
150. The Efficiency of OLS in a Seemingly Unrelated Regressions Model
     Econometric Theory, 1988, 4, (03), 536-537 View citations (1)

1987

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

1986

152. 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 (52)
153. Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques
     Econometric Theory, 1986, 2, (03), 429-440 View citations (7)

1985

154. Pooling cross-sections with unequal time-series lengths
     Economics Letters, 1985, 18, (2-3), 133-136 View citations (23)

1984

155. 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 (7)
156. Short and Long Run Effects in Pooled Models
     International Economic Review, 1984, 25, (3), 631-45 View citations (28)
157. U.S. Gasoline Demand: What Next?
     The Energy Journal, 1984, Volume 5, (Number 1), 129-140 View citations (1)

1983

158. Gasoline demand in the OECD: An application of pooling and testing procedures
     European Economic Review, 1983, 22, (2), 117-137 View citations (33)

1981

159. 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 (14)
160. Simultaneous equations with error components
     Journal of Econometrics, 1981, 17, (2), 189-200 View citations (77)

1980

161. On Seemingly Unrelated Regressions with Error Components
     Econometrica, 1980, 48, (6), 1547-51 View citations (23)

Editor

1. Empirical Economics
   Springer