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Details about Badi Baltagi
Access statistics for papers by Badi Baltagi.
Last updated 2009-11-18. Update your information in the RePEc Author Service.
Short-id: pba9
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Working Papers
2009
- 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
- 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
- Forecasting with Spatial Panel Data
IZA Discussion Papers, Institute for the Study of Labor (IZA)
- Health Care Expenditure and Income in the OECD Reconsidered: Evidence from Panel Data
Discussion Papers in Economics, Department of Economics, University of Leicester
- 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
- 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
- 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)
- 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)
- 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
- 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)
- 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
- 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)
- 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
- 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)
- 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
- 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)
- 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
- 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
- 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)
- 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
- 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)
- 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)
- 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
- 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)
- 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)
- 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
- Adaptive estimation of heteroskedastic error component model
Working Papers ERMES, ERMES, University Paris 2
- 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
- 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)
- 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
- 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)
- 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)
- 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
- LM Tests for Functional Form and Spatial Correlation
Econometric Society World Congress 2000 Contributed Papers, Econometric Society
- 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
- 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
- Prediction from the Regression Model with one-way Error Components
Working Papers, Michigan State - Econometrics and Economic Theory View citations
1988
- 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)
- RECOVERING PRECISION FROM SEEMINGLY REDUNDANT ROUNDED DATA
Working Papers, Houston - Department of Economics
Undated
- Series Estimation of Partially Linear Panel Data Models with Fixed Effects
Working Papers, East Carolina University, Department of Economics View citations
Journal Articles
2009
- Financial development and openness: Evidence from panel data
Journal of Development Economics, 2009, 89, (2), 285-296 View citations
See also Working Paper (2008)
- Longitudinal Data Analysis
Journal Of The Royal Statistical Society Series A, 2009, 172, (4), 939-940
- New evidence on the dynamic wage curve for Western Germany: 1980-2004
Labour Economics, 2009, 16, (1), 47-51 
See also Working Paper (2008)
- Spatial lag test with equal weights
Economics Letters, 2009, 104, (2), 81-82
- 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)
- 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
- 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
- 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)
- Forecasting with panel data
Journal of Forecasting, 2008, 27, (2), 153-173 View citations
See also Working Paper (2007)
- Introduction
Empirical Economics, 2008, 34, (1), 1-4
- 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
- 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)
- Alternative ways of obtaining Hausman's test using artificial regressions
Statistics & Probability Letters, 2007, 77, (13), 1413-1417
- Analysis of spatially dependent data
Journal of Econometrics, 2007, 140, (1), 1-4
- Comments on: Panel data analysis—advantages and challenges
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2007, 16, (1), 28-30
- 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)
- Heterogeneity and cross section dependence in panel data models: theory and applications introduction
Journal of Applied Econometrics, 2007, 22, (2), 229-232
- 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)
- ON THE USE OF PANEL DATA METHODS TO ESTIMATE RATIONAL ADDICTION MODELS
Scottish Journal of Political Economy, 2007, 54, (1), 1-18
- Panel unit root tests and spatial dependence
Journal of Applied Econometrics, 2007, 22, (2), 339-360 View citations
See also Working Paper (2006)
- 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)
- Testing for serial correlation, spatial autocorrelation and random effects using panel data
Journal of Econometrics, 2007, 140, (1), 5-51 View citations
- WORLDWIDE ECONOMETRICS RANKINGS: 1989 2005
Econometric Theory, 2007, 23, (05), 952-1012 
See also Working Paper (2007)
2006
- AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
Econometric Theory, 2006, 22, (06), 1191-1194
- Estimating an economic model of crime using panel data from North Carolina
Journal of Applied Econometrics, 2006, 21, (4), 543-547 View citations
- 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)
- RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
Econometric Theory, 2006, 22, (05), 973-984 View citations
See also Working Paper (2006)
- Rational alcohol addiction: evidence from the Russian longitudinal monitoring survey
Health Economics, 2006, 15, (9), 893-914 View citations
See also Working Paper (2006)
- Transaction tax and stock market behavior: evidence from an emerging market
Empirical Economics, 2006, 31, (2), 393-408
2005
- A panel data study of physicians' labor supply: the case of Norway
Health Economics, 2005, 14, (10), 1035-1045 
See also Working Paper (2003)
- 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)
- 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
- 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation Solution
Econometric Theory, 2004, 20, (05), 989-989
- 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
- Comment
Journal of Business & Economic Statistics, 2004, 22, 163-164
- Introduction
Empirical Economics, 2004, 29, (1), 1-4
- Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
Empirical Economics, 2004, 29, (1), 107-113 View citations
2003
- 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation
Econometric Theory, 2003, 19, (05), 879-879
- A generalized design for bilateral trade flow models
Economics Letters, 2003, 80, (3), 391-397 View citations
- Fixed effects, random effects or Hausman-Taylor?: A pretest estimator
Economics Letters, 2003, 79, (3), 361-369 View citations
- 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)
- Panel Data Econometrics: Method-of-Moments and Limited Dependent Variables. Myoung-Jae LEE
Journal of the American Statistical Association, 2003, 98, 769-770
- Testing panel data regression models with spatial error correlation
Journal of Econometrics, 2003, 117, (1), 123-150 View citations
See also Working Paper (2002)
- WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989 1999: AN UPDATE
Econometric Theory, 2003, 19, (01), 165-224
- 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
- A comparative study of alternative estimators for the unbalanced two-way error component regression model
Econometrics Journal, 2002, 5, (2), 480-493
- 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
- LM Tests for the Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors
Annales d'Economie et de Statistique, 2002, (65), 10
- On instrumental variable estimation of semiparametric dynamic panel data models
Economics Letters, 2002, 76, (1), 1-9 View citations
- Rational addiction to alcohol: panel data analysis of liquor consumption
Health Economics, 2002, 11, (6), 485-491 View citations
- SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
Econometric Reviews, 2002, 21, (2), 167-187
2001
- DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
Econometric Reviews, 2001, 20, (1), 31-40 View citations
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
Econometric Reviews, 2001, 20, (4), 445-460
- The Econometrics of Rational Addiction: The Case of Cigarettes
Journal of Business & Economic Statistics, 2001, 19, (4), 449-54 View citations
- The unbalanced nested error component regression model
Journal of Econometrics, 2001, 101, (2), 357-381 View citations
2000
- Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
Economics Letters, 2000, 69, (1), 9-14 View citations
- SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
Econometric Theory, 2000, 16, (02), 269-279 View citations
- The East German wage curve 1993-1998
Economics Letters, 2000, 69, (1), 25-31 View citations
See also Working Paper (2000)
- 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
- Applied Econometrics Rankings: 1989-1995
Journal of Applied Econometrics, 1999, 14, (4), 423-41
- Specification Tests in Panel Data Models Using Artificial Regressions
Annales d'Economie et de Statistique, 1999, (55-56), 11 View citations
- UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
Econometric Theory, 1999, 15, (06), 814-823 View citations
1998
- Excess capacity: a permanent characteristic of US airlines?
Journal of Applied Econometrics, 1998, 13, (6), 645-657 View citations
- On the efficiency of two-stage and three-stage least squares estimators
Econometric Reviews, 1998, 7, (2), 165-169
- The German wage curve: evidence from the IAB employment sample
Economics Letters, 1998, 61, (2), 135-142 View citations
- WORLDWIDE INSTITUTIONAL RANKINGS IN ECONOMETRICS: 1989 1995
Econometric Theory, 1998, 14, (01), 1-43
1997
- A Joint Test for Functional Form and Random Individual Effects
Econometric Theory, 1997, 13, (02), 307-308 View citations
- Econometric Analysis of Panel Data
Econometric Theory, 1997, 13, (05), 747-754 View citations
- Hausman's Specification Test as a Gauss-Newton Regression
Econometric Theory, 1997, 13, (05), 757-757 View citations
- 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
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
Journal of Econometrics, 1997, 77, (2), 303-327 View citations
- Testing linear and loglinear error components regressions against Box-Cox alternatives
Statistics & Probability Letters, 1997, 33, (1), 63-68 View citations
1996
- A general condition for an optimal limiting efficiency of OLS in the general linear regression model
Economics Letters, 1996, 50, (1), 13-17
- A nonparametric test for poolability using panel data
Journal of Econometrics, 1996, 75, (2), 345-367 View citations
- Heteroskedastic Fixed Effects Models
Econometric Theory, 1996, 12, (05), 867-867
- Iterative Estimation in Partitioned Regression Models
Econometric Theory, 1996, 12, (05), 869-870
- 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)
- Testing for random individual and time effects using a Gauss-Newton regression
Economics Letters, 1996, 50, (2), 189-192 View citations
- Testing for random individual effects using recursive residuals
Econometric Reviews, 1996, 15, (3), 331-338
1995
- A Dynamic Demand Model for Liquor: The Case for Pooling
The Review of Economics and Statistics, 1995, 77, (3), 545-54 View citations
- A Mixed-Error Component Model
Econometric Theory, 1995, 11, (01), 192-193 View citations
- Airline Deregulation: The Cost Pieces of the Puzzle
International Economic Review, 1995, 36, (1), 245-60 View citations
- Editor's introduction Panel data
Journal of Econometrics, 1995, 68, (1), 1-4
- MINQUE Under Heteroskedasticity?Solution
Econometric Theory, 1995, 11, (03), 639-641
- ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations
Econometric Theory, 1995, 11, (03), 641-642
- Optimal Weighting of Unbiased Estimators
Econometric Theory, 1995, 11, (03), 637-637
- Public Capital Stock and State Productivity Growth: Further Evidence from an Error Components Model
Empirical Economics, 1995, 20, (2), 351-59 View citations
- Testing AR(1) against MA(1) disturbances in an error component model
Journal of Econometrics, 1995, 68, (1), 133-151 View citations
- Testing for Correlated Effects in Panels
Econometric Theory, 1995, 11, (02), 401-402
- Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression
Econometric Theory, 1995, 11, (05), 1179-1179
- The Measurement of Firm-Specific Indexes of Technical Change
The Review of Economics and Statistics, 1995, 77, (4), 654-63 View citations
- The Wald, LR, and LM Inequality
Econometric Theory, 1995, 11, (04), 798-800 
Also in Econometric Theory, 1994, 10, (01), 223-224 (1994)
1994
- Estimating Error Component Models With General MA( q) Disturbances
Econometric Theory, 1994, 10, (02), 396-408 View citations
- 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
- An Approximate Transformation for the Error Component Model with MA(q) Disturbances
Econometric Theory, 1993, 9, (04), 692-694
- MINQUE under Heteroskedasticity
Econometric Theory, 1993, 9, (03), 521-521
- 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
- Nested Effects
Econometric Theory, 1993, 9, (04), 687-688
- Trace Minimization of Singular Systems with Cross-Equation Restrictions
Econometric Theory, 1993, 9, (02), 314-315
1992
- A Survey of Recent Theoretical Developments in the Econometrics of Panel Data
Empirical Economics, 1992, 17, (1), 85-109 View citations
- A monotonic property for iterative GLS in the two-way random effects model
Journal of Econometrics, 1992, 53, (1-3), 45-51 View citations
- Cigarette taxation: Raising revenues and reducing consumption
Structural Change and Economic Dynamics, 1992, 3, (2), 321-335 View citations
- 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
- 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
- Panel Data Analysis: Introduction and Overview
Empirical Economics, 1992, 17, (1), 1-8
1991
- A joint test for serial correlation and random individual effects
Statistics & Probability Letters, 1991, 11, (3), 277-280 View citations
- A transformation that will circumvent the problem of autocorrelation in an error-component model
Journal of Econometrics, 1991, 48, (3), 385-393 View citations
- Variance Component Estimation Under Misspecification
Econometric Theory, 1991, 7, (03), 418-419
1990
- A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data
Econometric Theory, 1990, 6, (02), 283-285
- A lagrange multiplier test for the error components model with incomplete panels
Econometric Reviews, 1990, 9, (1), 103-107 View citations
- 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)
- On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators
Journal of Applied Econometrics, 1990, 5, (4), 401-06 View citations
- The Differencing Test in a Regression with Equicorrelated Disturbances
Econometric Theory, 1990, 6, (04), 488-488
1989
- Alternative Models of Managerial Behavior: Empirical Tests for the Petroleum Industry
The Review of Economics and Statistics, 1989, 71, (4), 579-85 View citations
- Applications of a necessary and sufficient condition for OLS to be BLUE
Statistics & Probability Letters, 1989, 8, (5), 457-461 View citations
- Further Monte Carlo Evidence on Seemingly Unrelated Regressions with Unequal Number of Observations
Annales d'Economie et de Statistique, 1989, (14), 05
1988
- A General Index of Technical Change
Journal of Political Economy, 1988, 96, (1), 20-41 View citations
- A Generalized Error Component Model with Heteroscedastic Disturbances
International Economic Review, 1988, 29, (4), 745-53 View citations
1987
- Simple Versus Multiple Regression Coefficient
Econometric Theory, 1987, 3, (01), 159-159
1986
- 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
- Pooling cross-sections with unequal time-series lengths
Economics Letters, 1985, 18, (2-3), 133-136 View citations
1984
- 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
- Short and Long Run Effects in Pooled Models
International Economic Review, 1984, 25, (3), 631-45 View citations
- U.S. Gasoline Demand: What Next?
The Energy Journal, 1984, 5, (1), 129-140
1983
- Gasoline demand in the OECD: An application of pooling and testing procedures
European Economic Review, 1983, 22, (2), 117-137 View citations
1981
- 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
- Simultaneous equations with error components
Journal of Econometrics, 1981, 17, (2), 189-200 View citations
1980
- On Seemingly Unrelated Regressions with Error Components
Econometrica, 1980, 48, (6), 1547-51 View citations
Editor
- Empirical Economics
Springer
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