Details about Badi Baltagi
Access statistics for papers by Badi Baltagi.
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Short-id: pba9
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Working Papers
2022
- Bayesian Estimation of Multivariate Panel Probits with Higher-Order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong
CESifo Working Paper Series, CESifo 
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2022) 
See also Journal Article in Journal of Applied Econometrics (2022)
- Cities in a Pandemic: Evidence from China
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
Also in CESifo Working Paper Series, CESifo (2022) View citations (1)
- Robust Dynamic Space-Time Panel Data Models Using ?-Contamination: An Application to Crop Yields and Climate Change
IZA Discussion Papers, Institute of Labor Economics (IZA)
- Robust Dynamic Space-time Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
- Spatial Wage Curves for Formal and Informal Workers in Turkey
Working Papers, Economic Research Forum 
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2022)  Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2022) 
See also Journal Article in Journal of Spatial Econometrics (2022)
- The Effect of Higher Education on Women's Obesity and Smoking: Evidence from College Openings in Turkey
IZA Discussion Papers, Institute of Labor Economics (IZA)
2021
- Robust Dynamic Panel Data Models Using 𝛆𝛆-Contamination
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
2020
- A Panel Data Model with Generalized Higher-Order Network Effects
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
Also in CESifo Working Paper Series, CESifo (2020)
- Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models
IZA Discussion Papers, Institute of Labor Economics (IZA) 
Also in Economics and Statistics Working Papers, Singapore Management University, School of Economics (2018) 
See also Journal Article in Journal of Econometrics (2021)
- Forecasting with Unbalanced Panel Data
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 
See also Journal Article in Journal of Forecasting (2020)
- Growth Empirics: A Bayesian Semiparametric Model with Random Coefficients for a Panel of OECD Countries
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 
See also Chapter (2020)
- Robust Dynamic Panel Data Models Using ?-contamination
CIRANO Working Papers, CIRANO 
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2020)
2019
- Estimating and testing high dimensional factor models with multiple structural changes
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article in Journal of Econometrics (2021)
- Structural Changes in Heterogeneous Panels with Endogenous Regressors
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (4)
See also Journal Article in Journal of Applied Econometrics (2019)
- Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
See also Journal Article in Econometric Reviews (2020)
- The Effect of Education on Health: Evidence from the 1997 Compulsory Schooling Reform in Turkey
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (4)
Also in GLO Discussion Paper Series, Global Labor Organization (GLO) (2019) View citations (4)
See also Journal Article in Regional Science and Urban Economics (2019)
2018
- A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (10)
Also in MPRA Paper, University Library of Munich, Germany (2018) View citations (9)
See also Journal Article in Regional Science and Urban Economics (2019)
- Contagious Exporting and Foreign Ownership: Evidence from Firms in Shanghai Using a Bayesian Spatial Bivariate Probit Model
CESifo Working Paper Series, CESifo 
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2018) 
See also Journal Article in Regional Science and Urban Economics (2019)
2017
- Determinants of Firm-Level Domestic Sales and Exports with Spillovers: Evidence from China
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (4)
See also Journal Article in Journal of Econometrics (2017)
- Network Effects on Labor Contracts of Internal Migrants in China: A Spatial Autoregressive Model
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (3)
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2017) 
See also Journal Article in Empirical Economics (2018)
- Robust Linear Static Panel Data Models Using ε-Contamination
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 
Also in CIRANO Working Papers, CIRANO (2015)  IZA Discussion Papers, Institute of Labor Economics (IZA) (2014) 
See also Journal Article in Journal of Econometrics (2018)
2016
- Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
See also Journal Article in Econometric Reviews (2017)
- Bayesian Spatial Bivariate Panel Probit Estimation
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
See also Chapter (2016)
- Health Care Expenditure and Income: A Global Perspective
CESifo Working Paper Series, CESifo View citations (6)
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2016) View citations (4)
See also Journal Article in Health Economics (2017)
- Identification and Estimation of a Large Factor Model with Structural Instability
Working papers, University of Connecticut, Department of Economics View citations (2)
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2016) View citations (2)
See also Journal Article in Journal of Econometrics (2017)
- Predication in a Generalized Spatial Panel Data Model with Serial Correlation
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
See also Journal Article in Journal of Forecasting (2016)
- Testing Cross-sectional Correlation in Large Panel Data Models with Serial Correlation
Working papers, University of Connecticut, Department of Economics View citations (18)
See also Journal Article in Econometrics (2016)
2015
- A New International Database on Financial Fragility
Working Papers, University of Pretoria, Department of Economics View citations (7)
Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2015) View citations (7)
- Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Singapore
ERSA conference papers, European Regional Science Association View citations (6)
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2015) View citations (6) CESifo Working Paper Series, CESifo (2015) View citations (5)
See also Journal Article in Regional Science and Urban Economics (2015)
- Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
See also Journal Article in Econometric Reviews (2017)
- Estimation of Heterogeneous Panels with Structural Breaks
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (6)
See also Journal Article in Journal of Econometrics (2016)
- Ethnic fractionalization, governance, and loan defaults in Africa
CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford 
Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2014)  CESifo Working Paper Series, CESifo (2014)  Working Papers, University of Otago, Department of Economics (2014) 
See also Journal Article in Oxford Bulletin of Economics and Statistics (2017)
- Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
Working Papers, College of Business, University of Texas at San Antonio 
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2014) View citations (3)
See also Chapter (2014)
- Testing for Spacial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
2014
- "On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 
See also Journal Article in Statistics & Probability Letters (2015)
- Firm-Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (4)
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2014) View citations (4) CESifo Working Paper Series, CESifo (2014) View citations (4)
See also Journal Article in Journal of Applied Econometrics (2016)
- Hospital Treatment Rates and Spill-Over Effects: Does Ownership Matter?
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
Also in CESifo Working Paper Series, CESifo (2014) View citations (18)
See also Journal Article in Regional Science and Urban Economics (2014)
- Panel Data Gravity Models of International Trade
CESifo Working Paper Series, CESifo View citations (52)
- Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (2)
- Robust linear static panel data models using epsilon-contamination
MPRA Paper, University Library of Munich, Germany
- Sources of Productivity Spillovers: Panel Data Evidence from China
CESifo Working Paper Series, CESifo View citations (1)
See also Journal Article in Journal of Productivity Analysis (2015)
- The Brazilian Wage Curve: New Evidence from the National Household Survey
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
See also Journal Article in Empirical Economics (2017)
- The Spatial Polish Wage Curve with Gender Effects: Evidence from the Polish Labor Survey
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (18)
See also Journal Article in Regional Science and Urban Economics (2014)
- Welfare Reform and Children's Health
IZA Discussion Papers, Institute of Labor Economics (IZA) 
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2014) 
See also Journal Article in Health Economics (2016)
2013
- Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
See also Journal Article in Journal of Applied Econometrics (2015)
- Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (21)
See also Journal Article in Regional Science and Urban Economics (2013)
- How Different Are the Wage Curves for Formal and Informal Workers? Evidence from Turkey
Working Papers, Economic Research Forum View citations (18)
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012) View citations (11) Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2012) View citations (12) IZA Discussion Papers, Institute of Labor Economics (IZA) (2012) View citations (10)
See also Journal Article in Papers in Regional Science (2013)
- Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 
See also Journal Article in Journal of Urban Economics (2014)
- The Polish Wage Curve: Micro Panel Data Analysis Based on the Polish Labor Force Survey
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
2012
- A Generalized Spatial Panel Data Model with Random Effects
CESifo Working Paper Series, CESifo View citations (15)
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2009) View citations (20)
See also Journal Article in Econometric Reviews (2013)
- 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 (193)
See also Journal Article in Journal of Econometrics (2012)
- A Robust Hausman-Taylor Estimator
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (16)
- EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
See also Journal Article in Econometric Reviews (2015)
- Estimating and Forecasting With A Dynamic Spatial Panel Data Model
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (25)
Also in SERC Discussion Papers, Centre for Economic Performance, LSE (2011) View citations (7) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011) View citations (7)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)
- 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)
- On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (5)
- 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
- Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
Also in Working Papers, Singapore Management University, School of Economics (2010) View citations (3)
See also Journal Article in Econometrics Journal (2013)
- Testing for Spatial Lag and Spatial Error Dependence Using Double Length Artificial Regressions
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
See also Journal Article in Statistical Papers (2014)
- The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2012)
See also Journal Article in Spatial Economic Analysis (2013)
- The Hausman-Taylor Panel Data Model with Serial Correlation
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (7)
See also Journal Article in Statistics & Probability Letters (2012)
2011
- Instrument Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (22)
See also Journal Article in Economics Letters (2011)
- Loan Defaults in Africa
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (3)
- Medical Technology And The Production Of Health Care
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2011) View citations (3)
See also Journal Article in Empirical Economics (2012)
- Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (7)
See also Journal Article in AStA Advances in Statistical Analysis (2011)
- The Turkish Wage Curve: Evidence from the Household Labor Force Survey
Working Papers, Economic Research Forum View citations (2)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2011) View citations (5) Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2011) View citations (2)
See also Journal Article in Economics Letters (2012)
- The Turkish Wage Curve: Evidence from the Household Labor Force Survey (T�rkiye�de �cret Egrisi: Hanehalki Isg�c� Anketi�nden Bulgular)
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (1)
See also Journal Article in Economics Letters (2012)
- Why Do African Banks Lend so Little?
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (9)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2015)
2010
- A Dynamic Spatial Panel Data Approach to the German Wave Curve
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (4)
See also Journal Article in Economic Modelling (2012)
- 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 (178)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2010) View citations (178) Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2009) View citations (6)
See also Journal Article in Economic Modelling (2010)
- Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors: An Application to Hedonic Housing Prices in Paris
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
See also Journal Article in Journal of Urban Economics (2011)
- Panel Data Inference under Spatial Dependence
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (25)
Also in Working Papers ERMES, ERMES, University Paris 2 (2009) 
See also Journal Article in Economic Modelling (2010)
- Seemingly Unrelated Regressions With Spatial Error Components
Working Papers ERMES, ERMES, University Paris 2 
Also in Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University (2010) View citations (5)
See also Journal Article in Empirical Economics (2011)
- The African Credit Trap
Working Papers, University of Otago, Department of Economics View citations (2)
Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2010) View citations (2)
2009
- 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 (25)
See also Journal Article in Statistics & Probability Letters (2009)
- Forecasting with Spatial Panel Data
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (13)
Also in Working Papers ERMES, ERMES, University Paris 2 (2007) 
See also Journal Article in Computational Statistics & Data Analysis (2012)
- 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
- Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (1)
- Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain's Minimum Chi-Squared Test
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (4)
Also in Working Papers ERMES, ERMES, University Paris 2 (2007) 
See also Journal Article in Statistics & Probability Letters (2009)
2008
- Error Components Models
Post-Print, HAL View citations (7)
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2008) View citations (5)
- Financial Development and Openness: Evidence from Panel Data
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (32)
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 View citations (5)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) View citations (1)
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 View citations (3)
See also Journal Article in Journal of Econometrics (2010)
- Testing for Heteroskedasticity and Spatial Correlation in a Random Effects Panel Data Model
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (5)
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 (37)
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 View citations (9)
See also Journal Article in Annals of Economics and Statistics (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 (3)
- 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 (19)
See also Journal Article in Journal of Econometrics (2008)
- Financial Development, Openness and Institutions: Evidence from Panel Data
Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (34)
Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) View citations (42) WEF Working Papers, ESRC World Economy and Finance Research Programme, Birkbeck, University of London (2007) View citations (42)
- Forecasting with Panel Data
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (3)
Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank (2006) View citations (14)
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 (14)
- Worldwide Econometrics Rankings: 1989-2005
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (12)
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 (8)
Also in Working Papers ERMES, ERMES, University Paris 2 (2005) 
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 (77)
See also Journal Article in Spatial Economic Analysis (2006)
- Random effects and Spatial Autocorrelations with Equal Weights
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (9)
See also Journal Article in Econometric Theory (2006)
- Rational Alcohol Addiction: Evidence from the Russian Longitudinal Monitoring Survey
Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University View citations (36)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2006) View citations (39)
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 View citations (1)
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 (47)
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 (7)
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) 
See also Journal Article in Journal of Econometrics (2006)
2004
- Adaptive estimation of heteroskedastic error component model
Working Papers ERMES, ERMES, University Paris 2 
See also Journal Article in Econometric Reviews (2005)
- Testing for Serial Correlation, Spatial Autocorrelation and Random Effects
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (2)
Also in Econometric Society 2004 Far Eastern Meetings, Econometric Society (2004) View citations (4)
2003
- A Panel Data Study of Physicians’ Labor Supply: The Case of Norway
CESifo Working Paper Series, CESifo View citations (4)
Also in Working Papers in Economics, University of Bergen, Department of Economics (2003) View citations (7)
See also Journal Article in Health Economics (2005)
- Skill-Biased Technical Change in U.S. Manufacturing: A General Index Approach
IZA Discussion Papers, Institute of Labor Economics (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 (31)
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 (7)
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 (14)
Also in CESifo Working Paper Series, CESifo (2002) View citations (2) Working Papers in Economics, University of Bergen, Department of Economics (2002) View citations (2)
2000
- LM Tests for Functional Form and Spatial Correlation
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (6)
- 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 (386)
- THE EAST GERMAN WAGE CURVE: 1993-1998
ERSA conference papers, European Regional Science Association View citations (30)
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 (5)
1988
- INTERCOUNTRY EVIDENCE ON THE PERFORMANCE OF THE SIMPLE ERROR CORRECTION MECHANISM MODEL OF CONSUMPTION
Working Papers, Houston - Department of Economics
See also
Intercountry Evidence on the Performance of the Simple Error Correction Mechanism Model of Consumption, Empirical Economics, Springer
- 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 (4)
See also Journal Article in Annals of Economics and Finance (2002)
Journal Articles
2022
- Bayesian estimation of multivariate panel probits with higher‐order network interdependence and an application to firms' global market participation in Guangdong
Journal of Applied Econometrics, 2022, 37, (7), 1356-1378 
See also Working Paper (2022)
- Spatial wage curves for formal and informal workers in Turkey
Journal of Spatial Econometrics, 2022, 3, (1), 1-24 
See also Working Paper (2022)
2021
- Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Journal of Econometrics, 2021, 224, (2), 245-270 
See also Working Paper (2020)
- Estimating and testing high dimensional factor models with multiple structural changes
Journal of Econometrics, 2021, 220, (2), 349-365 View citations (10)
See also Working Paper (2019)
2020
- Forecasting with unbalanced panel data
Journal of Forecasting, 2020, 39, (5), 709-724 
See also Working Paper (2020)
- Testing for shifts in a time trend panel data model with serially correlated error component disturbances
Econometric Reviews, 2020, 39, (8), 745-762 View citations (2)
See also Working Paper (2019)
2019
- A time-space dynamic panel data model with spatial moving average errors
Regional Science and Urban Economics, 2019, 76, (C), 13-31 View citations (6)
See also Working Paper (2018)
- Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients
Annals of Economics and Statistics, 2019, (134), 43-77 View citations (3)
- Contagious exporting and foreign ownership: Evidence from firms in Shanghai using a Bayesian spatial bivariate probit model
Regional Science and Urban Economics, 2019, 76, (C), 125-146 View citations (2)
See also Working Paper (2018)
- Partial Distributional Policy Effects Under Endogeneity
Sankhya B: The Indian Journal of Statistics, 2019, 81, (1), 123-145 View citations (1)
- Structural changes in heterogeneous panels with endogenous regressors
Journal of Applied Econometrics, 2019, 34, (6), 883-892 View citations (3)
See also Working Paper (2019)
- The effect of education on health: Evidence from the 1997 compulsory schooling reform in Turkey
Regional Science and Urban Economics, 2019, 77, (C), 205-221 View citations (2)
See also Working Paper (2019)
2018
- Generalized spatial autocorrelation in a panel-probit model with an application to exporting in China
Empirical Economics, 2018, 55, (1), 193-211 View citations (3)
- Network effects on labor contracts of internal migrants in China: a spatial autoregressive model
Empirical Economics, 2018, 55, (1), 265-296 View citations (3)
See also Working Paper (2017)
- Robust linear static panel data models using ε-contamination
Journal of Econometrics, 2018, 202, (1), 108-123 View citations (9)
See also Working Paper (2017)
- Special issue on spatial econometrics in honor of Ingmar Prucha: editors’ introduction
Empirical Economics, 2018, 55, (1), 1-5
2017
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
Econometric Reviews, 2017, 36, (6-9), 853-882 View citations (2)
See also Working Paper (2016)
- Determinants of firm-level domestic sales and exports with spillovers: Evidence from China
Journal of Econometrics, 2017, 199, (2), 184-201 View citations (5)
See also Working Paper (2017)
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
Econometric Reviews, 2017, 36, (1-3), 85-102 View citations (26)
See also Working Paper (2015)
- Ethnic Fractionalization, Governance and Loan Defaults in Africa
Oxford Bulletin of Economics and Statistics, 2017, 79, (4), 435-462 View citations (2)
See also Working Paper (2015)
- Health Care Expenditure and Income: A Global Perspective
Health Economics, 2017, 26, (7), 863-874 View citations (42)
See also Working Paper (2016)
- Identification and estimation of a large factor model with structural instability
Journal of Econometrics, 2017, 197, (1), 87-100 View citations (32)
See also Working Paper (2016)
- Replication of unconditional Quantile Regressions by Firpo, Fortin and Lemieux (2009)
Journal of Applied Econometrics, 2017, 32, (1), 218-223 View citations (6)
- Special issue on forecasting, use of survey data on expectations, and panel data applications: editors’ introduction
Empirical Economics, 2017, 53, (1), 1-6
- The Brazilian wage curve: new evidence from the National Household Survey
Empirical Economics, 2017, 53, (1), 267-286 View citations (9)
See also Working Paper (2014)
2016
- Cross‐Sectional Dependence in Panel Data Models: A Special Issue
Journal of Applied Econometrics, 2016, 31, (1), 1-3 View citations (7)
- Estimation of heterogeneous panels with structural breaks
Journal of Econometrics, 2016, 191, (1), 176-195 View citations (50)
See also Working Paper (2015)
- Estimation of structural gravity quantile regression models
Empirical Economics, 2016, 50, (1), 5-15 View citations (16)
- Firm‐Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman‐Taylor Approach
Journal of Applied Econometrics, 2016, 31, (1), 214-248 View citations (17)
See also Working Paper (2014)
- Prediction in a Generalized Spatial Panel Data Model with Serial Correlation
Journal of Forecasting, 2016, 35, (7), 573-591 View citations (1)
See also Working Paper (2016)
- Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model
Econometric Reviews, 2016, 35, (4), 638-658 View citations (2)
- Special issue on the estimation of gravity models of bilateral trade: Editors’ introduction
Empirical Economics, 2016, 50, (1), 1-4
- Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation
Econometrics, 2016, 4, (4), 1-24 View citations (18)
See also Working Paper (2016)
- Welfare Reform and Children's Health
Health Economics, 2016, 25, (3), 277-291 View citations (1)
See also Working Paper (2014)
2015
- Cointegration of matched home purchases and rental price indexes — Evidence from Singapore
Regional Science and Urban Economics, 2015, 55, (C), 80-88 View citations (6)
See also Working Paper (2015)
- EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects
Econometric Reviews, 2015, 34, (6-10), 659-694 View citations (23)
See also Working Paper (2012)
- Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects
Journal of Applied Econometrics, 2015, 30, (3), 509-528 View citations (6)
See also Working Paper (2013)
- On testing for sphericity with non-normality in a fixed effects panel data model
Statistics & Probability Letters, 2015, 98, (C), 123-130 View citations (3)
See also Working Paper (2014)
- Sources of productivity spillovers: panel data evidence from China
Journal of Productivity Analysis, 2015, 43, (3), 389-402 View citations (12)
See also Working Paper (2014)
- Why Do African Banks Lend So Little?
Oxford Bulletin of Economics and Statistics, 2015, 77, (3), 339-359 View citations (16)
See also Working Paper (2011)
2014
- Estimating and Forecasting with a Dynamic Spatial Panel Data Model
Oxford Bulletin of Economics and Statistics, 2014, 76, (1), 112-138 View citations (52)
See also Working Paper (2012)
- FURTHER EVIDENCE ON THE SPATIO‐TEMPORAL MODEL OF HOUSE PRICES IN THE UNITED STATES
Journal of Applied Econometrics, 2014, 29, (3), 515-522 View citations (13)
- Hospital treatment rates and spillover effects: Does ownership matter?
Regional Science and Urban Economics, 2014, 49, (C), 193-202 View citations (16)
See also Working Paper (2014)
- MULTILEVEL AND SPILLOVER EFFECTS ESTIMATED FOR SPATIAL PANEL DATA, WITH APPLICATION TO ENGLISH HOUSE PRICES
Region et Developpement, 2014, 40, 25-36 View citations (1)
- Prediction in a spatial nested error components panel data model
International Journal of Forecasting, 2014, 30, (3), 407-414
- Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices
Journal of Urban Economics, 2014, 80, (C), 76-86 View citations (27)
See also Working Paper (2013)
- Testing for spatial lag and spatial error dependence using double length artificial regressions
Statistical Papers, 2014, 55, (2), 477-486 View citations (2)
See also Working Paper (2012)
- The spatial Polish wage curve with gender effects: Evidence from the Polish Labor Survey
Regional Science and Urban Economics, 2014, 49, (C), 36-47 View citations (16)
See also Working Paper (2014)
2013
- A Generalized Spatial Panel Data Model with Random Effects
Econometric Reviews, 2013, 32, (5-6), 650-685 View citations (59)
See also Working Paper (2012)
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data
Econometric Reviews, 2013, 32, (5-6), 543-546 View citations (4)
- Estimation and prediction in the random effects model with AR(p) remainder disturbances
International Journal of Forecasting, 2013, 29, (1), 100-107 View citations (5)
See also Working Paper (2012)
- Heteroskedasticity and non-normality robust LM tests for spatial dependence
Regional Science and Urban Economics, 2013, 43, (5), 725-739 View citations (20)
See also Working Paper (2013)
- How different are the wage curves for formal and informal workers? Evidence from Turkey
Papers in Regional Science, 2013, 92, (2), 271-283 View citations (14)
See also Working Paper (2013)
- Obituary
Empirical Economics, 2013, 45, (3), 1383-1384
- Prediction in an Unbalanced Nested Error Components Panel Data Model
Journal of Forecasting, 2013, 32, (8), 755-768 View citations (1)
- Prediction in the Random Effects Model with MA (q) Remainder Disturbances
Journal of Forecasting, 2013, 32, (4), 333-338 View citations (1)
- Standardized LM tests for spatial error dependence in linear or panel regressions
Econometrics Journal, 2013, 16, (1), 103-134 View citations (34)
See also Working Paper (2012)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test
Statistical Papers, 2013, 54, (4), 1067-1094 View citations (7)
- The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term
Spatial Economic Analysis, 2013, 8, (3), 241-270 View citations (5)
See also Working Paper (2012)
2012
- A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Journal of Econometrics, 2012, 170, (1), 164-177 View citations (198)
See also Working Paper (2012)
- A dynamic spatial panel data approach to the German wage curve
Economic Modelling, 2012, 29, (1), 12-21 View citations (35)
See also Working Paper (2010)
- Forecasting with spatial panel data
Computational Statistics & Data Analysis, 2012, 56, (11), 3381-3397 View citations (30)
See also Working Paper (2009)
- Medical technology and the production of health care
Empirical Economics, 2012, 42, (2), 395-411 View citations (30)
See also Working Paper (2011)
- Special issue on health econometrics: editors’ introduction
Empirical Economics, 2012, 42, (2), 365-368
- The Hausman–Taylor panel data model with serial correlation
Statistics & Probability Letters, 2012, 82, (7), 1401-1406 View citations (8)
See also Working Paper (2012)
- The Turkish wage curve: Evidence from the Household Labor Force Survey
Economics Letters, 2012, 114, (1), 128-131 View citations (17)
See also Working Paper (2011) Working Paper (2011)
2011
- An improved generalized moments estimator for a spatial moving average error model
Economics Letters, 2011, 113, (3), 282-284 View citations (8)
- Instrumental variable estimation of a spatial autoregressive panel model with random effects
Economics Letters, 2011, 111, (2), 135-137 View citations (30)
See also Working Paper (2011)
- Introduction to the special issue
Empirical Economics, 2011, 40, (1), 1-4 View citations (5)
Also in Empirical Economics, 2011, 41, (1), 1-5 (2011) View citations (7)
- 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 (39)
See also Working Paper (2010)
- Seemingly unrelated regressions with spatial error components
Empirical Economics, 2011, 40, (1), 5-49 View citations (25)
See also Working Paper (2010)
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary
AStA Advances in Statistical Analysis, 2011, 95, (4), 329-350 View citations (7)
See also Working Paper (2011)
- Testing for sphericity in a fixed effects panel data model
Econometrics Journal, 2011, 14, (1), 25-47 View citations (20)
Also in Econometrics Journal, 2011, 14, 25-47 (2011) View citations (16)
2010
- Health care expenditure and income in the OECD reconsidered: Evidence from panel data
Economic Modelling, 2010, 27, (4), 804-811 View citations (177)
See also Working Paper (2010)
- Narrow Replication of Serlenga and Shin (2007) gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors
Journal of Applied Econometrics, 2010, 25, (3), 505-506 View citations (3)
- Panel data inference under spatial dependence
Economic Modelling, 2010, 27, (6), 1368-1381 View citations (25)
See also Working Paper (2010)
- Spurious spatial regression with equal weights
Statistics & Probability Letters, 2010, 80, (21-22), 1640-1642 View citations (1)
- Testing for heteroskedasticity and serial correlation in a random effects panel data model
Journal of Econometrics, 2010, 154, (2), 122-124 View citations (34)
See also Working Paper (2008)
2009
- A note on the application of EC2SLS and EC3SLS estimators in panel data models
Statistics & Probability Letters, 2009, 79, (20), 2189-2192 View citations (25)
See also Working Paper (2009)
- Financial development and openness: Evidence from panel data
Journal of Development Economics, 2009, 89, (2), 285-296 View citations (371)
See also Working Paper (2008)
- Longitudinal Data Analysis
Journal of the Royal Statistical Society Series A, 2009, 172, (4), 939-940 View citations (3)
- New evidence on the dynamic wage curve for Western Germany: 1980-2004
Labour Economics, 2009, 16, (1), 47-51 View citations (33)
See also Working Paper (2008)
- Spatial lag test with equal weights
Economics Letters, 2009, 104, (2), 81-82 View citations (3)
- Testing for heteroskedasticity and spatial correlation in a random effects panel data model
Computational Statistics & Data Analysis, 2009, 53, (8), 2897-2922 View citations (12)
See also Working Paper (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 View citations (5)
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 View citations (16)
- Estimating regional trade agreement effects on FDI in an interdependent world
Journal of Econometrics, 2008, 145, (1-2), 194-208 View citations (100)
See also Working Paper (2007)
- Forecasting with panel data
Journal of Forecasting, 2008, 27, (2), 153-173 View citations (408)
See also Working Paper (2007)
- Introduction
Empirical Economics, 2008, 34, (1), 1-4 View citations (1)
- Testing for random effects and spatial lag dependence in panel data models
Statistics & Probability Letters, 2008, 78, (18), 3304-3306 View citations (36)
See also Working Paper (2008)
2007
- A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances
Annals of Economics and Statistics, 2007, (87-88), 11-38 View citations (8)
See also Working Paper (2007)
- Alternative ways of obtaining Hausman's test using artificial regressions
Statistics & Probability Letters, 2007, 77, (13), 1413-1417 View citations (1)
- Analysis of spatially dependent data
Journal of Econometrics, 2007, 140, (1), 1-4 View citations (17)
- Comments on: Panel data analysis—advantages and challenges
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2007, 16, (1), 28-30 View citations (1)
- Estimating models of complex FDI: Are there third-country effects?
Journal of Econometrics, 2007, 140, (1), 260-281 View citations (335)
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 View citations (85)
- Intra- and Extra-Euro Area Import Demand for Manufactures
Applied Economics Quarterly (formerly: Konjunkturpolitik), 2007, 53, (3), 221-241 View citations (5)
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 View citations (12)
- Panel unit root tests and spatial dependence
Journal of Applied Econometrics, 2007, 22, (2), 339-360 View citations (118)
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 (7)
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 (144)
- WORLDWIDE ECONOMETRICS RANKINGS: 1989–2005
Econometric Theory, 2007, 23, (5), 952-1012 View citations (10)
See also Working Paper (2007)
2006
- AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
Econometric Theory, 2006, 22, (6), 1191-1194 View citations (9)
- Estimating an economic model of crime using panel data from North Carolina
Journal of Applied Econometrics, 2006, 21, (4), 543-547 View citations (42)
Also in Journal of Applied Econometrics, 2006, 21, (4), 543-547 (2006) View citations (2)
- Joint LM test for homoskedasticity in a one-way error component model
Journal of Econometrics, 2006, 134, (2), 401-417 View citations (28)
See also Working Paper (2005)
- Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor
Spatial Economic Analysis, 2006, 1, (2), 175-185 View citations (79)
See also Working Paper (2006)
- RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
Econometric Theory, 2006, 22, (5), 973-984 View citations (11)
See also Working Paper (2006)
- Rational alcohol addiction: evidence from the Russian longitudinal monitoring survey
Health Economics, 2006, 15, (9), 893-914 View citations (38)
See also Working Paper (2006)
- Transaction tax and stock market behavior: evidence from an emerging market
Empirical Economics, 2006, 31, (2), 393-408 View citations (90)
- Unbalanced panel data: A survey
Statistical Papers, 2006, 47, (4), 493-523 View citations (53)
2005
- A panel data study of physicians' labor supply: the case of Norway
Health Economics, 2005, 14, (10), 1035-1045 View citations (52)
See also Working Paper (2003)
- ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS
Econometric Reviews, 2005, 24, (1), 39-58 View citations (6)
See also Working Paper (2004)
- Skill-biased technical change in US manufacturing: a general index approach
Journal of Econometrics, 2005, 126, (2), 549-570 View citations (19)
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, (2), 483-484 View citations (3)
2004
- 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation—Solution
Econometric Theory, 2004, 20, (5), 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, (1), 223-224 View citations (5)
- Comment
Journal of Business & Economic Statistics, 2004, 22, 163-164
- Introduction
Empirical Economics, 2004, 29, (1), 1-4
- State tax changes and quasi-experimental price elasticities of U.S. cigarette demand: An update
Journal of Economics and Finance, 2004, 28, (3), 422-429 View citations (2)
- Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
Empirical Economics, 2004, 29, (1), 107-113 View citations (35)
2003
- 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation
Econometric Theory, 2003, 19, (5), 879-879
- A generalized design for bilateral trade flow models
Economics Letters, 2003, 80, (3), 391-397 View citations (180)
- Fixed effects, random effects or Hausman-Taylor?: A pretest estimator
Economics Letters, 2003, 79, (3), 361-369 View citations (171)
- Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption
Empirical Economics, 2003, 28, (4), 795-811 View citations (61)
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 (290)
See also Working Paper (2002)
- WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989–1999: AN UPDATE
Econometric Theory, 2003, 19, (1), 165-224 View citations (15)
- Wage policy in the health care sector: a panel data analysis of nurses' labour supply
Health Economics, 2003, 12, (9), 705-719 View citations (32)
2002
- A comparative study of alternative estimators for the unbalanced two-way error component regression model
Econometrics Journal, 2002, 5, (2), 480-493 View citations (10)
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: Some empirical evidence from US electricity and natural-gas consumption
Economics Letters, 2002, 76, (3), 375-382 View citations (70)
- LM Tests for the Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors
Annals of Economics and Statistics, 2002, (65), 219-268 View citations (2)
- On instrumental variable estimation of semiparametric dynamic panel data models
Economics Letters, 2002, 76, (1), 1-9 View citations (28)
- Rational addiction to alcohol: panel data analysis of liquor consumption
Health Economics, 2002, 11, (6), 485-491 View citations (48)
- SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL
Econometric Reviews, 2002, 21, (2), 167-187 View citations (10)
- Series Estimation of Partially Linear Panel Data Models with Fixed Effects
Annals of Economics and Finance, 2002, 3, (1), 103-116 View citations (126)
See also Working Paper
2001
- DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE
Econometric Reviews, 2001, 20, (1), 31-40 View citations (21)
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS
Econometric Reviews, 2001, 20, (4), 445-460 View citations (6)
- LM Tests for Functional Form and Spatial Error Correlation
International Regional Science Review, 2001, 24, (2), 194-225 View citations (28)
- The Econometrics of Rational Addiction: The Case of Cigarettes
Journal of Business & Economic Statistics, 2001, 19, (4), 449-54 View citations (59)
- The unbalanced nested error component regression model
Journal of Econometrics, 2001, 101, (2), 357-381 View citations (60)
2000
- Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
Economics Letters, 2000, 69, (1), 9-14 View citations (6)
- SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
Econometric Theory, 2000, 16, (2), 269-279 View citations (32)
- The East German wage curve 1993-1998
Economics Letters, 2000, 69, (1), 25-31 View citations (31)
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 (103)
1999
- Applied Econometrics Rankings: 1989-1995
Journal of Applied Econometrics, 1999, 14, (4), 423-41 View citations (11)
- Specification Tests in Panel Data Models Using Artificial Regressions
Annals of Economics and Statistics, 1999, (55-56), 277-297 View citations (5)
- UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
Econometric Theory, 1999, 15, (6), 814-823 View citations (344)
1998
- Excess capacity: a permanent characteristic of US airlines?
Journal of Applied Econometrics, 1998, 13, (6), 645-657 View citations (11)
- The German wage curve: evidence from the IAB employment sample
Economics Letters, 1998, 61, (2), 135-142 View citations (111)
- WORLDWIDE INSTITUTIONAL RANKINGS IN ECONOMETRICS: 1989–1995
Econometric Theory, 1998, 14, (1), 1-43 View citations (11)
1997
- Econometric Analysis of Panel DataBadi H. Baltagi Wiley, 1995
Econometric Theory, 1997, 13, (5), 747-754 View citations (152)
- Monte Carlo Results on Pure and Pretest Estimators of an Error Component Model with Autocorrelated Disturbances
Annals of Economics and Statistics, 1997, (48), 69-82 View citations (4)
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
Journal of Econometrics, 1997, 77, (2), 303-327 View citations (211)
- Testing linear and loglinear error components regressions against Box-Cox alternatives
Statistics & Probability Letters, 1997, 33, (1), 63-68 View citations (6)
1996
- 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 (5)
- A nonparametric test for poolability using panel data
Journal of Econometrics, 1996, 75, (2), 345-367 View citations (57)
- Testing for random individual and time effects using a Gauss-Newton regression
Economics Letters, 1996, 50, (2), 189-192 View citations (9)
1995
- A Dynamic Demand Model for Liquor: The Case for Pooling
The Review of Economics and Statistics, 1995, 77, (3), 545-54 View citations (40)
- Airline Deregulation: The Cost Pieces of the Puzzle
International Economic Review, 1995, 36, (1), 245-60 View citations (54)
- Editor's introduction Panel data
Journal of Econometrics, 1995, 68, (1), 1-4 View citations (10)
- Public Capital Stock and State Productivity Growth: Further Evidence from an Error Components Model
Empirical Economics, 1995, 20, (2), 351-59 View citations (85)
- Testing AR(1) against MA(1) disturbances in an error component model
Journal of Econometrics, 1995, 68, (1), 133-151 View citations (86)
- The Measurement of Firm-Specific Indexes of Technical Change
The Review of Economics and Statistics, 1995, 77, (4), 654-63 View citations (20)
1994
- Estimating Error Component Models With General MA(q) Disturbances
Econometric Theory, 1994, 10, (2), 396-408 View citations (7)
- 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 (73)
1993
- Monte Carlo results on several new and existing tests for the error component model (Vol. 54, No. 1-3 (1992) pp. 95-120)
Journal of Econometrics, 1993, 59, (3), 405-405 View citations (1)
1992
- A Note on the Estimation of Simultaneous Equations with Error Components
Econometric Theory, 1992, 8, (1), 113-119 View citations (29)
- A Survey of Recent Theoretical Developments in the Econometrics of Panel Data
Empirical Economics, 1992, 17, (1), 85-109 View citations (19)
- 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)
- Cigarette taxation: Raising revenues and reducing consumption
Structural Change and Economic Dynamics, 1992, 3, (2), 321-335 View citations (44)
- Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations
Journal of Econometrics, 1992, 52, (3), 371-380 View citations (6)
- 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 (32)
- 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 (27)
- A transformation that will circumvent the problem of autocorrelation in an error-component model
Journal of Econometrics, 1991, 48, (3), 385-393 View citations (48)
1990
- On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators
Journal of Applied Econometrics, 1990, 5, (4), 401-06 View citations (48)
- Quasi-Experimental Price Elasticity of Liquor Demand in the United States: 1960–83
American Journal of Agricultural Economics, 1990, 72, (2), 451-454 View citations (8)
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 (2)
- Applications of a necessary and sufficient condition for OLS to be BLUE
Statistics & Probability Letters, 1989, 8, (5), 457-461 View citations (5)
- Further Monte Carlo Evidence on Seemingly Unrelated Regressions with Unequal Number of Observations
Annals of Economics and Statistics, 1989, (14), 103-115 View citations (8)
1988
- A General Index of Technical Change
Journal of Political Economy, 1988, 96, (1), 20-41 View citations (150)
- A Generalized Error Component Model with Heteroscedastic Disturbances
International Economic Review, 1988, 29, (4), 745-53 View citations (27)
1987
- On Estimating from a More General Time-Series Cum Cross-Section Data Structure
The American Economist, 1987, 31, (2), 69-71 View citations (5)
- Quasi-Experimental Price Elasticities of Cigarette Demand and the Bootlegging Effect
American Journal of Agricultural Economics, 1987, 69, (4), 750-754 View citations (14)
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 (164)
- Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques
Econometric Theory, 1986, 2, (3), 429-440 View citations (10)
1985
- Pooling cross-sections with unequal time-series lengths
Economics Letters, 1985, 18, (2-3), 133-136 View citations (38)
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 (34)
- Short and Long Run Effects in Pooled Models
International Economic Review, 1984, 25, (3), 631-45 View citations (88)
- U.S. Gasoline Demand: What Next?
The Energy Journal, 1984, Volume 5, (Number 1), 129-140 View citations (1)
1983
- Gasoline demand in the OECD: An application of pooling and testing procedures
European Economic Review, 1983, 22, (2), 117-137 View citations (96)
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 (27)
- Simultaneous equations with error components
Journal of Econometrics, 1981, 17, (2), 189-200 View citations (160)
See also Chapter (2021)
1980
- On Seemingly Unrelated Regressions with Error Components
Econometrica, 1980, 48, (6), 1547-51 View citations (45)
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2015
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2011
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2002
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2021
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Also in Chapter 10 in Handbook of Research Methods and Applications in Empirical Macroeconomics, 2013, pp 229-248 (2013) View citations (2)
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Springer
See also Journal Article in Econometrica (1980)
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See also Journal Article in Journal of Econometrics (1981)
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2020
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See also Working Paper (2020)
2016
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A chapter in Spatial Econometrics: Qualitative and Limited Dependent Variables, 2016, vol. 37, pp 119-144 View citations (2)
See also Working Paper (2016)
2015
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Also in Springer (2011)
- Generalized Least Squares
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Also in Springer (2011)
- Limited Dependent Variables
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Also in Springer (2011)
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Also in Springer (2011)
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2014
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See also Working Paper (2015)
2013
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2011
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2009
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2004
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Editor
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