Badi H. Baltagi

发表

Autocorrelation in Regression

Badi H. Baltagi, 2011, International Encyclopedia of Statistical Science.

Unbalanced panel data: A survey

Badi H. Baltagi, Seuck Heun Song, B. Baltagi, 2006 .

Special issue on forecasting, use of survey data on expectations, and panel data applications: editors’ introduction

Badi H. Baltagi, 2017 .

Panel Data (Update)

Badi H. Baltagi, 2004 .

12 SPECIFICATION ISSUES

Badi H. Baltagi, B. Baltagi, 1996 .

Testing for spatial lag and spatial error dependence using double length artificial regressions

Badi H. Baltagi, Long Liu, 2014 .

Robust Dynamic Panel Data Models Using ε-Contamination

Badi H. Baltagi, Georges Bresson, Guy Lacroix, 2022, Advances in Econometrics.

Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model

Badi H. Baltagi, Seuck Heun Song, Jae Hyeok Kwon, 2010 .

Panel Data—II

Badi H. Baltagi, B. Baltagi, 2006 .

On instrumental variable estimation of semiparametric dynamic panel data models

Badi H. Baltagi, Qi Li, 2002 .

Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test

Badi H. Baltagi, Chihwa Kao, Sanggon Na, 2013 .

Dynamic Panel Data Models

Badi H. Baltagi, B. Baltagi, 2021, Springer Texts in Business and Economics.

Estimation of Heterogeneous Panels with Structural Breaks

Badi H. Baltagi, Chihwa Kao, Qu Feng, 2016 .

A survey of recent theoretical developments in the econometrics of panel data

Badi H. Baltagi, Baldev Raj, B. Raj, 1992 .

Cross‐Sectional Dependence in Panel Data Models: A Special Issue

Badi H. Baltagi, Jushan Bai, Hashem Pesaran, 2016 .

Time-Series Analysis

Badi H. Baltagi, B. Baltagi, 2012, Classroom Companion: Economics.

Forecasting with Panel Data

Badi H. Baltagi, B. Baltagi, B. Baltagi, 2007, SSRN Electronic Journal.

Specification Tests in Panel Data Models Using Artificial Regressions

Badi H. Baltagi, B. Baltagi, 1999 .

Prediction in the random effects model with MA (q) remainder disturbances

Badi H. Baltagi, Long Liu, 2012 .

Error Components Models

Badi H. Baltagi, Patrick Sevestre, Laszlo Matyas, 2008 .

Regression Diagnostics and Specification Tests

Badi H. Baltagi, B. Baltagi, 2012, Classroom Companion: Economics.

Modelling Housing Using Multi-dimensional Panel Data

Badi H. Baltagi, Georges Bresson, B. Baltagi, 2017 .

Pooling Time-Series of Cross-Section Data

Badi H. Baltagi, B. Baltagi, 2012, Classroom Companion: Economics.

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

Badi H. Baltagi, 2010 .

Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey

Badi H. Baltagi, Chihwa Kao, 2000 .

Forecasting with Spatial Panel Data

Badi H. Baltagi, Alain Pirotte, Georges Bresson, 2012, Comput. Stat. Data Anal..

Test of Hypotheses with Panel Data

Badi H. Baltagi, B. Baltagi, B. Baltagi, 2021 .

Heteroskedasticity and Serial Correlation in the Error Component Model

Badi H. Baltagi, B. Baltagi, 2021 .

Limited Dependent Variables and Panel Data

Badi H. Baltagi, B. Baltagi, B. Baltagi, 2021 .

Limited Dependent Variables and Discrete Choice Modelling

Badi H. Baltagi, 2021 .

Unbalanced Panel Data Models

Badi H. Baltagi, B. Baltagi, B. Baltagi, 2021 .

The One-Way Error Component Regression Model

Badi H. Baltagi, B. Baltagi, B. Baltagi, 2021 .

A transformation that will circumvent the problem of autocorrelation in an error-component model

Badi H. Baltagi, Qi Li, 1991 .

Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary

Badi H. Baltagi, Chihwa Kao, B. Baltagi, 2011 .

To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand

Badi H. Baltagi, J. M. Griffin, James M. Griffin, 2000, Review of Economics and Statistics.

Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression

Badi H. Baltagi, 1995 .

A Companion to Econometric Analysis of Panel Data

Badi H. Baltagi, 2009 .

A monotonic property for iterative GLS in the two-way random effects model

Badi H. Baltagi, Qi Li, Qi Li, 1992 .

A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data

Badi H. Baltagi, Qi Li, 1990 .

Heteroskedastic Fixed Effects Models

Badi H. Baltagi, B. Baltagi, 1996, Econometric Theory.

Joint LM Test for Homoskedasticity in a One-Way Error Component Model

Badi H. Baltagi, Alain Pirotte, Georges Bresson, 2005 .

The error components regression model: conditional relative efficiency comparisons

Badi H. Baltagi, B. Baltagi, 1990 .

An Alternative Heteroscedastic Error Components Model

Badi H. Baltagi, B. Baltagi, B. Baltagi, 1988, Econometric Theory.

LM Tests for Functional Form and Spatial Error Correlation

Badi H. Baltagi, Dong Li, Dong Li, 2001 .

Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques

Badi H. Baltagi, B. Baltagi, 1986, Econometric Theory.

Testing linear and loglinear error components regressions against Box-Cox alternatives

Badi H. Baltagi, B. Baltagi, 1997 .

Applied Econometrics Rankings: 1989-1995

Badi H. Baltagi, B. Baltagi, 1999 .

Prediction in the one‐way error component model with serial correlation

Badi H. Baltagi, Ql Li, 1992 .

DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE

Badi H. Baltagi, Dong Li, 2001 .

Panel Unit Root Tests and Spatial Dependence

Badi H. Baltagi, Alain Pirotte, Georges Bresson, 2006 .

Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

Badi H. Baltagi, Chihwa Kao, Long Liu, 2017 .

Transaction tax and stock market behavior: evidence from an emerging market

Badi H. Baltagi, Dong Li, Qi Li, 2006 .

Testing for Serial Correlation, Spatial Autocorrelation and Random Effects

Badi H. Baltagi, Seuck Heun Song, Byoung Cheol Jung, 2004 .

A general condition for an optimal limiting efficiency of OLS in the general linear regression model

Badi H. Baltagi, Walter Krämer, 1996 .

Incomplete panels: A comparative study of alternative estimators for the unbalanced one-way error component regression model

Badi H. Baltagi, B. Baltagi, Youngjae Chang, 1994 .

Pooling: An experimental study of alternative testing and estimation procedures in a two-way error component model

Badi H. Baltagi, B. Baltagi, B. Baltagi, 1981 .

WORLDWIDE INSTITUTIONAL RANKINGS IN ECONOMETRICS: 1989–1995

Badi H. Baltagi, B. Baltagi, 1998, Econometric Theory.

The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data

Badi H. Baltagi, 1989 .

ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS

Badi H. Baltagi, Alain Pirotte, Georges Bresson, 2005 .

Testing for Random Effects and Spatial Lag Dependence in Panel Data Models

Badi H. Baltagi, Long Liu, B. Baltagi, 2008 .

SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS

Badi H. Baltagi, B. Baltagi, Youngjae Chang, 2000, Econometric Theory.

Monte Carlo Results on Pure and Pretest Estimators of an Error Component Model with Autocorrelated Disturbances

Badi H. Baltagi, Qi Li, Qi Li, 1997 .

Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption

Badi H. Baltagi, Alain Pirotte, Georges Bresson, 2003 .

Estimating dynamic demand for cigarettes using panel data: the effects of bootlegging, taxation and advertising reconsidered

Badi H. Baltagi, Dan Levin, Dan Levin, 1986 .

Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices

Badi H. Baltagi, Alain Pirotte, Bernard Fingleton, 2014 .

Panel Data Inference Under Spatial Dependence

Badi H. Baltagi, Alain Pirotte, 2010 .

Hausman's Specification Test as a Gauss-Newton Regression

Badi H. Baltagi, 1997 .

Prediction in the Panel Data Model with Spatial Correlation

Badi H. Baltagi, Dong Li, 2004 .

Monte Carlo results on several new and existing tests for the error component model

Badi H. Baltagi, Qi Li, Qi Li, 1992 .

Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation

Badi H. Baltagi, Dong Li, Dong Li, 2000 .

An Overview of Dependence in Cross-Section, Time-Series, and Panel Data

Badi H. Baltagi, Esfandiar Maasoumi, E. Maasoumi, 2013 .

The General Linear Model: The Basics

Badi H. Baltagi, B. Baltagi, B. Baltagi, 1998 .

Spatial econometrics: Methods and applications

Badi H. Baltagi, Giuseppe Arbia, 2008 .

EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects

Badi H. Baltagi, B. Baltagi, Ying Deng, 2015 .

WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989–1999: AN UPDATE

Badi H. Baltagi, 2003, Econometric Theory.

SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL

Badi H. Baltagi, Seuck Heun Song, Byoung Cheol Jung, 2002 .

A Dynamic Demand Model for Liquor: The Case for Pooling

Badi H. Baltagi, J. M. Griffin, James M. Griffin, 1995 .

Variance Component Estimation Under Misspecification

Badi H. Baltagi, Qi Li, 1991 .

Simultaneous Equations with Error Components

Badi H. Baltagi, B. Baltagi, B. Baltagi, 1981, Springer Texts in Business and Economics.

RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS

Badi H. Baltagi, 2006, Econometric Theory.

LM Tests for the Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors

Badi H. Baltagi, Seuck Heun Song, Byoung Cheol Jung, 2002 .

Analysis of spatially dependent data

Badi H. Baltagi, Harry H. Kelejian, Ingmar R. Prucha, 2007 .

Testing for random individual and time effects using a Gauss-Newton regression

Badi H. Baltagi, B. Baltagi, 1996 .

Recent Developments in the Econometrics of Panel Data

Badi H. Baltagi, 2002 .

A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances

Badi H. Baltagi, Michael Pfaffermayr, Peter Egger, 2007 .

Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects

Badi H. Baltagi, Georges Bresson, Jean-Michel Etienne, 2015 .

A Joint Test for Functional Form and Random Individual Effects

Badi H. Baltagi, 1997 .

Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations

Badi H. Baltagi, Qi Li, Qi Li, 1992 .

A joint test for serial correlation and random individual effects

Badi H. Baltagi, Qi Li, Qi Li, 1991 .

A lagrange multiplier test for the error components model with incomplete panels

Badi H. Baltagi, Qi Li, Qi Li, 1990 .

Cigarette taxation: Raising revenues and reducing consumption

Badi H. Baltagi, Dan Levin, Dan Levin, 1992 .

Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline

Badi H. Baltagi, J. M. Griffin, James M. Griffin, 1997 .

The Efficiency of OLS in a Seemingly Unrelated Regressions Model

Badi H. Baltagi, B. Baltagi, 1988, Econometric Theory.

Public capital stock and state productivity growth: Further evidence from an error components model

Badi H. Baltagi, B. Baltagi, Nat Pinnoi, 1995 .

Prediction with a Two-Way Error Component Regression Model

Badi H. Baltagi, 1988 .

Gasoline demand in the OECD: An application of pooling and testing procedures

Badi H. Baltagi, J. M. Griffin, James M. Griffin, 1983 .

A General Index of Technical Change

Badi H. Baltagi, J. M. Griffin, James M. Griffin, 1988, Journal of Political Economy.

Airline Deregulation: The Cost Pieces of the Puzzle

Badi H. Baltagi, J. M. Griffin, James M. Griffin, 1995 .

Panel data econometrics : theoretical contributions and empirical applications

Badi H. Baltagi, B. Baltagi, 2006 .

A companion to theoretical econometrics

Badi H. Baltagi, B. Baltagi, B. Baltagi, 2003 .

Applications of a necessary and sufficient condition for OLS to be BLUE

Badi H. Baltagi, B. Baltagi, 1989 .

Excess capacity: a permanent characteristic of US airlines?

Badi H. Baltagi, James M. Griffin, Sharada R Vadali, 1998 .

Estimating models of complex FDI: Are there third-country effects?

Badi H. Baltagi, Michael Pfaffermayr, B. Baltagi, 2007 .

The Differencing Test in a Regression with Equicorrelated Disturbances

Badi H. Baltagi, 1990 .

Multiple Regression Analysis

Badi H. Baltagi, 1998 .

The Oxford Handbook of Panel Data

Badi H. Baltagi, B. Baltagi, 2014 .

Short and Long Run Effects in Pooled Models

Badi H. Baltagi, J. M. Griffin, James M. Griffin, 1984 .

Fixed effects, random effects or Hausman–Taylor?: A pretest estimator

Badi H. Baltagi, Alain Pirotte, Georges Bresson, 2003 .

Estimating Error Component Models With General MA(q) Disturbances

Badi H. Baltagi, Qi Li, Qi Li, 1994, Econometric Theory.

Distributed Lags and Dynamic Models

Badi H. Baltagi, B. Baltagi, 1998 .

A Generalized Error Component Model with Heteroscedastic Disturbances

Badi H. Baltagi, J. M. Griffin, James M. Griffin, 1988 .

Estimating Regional Trade Agreement Effects on FDI in an Interdependent World

Badi H. Baltagi, Michael Pfaffermayr, Peter Egger, 2008 .

Testing Panel Data Regression Models with Spatial Error Correlation

Badi H. Baltagi, Seuck Heun Song, B. Baltagi, 2002 .

A generalized design for bilateral trade flow models

Badi H. Baltagi, Michael Pfaffermayr, B. Baltagi, 2003 .

On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators

Badi H. Baltagi, B. Baltagi, Sophon Khanti-Akom, 1990 .

UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES

Badi H. Baltagi, B. Baltagi, P. Wu, 1999, Econometric Theory.

Testing AR(1) against MA(1) disturbances in an error component model

Badi H. Baltagi, Qi Li, Qi Li, 1995 .

Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators

Badi H. Baltagi, Alain Pirotte, Georges Bresson, 2004 .

Identification and estimation of a large factor model with structural instability

Badi H. Baltagi, B. Baltagi, C. Kao, 2017 .

Analysis of panels and limited dependent variable models: Prediction from the regression model with one-way error components

Badi H. Baltagi, Richard T. Baillie, R. Baillie, 1999 .

On Seemingly Unrelated Regressions with Error Components

Badi H. Baltagi, B. Baltagi, 1980 .

Badi H. Baltagi, Alain Pirotte, A. Pirotte, 2011 .

A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model

Badi H. Baltagi, B. Baltagi, B. Baltagi, 1984 .

Double-length regressions for linear and log-linear regressions with AR(1) disturbances

Badi H. Baltagi, B. Baltagi, 1999 .

On Estimating from a More General Time-Series Cum Cross-Section Data Structure

Badi H. Baltagi, 1987 .

Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: Some empirical evidence from US electricity and natural-gas consumption

Badi H. Baltagi, Alain Pirotte, Georges Bresson, 2002 .

Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor

Badi H. Baltagi, Dong Li, Dong Li, 2006 .

Consistency, asymptotic unbiasedness and bounds on the bias of s2 in the linear regression model with error component disturbances

Badi H. Baltagi, Walter Krämer, 1994 .

Pooling cross-sections with unequal time-series lengths

Badi H. Baltagi, B. Baltagi, 1985 .

Prediction in a spatial nested error components panel data model

Badi H. Baltagi, Alain Pirotte, A. Pirotte, 2014 .