Badi Baltagi
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Economist
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Economics
Badi Baltagi's Degrees
- PhD Economics University of Pennsylvania
- Masters Economics University of Pennsylvania
- Bachelors Economics University of York
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Why Is Badi Baltagi Influential?
(Suggest an Edit or Addition)According to Wikipedia, Badi Hani Baltagi is a Lebanese-American economist who specializes in econometrics. He is a Distinguished Professor of Economics in the Maxwell School of Citizenship and Public Affairs at Syracuse University, where he is also a senior research associate in the Center for Policy Research. He has published more than 200 articles, several of which are highly cited. He is also the part-time Chair of Economics at the University of Leicester. He is a co-editor-in-chief of Economics Letters and Empirical Economics.
Badi Baltagi's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Econometric Analysis of Panel Data (2020) (2506)
- UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES (1999) (804)
- Financial Development and Openness: Evidence from Panel Data (2008) (751)
- Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey (2000) (721)
- Nonstationary panels, panel cointegration, and dynamic panels (2001) (561)
- Estimating models of complex FDI: Are there third-country effects? (2007) (543)
- Testing Panel Data Regression Models with Spatial Error Correlation (2002) (531)
- A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model (2012) (462)
- Estimating dynamic demand for cigarettes using panel data: the effects of bootlegging, taxation and advertising reconsidered (1986) (421)
- A generalized design for bilateral trade flow models (2003) (421)
- Health Care Expenditure and Income in the OECD Reconsidered: Evidence from Panel Data (2010) (414)
- Forecasting with Panel Data (2007) (412)
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline (1997) (357)
- A companion to theoretical econometrics (2003) (348)
- To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand (2000) (346)
- Testing for Serial Correlation, Spatial Autocorrelation and Random Effects (2004) (346)
- A General Index of Technical Change (1988) (337)
- Fixed effects, random effects or Hausman–Taylor?: A pretest estimator (2003) (333)
- Incomplete panels: A comparative study of alternative estimators for the unbalanced one-way error component regression model (1994) (237)
- Gasoline demand in the OECD: An application of pooling and testing procedures (1983) (235)
- Estimating Regional Trade Agreement Effects on FDI in an Interdependent World (2007) (228)
- A Panel Data Study of Physicians' Labor Supply: The Case of Norway (2003) (226)
- Testing AR(1) against MA(1) disturbances in an error component model (1995) (224)
- Series Estimation of Partially Linear Panel Data Models with Fixed Effects (2002) (214)
- Panel Unit Root Tests and Spatial Dependence (2006) (211)
- Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor (2006) (204)
- Heterogeneity and cross section dependence in panel data models: Theory and applications introduction (2007) (192)
- Public capital stock and state productivity growth: Further evidence from an error components model (1995) (192)
- The Oxford Handbook of Panel Data (2014) (180)
- Short and Long Run Effects in Pooled Models (1984) (176)
- A Generalized Spatial Panel Data Model with Random Effects (2009) (153)
- Econometrics and Quantitative Economics. (1985) (152)
- On Seemingly Unrelated Regressions with Error Components (1980) (150)
- Airline Deregulation: The Cost Pieces of the Puzzle (1995) (143)
- The German wage curve: evidence from the IAB employment sample (1998) (138)
- A lagrange multiplier test for the error components model with incomplete panels (1990) (136)
- Cigarette taxation: Raising revenues and reducing consumption (1992) (131)
- Transaction tax and stock market behavior: evidence from an emerging market (2006) (130)
- Unbalanced panel data: A survey (2006) (129)
- Panel data analysis (1992) (125)
- The unbalanced nested error component regression model (2001) (124)
- Estimating and Forecasting with a Dynamic Spatial Panel Data Model (2014) (124)
- A transformation that will circumvent the problem of autocorrelation in an error-component model (1991) (120)
- Financial Development, Openness and Institutions: Evidence from Panel Data (2007) (115)
- On Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators (1990) (113)
- Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption (2003) (108)
- Simultaneous Equations with Error Components (1981) (107)
- Panel Data Gravity Models of International Trade (2014) (106)
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: Some empirical evidence from US electricity and natural-gas consumption (2002) (105)
- Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model (2009) (95)
- Estimating an economic model of crime using panel data from North Carolina (2006) (93)
- Estimation of Heterogeneous Panels with Structural Breaks (2016) (92)
- Pooling cross-sections with unequal time-series lengths (1985) (91)
- Pooling: An experimental study of alternative testing and estimation procedures in a two-way error component model (1981) (89)
- Will Increased Wages Reduce Shortage of Nurses? A Panel Data Analysis of Nurses' Labour Supply (2002) (89)
- Rational addiction to alcohol: panel data analysis of liquor consumption. (2002) (88)
- 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 (2010) (85)
- A joint test for serial correlation and random individual effects (1991) (84)
- A Generalized Error Component Model with Heteroscedastic Disturbances (1988) (78)
- SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS (2000) (76)
- A Dynamic Demand Model for Liquor: The Case for Pooling (1995) (76)
- A nonparametric test for poolability using panel data (1996) (75)
- The Econometrics of Rational Addiction (2001) (75)
- LM Tests for Functional Form and Spatial Error Correlation (2001) (74)
- Forecasting with Spatial Panel Data (2012) (74)
- Monte Carlo results on several new and existing tests for the error component model (1992) (73)
- To Pool or Not to Pool (2008) (72)
- Panel data econometrics : theoretical contributions and empirical applications (2006) (71)
- HEALTH ECONOMETRICS (2018) (70)
- The East German wage curve 1993–1998 (2000) (69)
- A Companion to Econometric Analysis of Panel Data (2009) (68)
- Contributions to Economic Analysis (2011) (67)
- Testing for Random Effects and Spatial Lag Dependence in Panel Data Models (2008) (66)
- A survey of recent theoretical developments in the econometrics of panel data (1992) (64)
- Prediction in the one‐way error component model with serial correlation (1992) (64)
- Intra- and extra-euro area import demand for manufactures (2005) (63)
- Health Care Expenditure and Income: A Global Perspective (2016) (63)
- A Note on the Estimation of Simultaneous Equations with Error Components (1992) (63)
- Rational Alcohol Addiction: Evidence from the Russian Longitudinal Monitoring Survey (2006) (61)
- Firm-Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach (2014) (60)
- Instrumental Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects (2011) (58)
- Wage policy in the health care sector: a panel data analysis of nurses' labour supply. (2003) (57)
- Joint LM Test for Homoskedasticity in a One-Way Error Component Model (2005) (56)
- On instrumental variable estimation of semiparametric dynamic panel data models (2002) (55)
- New Evidence on the Dynamic Wage Curve for Western Germany: 1980-2004 (2008) (54)
- A Dynamic Spatial Panel Data Approach to the German Wage Curve (2010) (54)
- WORLDWIDE ECONOMETRICS RANKINGS: 1989–2005 (2007) (53)
- Seemingly unrelated regressions with spatial error components (2010) (51)
- Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions (2013) (50)
- EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects (2015) (50)
- Skill-Biased Technical Change in U.S. Manufacturing: A General Index Approach (2003) (50)
- Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices (2014) (50)
- Error Components Models (2008) (49)
- Quasi-Experimental Price Elasticities of Cigarette Demand and the Bootlegging Effect (1987) (47)
- A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model (1984) (45)
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (2017) (44)
- Panel Data Inference Under Spatial Dependence (2010) (43)
- Medical technology and the production of health care (2011) (42)
- DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE (2001) (41)
- Panel Data Methods * (39)
- The Measurement of Firm-Specific Indexes of Technical Change (1995) (39)
- Why Do African Banks Lend so Little? (2015) (39)
- Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators (2004) (37)
- Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects (2015) (36)
- Identification and estimation of a large factor model with structural instability (2017) (36)
- Testing for Sphericity in a Fixed Effects Panel Data Model (2009) (35)
- Spatial econometrics: Methods and applications (2008) (35)
- Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation (2016) (35)
- How Different are the Wage Curves for Formal and Informal Workers? Evidence from Turkey (2012) (35)
- A Comparative Study of Alternative Estimators for the Unbalanced Two-Way Error Component Regression Model (2002) (35)
- Heteroskedasticity and non-normality robust LM tests for spatial dependence (2013) (33)
- Editor's introduction Panel data (1995) (32)
- Phillips Curve or wage curve?: evidence from West Germany: 1980-2004 (2007) (32)
- Further Evidence on the Spatio-Temporal Model of House Prices in the United States (2013) (32)
- Applied Econometrics Rankings: 1989-1995 (1999) (31)
- An Alternative Heteroscedastic Error Components Model (1988) (31)
- A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors (2019) (31)
- On the Use of Panel Data Methods to Estimate Rational Addiction Models (2007) (30)
- Analysis of spatially dependent data (2007) (29)
- Analysis of panels and limited dependent variable models: Prediction from the regression model with one-way error components (1999) (29)
- SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL (2002) (28)
- Asymptotic Properties of Estimators for the Linear Panel Regression Model with Random Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals (2007) (28)
- WORLDWIDE INSTITUTIONAL RANKINGS IN ECONOMETRICS: 1989–1995 (1998) (27)
- The Turkish Wage Curve: Evidence from the Household Labor Force Survey (2011) (26)
- The spatial Polish wage curve with gender effects: Evidence from the Polish Labor Survey (2014) (24)
- Recent Developments in the Econometrics of Panel Data (2002) (24)
- Panel Data Forecasting (2013) (24)
- Panel data : theory and applications (2004) (23)
- Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques (1986) (23)
- Quasi-Experimental Price Elasticity of Liquor Demand in the United States: 1960–83 (1990) (23)
- A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models (2009) (23)
- Estimating and Testing High Dimensional Factor Models With Multiple Structural Changes (2019) (23)
- Estimating Error Component Models With General MA(q) Disturbances (1994) (22)
- LM Tests for Functional Form and Spatial Correlation (2000) (21)
- Excess capacity: a permanent characteristic of US airlines? (1998) (21)
- Hospital Treatment Rates and Spillover Effects: Does Ownership Matter? (2014) (20)
- Sources of productivity spillovers: panel data evidence from China (2014) (20)
- Estimation of structural gravity quantile regression models (2016) (20)
- Testing for Cointegrating Rank Via Model Selection: Evidence From 165 Data Sets (2006) (20)
- AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION (2006) (19)
- The Hausman–Taylor panel data model with serial correlation (2012) (19)
- WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989–1999: AN UPDATE (2003) (19)
- A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances (2007) (18)
- The Efficiency of OLS in a Seemingly Unrelated Regressions Model (1988) (18)
- Further Monte Carlo Evidence on Seemingly Unrelated Regressions with Unequal Number of Observations (1989) (17)
- TESTING FOR LINEAR AND LOG-LINEAR MODELS AGAINST BOX-COX ALTERNATIVES WITH SPATIAL LAG DEPENDENCE (2004) (17)
- An improved generalized moments estimator for a spatial moving average error model (2011) (17)
- Testing for random individual and time effects using a Gauss-Newton regression (1996) (17)
- A monotonic property for iterative GLS in the two-way random effects model (1992) (17)
- Cointegration of Matched Home Purchases and Rental Price Indexes -- Evidence from Singapore (2015) (16)
- ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS (2005) (16)
- RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS (2006) (15)
- Monte Carlo Results on Pure and Pretest Estimators of an Error Component Model with Autocorrelated Disturbances (1997) (15)
- Spatial Health Econometrics (2018) (15)
- On Estimating from a More General Time-Series Cum Cross-Section Data Structure (1987) (15)
- Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations (1992) (15)
- Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model (2016) (14)
- Applications of a necessary and sufficient condition for OLS to be BLUE (1989) (14)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap $$F$$ test (2013) (14)
- Estimation and prediction in the random effects model with AR(p) remainder disturbances (2013) (14)
- A New International Database on Financial Fragility (2015) (14)
- A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data (1990) (13)
- Robust Linear Static Panel Data Models Using Ε-Contamination (2017) (13)
- The Estimation of Gravity Models in International Trade (2017) (12)
- Consistency, asymptotic unbiasedness and bounds on the bias of s2 in the linear regression model with error component disturbances (1994) (12)
- Simultaneous Equations Model (2012) (12)
- Specification Tests in Panel Data Models Using Artificial Regressions (1999) (12)
- Testing linear and loglinear error components regressions against Box-Cox alternatives (1997) (12)
- U.S. Gasoline Demand: What Next? (1984) (11)
- Welfare Reform and Children's Health (2016) (11)
- Panel Data Econometrics: Method-of-Moments and Limited Dependent Variables (2003) (11)
- The Brazilian wage curve: new evidence from the National Household Survey (2017) (11)
- Comments on: Panel data analysis—advantages and challenges (2007) (11)
- 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares (2004) (10)
- A general condition for an optimal limiting efficiency of OLS in the general linear regression model (1996) (10)
- Determinants of firm-level domestic sales and exports with spillovers: Evidence from China (2017) (10)
- TESTING FOR RANDOM INDIVIDUAL AND TIME EFFECTS USING UNBALANCED PANEL DATA (1999) (10)
- The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term (2013) (9)
- On testing for sphericity with non-normality in a fixed effects panel data model (2015) (9)
- The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data (1989) (9)
- The General Linear Model: The Basics (2012) (9)
- Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model (2017) (9)
- Bayesian Spatial Bivariate Panel Probit Estimation (2016) (9)
- Spatial lag test with equal weights (2009) (9)
- Replication of unconditional Quantile Regressions by Firpo, Fortin and Lemieux (2009) (2017) (9)
- On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments (2012) (8)
- 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 (2005) (8)
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data (2013) (8)
- Network effects on labor contracts of internal migrants in China: a spatial autoregressive model (2018) (8)
- Double-length regressions for linear and log-linear regressions with AR(1) disturbances (1999) (8)
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (2011) (8)
- Panel Data Econometrics (2006) (8)
- Cross‐Sectional Dependence in Panel Data Models: A Special Issue (2016) (7)
- LM Tests for the Unbalanced Nested Panel Data Regression Model with Serially Correlated Errors (2002) (7)
- Loan Defaults in Africa (2011) (7)
- On the efficiency of two-stage and three-stage least squares estimators (1998) (7)
- A Simple Linear Trend Model with Error Components (1997) (7)
- Alternative ways of obtaining Hausman's test using artificial regressions (2007) (7)
- Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation (2000) (7)
- Spatial Econometrics: Qualitative and Limited Dependent Variables (2016) (7)
- State tax changes and quasi-experimental price elasticities of U.S. cigarette demand: An update (2004) (7)
- Structural changes in heterogeneous panels with endogenous regressors (2019) (6)
- Special issue on the estimation of gravity models of bilateral trade: Editors’ introduction (2016) (6)
- The Effect of Education on Health: Evidence from the 1997 Compulsory Schooling Reform in Turkey (2019) (6)
- Prediction in a Generalized Spatial Panel Data Model with Serial Correlation (2016) (6)
- Useful matrix transformations for panel data analysis: a survey (1993) (6)
- Alternative Models of Managerial Behavior: Empirical Tests for the Petroleum Industry (1989) (6)
- The African Credit Trap (2010) (6)
- Distributed Lags and Dynamic Models (2012) (6)
- Solutions Manual for Econometrics (1997) (6)
- Ethnic Fractionalization, Governance and Loan Defaults in Africa (2014) (5)
- Spurious spatial regression with equal weights (2010) (5)
- Dynamic Panel Data Models (2021) (5)
- Generalized spatial autocorrelation in a panel-probit model with an application to exporting in China (2018) (5)
- 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 (2010) (5)
- Modelling Housing Using Multi-dimensional Panel Data (2017) (5)
- Multiple Regression Analysis (2012) (5)
- Fixed Effects and Random Effects (2010) (5)
- Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test (2009) (5)
- Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients (2019) (5)
- Prediction in the random effects model with MA (q) remainder disturbances (2012) (5)
- Longitudinal Data Analysis (2009) (5)
- Special issue on spatial econometrics in honor of Ingmar Prucha: editors’ introduction (2018) (5)
- Forecasting with unbalanced panel data (2020) (5)
- Swedish Liquor Consumption: New Evidence on Taste Change (2006) (5)
- A simple recursive estimation method for linear regression models with AR(p) disturbances (1994) (4)
- Prediction in a spatial nested error components panel data model (2014) (4)
- Panel Data Analysis: Introduction and Overview (1992) (4)
- A Mixed-Error Component Model (1995) (4)
- Regression Diagnostics and Specification Tests (2012) (4)
- The Heteroskedastic Consequences of an Arbitrary Variance for the Initial Disturbance of an AR(1) Model (1990) (4)
- Prediction with a Two-Way Error Component Regression Model (1988) (4)
- Variance Component Estimation Under Misspecification (1991) (4)
- Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances (2014) (4)
- Testing for shifts in a time trend panel data model with serially correlated error component disturbances (2019) (4)
- Testing for Correlated Effects in Panels (1995) (4)
- Contagious Exporting and Foreign Ownership: Evidence from Firms in Shanghai Using a Bayesian Spatial Bivariate Probit Model (2018) (3)
- The error components regression model: conditional relative efficiency comparisons (1990) (3)
- Pooling Time-Series of Cross-Section Data (2012) (3)
- A Hausman Specification Test in a Simultaneous Equations Model (1989) (3)
- Prediction in an Unbalanced Nested Error Components Panel Data Model (2013) (3)
- ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMS (2001) (3)
- Testing for spatial lag and spatial error dependence using double length artificial regressions (2014) (3)
- Robust Panel Data Methods and Influential Observations (2015) (3)
- ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations (1995) (3)
- Hausman's Specification Test as a Gauss-Newton Regression (1997) (3)
- Test of Hypotheses in Panel Data Models When the Regressor and Disturbances are Possibly Nonstationary (2011) (3)
- Test of Hypotheses with Panel Data (2021) (2)
- Intercountry evidence on the performance of the simple error correction mechanism model of consumption (1990) (2)
- Bayesian Estimation of Multivariate Panel Probits with Higher-Order Network Interdependence and an Application to Firms' Global Market Participation in Guangdong (2022) (2)
- The Wald, LR, and LM Inequality (1994) (2)
- Econometric models for pooling time-series of cross-sections (1981) (2)
- Panel Data—II (2006) (2)
- Optimal Weighting of Unbiased Estimators (1995) (2)
- 12 SPECIFICATION ISSUES (1996) (2)
- Unbalanced Panel Data Models (2021) (2)
- Essays in Honor of Jerry Hausman (2012) (2)
- The Polish Wage Curve: Micro Panel Data Analysis Based on the Polish Labor Force Survey (2013) (2)
- Violations of the Classical Assumptions (2012) (2)
- Heteroskedastic Fixed Effects Models (1996) (2)
- Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression (1995) (2)
- Random Effects Models (2017) (2)
- WHAT CAN CHANGES IN STRUCTURAL FACTORS TELL US ABOUT UNEMPLOYMENT IN EUROPE? BY JULIAN MORGAN AND ANNABELLE MOUROUGANE (2001) (2)
- Non-normality and heteroscedasticity robust LM tests of spatial dependence (2013) (2)
- The Mathematical Aspects of Econometrics (2001) (2)
- Special issue on health econometrics: editors’ introduction (2010) (2)
- Special issue on health econometrics: editors’ introduction (2012) (2)
- MULTILEVEL AND SPILLOVER EFFECTS ESTIMATED FOR SPATIAL PANEL DATA, WITH APPLICATION TO ENGLISH HOUSE PRICES (2014) (2)
- Partial Distributional Policy Effects Under Endogeneity (2019) (2)
- A Joint Test for Functional Form and Random Individual Effects (1997) (2)
- Testing for random individual effects using recursive residuals (1996) (2)
- ML estimation and LM tests for panel SUR with spatial lag and spatial errors: An application to hedonic housing prices in Paris (2009) (2)
- Seemingly Unrelated Regressions (2012) (1)
- The Lower Triangular Matrix Associated with an Autoregressive Process (1989) (1)
- The bias of the estimated variances of least squares estimators in an error components model (1985) (1)
- The One-Way Error Component Regression Model (2021) (1)
- Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model (2012) (1)
- Basic Statistical Concepts (2012) (1)
- Simple Versus Multiple Regression Coefficient (1987) (1)
- Worldwide Econometrics Rankings: 1989-2005 (2007) (1)
- Robust Dynamic Panel Data Models Using E-Contamination (2020) (1)
- The Bias of the Standard Errors of OLS for an AR(1) Process with an Arbitrary Variance on the Initial Observations (1992) (1)
- To Pool or Not to Pool: The Quality Bank Case (1987) (1)
- Iterative Estimation in Partitioned Regression Models (1996) (1)
- Autocorrelation in Regression (2011) (1)
- Limited Dependent Variables and Panel Data (2021) (1)
- Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations (1997) (1)
- Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity (1992) (1)
- The Differencing Test in a Regression with Equicorrelated Disturbances (1990) (1)
- Intra- and Extra-Euro Area Import Demand for Manufacturers (2005) (1)
- Panel Data Gravity Models of International Trade Badi (2014) (1)
- Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries (2020) (1)
- The Sustainability of Health Care Systems in Europe (2021) (1)
- Trace Minimization of Singular Systems with Cross-Equation Restrictions (1993) (1)
- Introduction and overview (1992) (1)
- A COMPARATIVE STUDY OF PURE AND PRETEST ESTIMATORS FOR A POSSIBLY MISSPECIFIED TWO-WAY ERROR COMPONENT MODEL (2003) (1)
- Medical technology and the production of health care (2011) (1)
- A Panel Data Model with Generalized Higher-Order Networks Effects (2020) (1)
- Center for Policy Research Working Paper No . 91 FORECASTING WITH PANEL DATA (2007) (0)
- Nonstationary Panels (2021) (0)
- Occasional Seminar Series in Microeconometrics (2009) (0)
- Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models (2020) (0)
- An Approximate Transformation for the Error Component Model with MA(q) Disturbances (1992) (0)
- Spring 1-2016 Bayesian Spatial Bivariate Panel Probit Estimation (2016) (0)
- Introduction (2021) (0)
- Sources of productivity spillovers: panel data evidence from China (2014) (0)
- CENTER FOR POLICY RESEARCH – Spring 2008 (2005) (0)
- Seemingly Unrelated Regressions with Error Components (2021) (0)
- 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation—Solution (2004) (0)
- Testing for Random Individual Effects with a Gauss-Newton Regression (1995) (0)
- Spatial wage curves for formal and informal workers in Turkey (2022) (0)
- RECOVERING PRECISION FROM SEEMINGLY REDUNDANT ROUNDED DATA (1990) (0)
- The effects of fertilizer applications and irrigation on the root growth of vine cuttings in the nursery. (1961) (0)
- Robust Dynamic Space-Time Panel Data Models Using ε-Contamination: an Application to Crop Yields and Climate Change (2023) (0)
- Increased production of rootstock cuttings by applying fertilizers in rootstock plantations. (1960) (0)
- The two-way Mundlak estimator (2023) (0)
- Cities in a pandemic: Evidence from China (2022) (0)
- Special issue on spatial econometrics in honor of Ingmar Prucha: editors’ introduction (2018) (0)
- Spatial Panel Data Models (2021) (0)
- What Is Econometrics? (2012) (0)
- Limited Dependent Variables and Discrete Choice Modelling (2021) (0)
- Center for Policy Research Working Paper No . 140 A ROBUST (2012) (0)
- Panel Data and Difference-in-Differences Estimation (2014) (0)
- Testing for Cross-sectional Dependence in Fixed E ¤ ects Panel Data Models (2009) (0)
- Simple Linear Regression (2012) (0)
- A Review of Some Basic Statistical Concepts (1998) (0)
- Introduction to the special issue (2011) (0)
- Testing for spatial lag and spatial error dependence using double length artificial regressions (2012) (0)
- The effect of higher education on Women's obesity and smoking: Evidence from college openings in Turkey (2023) (0)
- Estimation of structural gravity quantile regression models (2015) (0)
- A Variance Comparison of OLS and Feasible GLS in an Error Components Model (1989) (0)
- Robust dynamic space–time panel data models using $$\varepsilon $$-contamination: an application to crop yields and climate change (2022) (0)
- MINQUE under Heteroskedasticity (1993) (0)
- The Brazilian wage curve: new evidence from the National Household Survey (2016) (0)
- Limited Dependent Variables (2012) (0)
- 03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation (2003) (0)
- Time-Series Analysis (2012) (0)
- Working Paper No . 125 SEEMINGLY UNRELATED REGRESSIONS WITH SPATIAL ERROR COMPONENTS (2009) (0)
- Introduction to the special issue (2011) (0)
- The Two-Way Error Component Regression Model (2021) (0)
- The contribution of agricultural practices to the production of grafted vine plants in the nursery. (1960) (0)
- Robust linear static panel data models using epsilon-contamination (2014) (0)
- Comment (2004) (0)
- Robust dynamic panel data models using epsilon-contamination (2021) (0)
- Special issue on forecasting, use of survey data on expectations, and panel data applications: editors’ introduction (2017) (0)
- Testing for Random Individual Effects with a Gauss-Newton Regression (1996) (0)
- Network effects on labor contracts of internal migrants in China: a spatial autoregressive model (2017) (0)
- An Approximate Transformation for the Error Component Model with MA(q) Disturbances (1992) (0)
- Variance Component Estimation Under Misspecification (1992) (0)
- Heteroskedasticity and Serial Correlation in the Error Component Model (2021) (0)
- Series: Contributions to Economic Analysis 284 (2008) (0)
- Generalized Least Squares (2012) (0)
- Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions (2016) (0)
- Progress in spatial modeling of discrete and continuous dependent variables (2016) (0)
- Generalized spatial autocorrelation in a panel-probit model with an application to exporting in China (2018) (0)
- Panel Data (Update) (2004) (0)
- Center for Policy Research Working Paper No . 116 A NOTE ON THE APPLICATION OF EC 2 SLS AND EC 3 SLS ESTIMATORS IN PANEL DATA MODELS (2009) (0)
- Model with Autocorrelated Disturbances (1997) (0)
- Special Topics (1989) (0)
- Special issue on forecasting, use of survey data on expectations, and panel data applications: editors’ introduction (2017) (0)
- MINQUE Under Heteroskedasticity—Solution (1995) (0)
- Spatial wage curves for formal and informal workers in Turkey (2022) (0)
- Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain’s Minimum Chi-Squared Test (2009) (0)
- The Wald, LR, and LM Inequality (1995) (0)
- Special issue on the estimation of gravity models of bilateral trade: Editors’ introduction (2015) (0)
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