Badi H. Baltagi

Distinguished Professor of Economics

Selected Papers

“Robust linear static panel data models using ε-contamination,” with Georges Bresson, Anoop Chaturvedi and Guy Lacroix, Journal of Econometrics. Volume 202, Issue 1 (January, 2018), pp. 108–123. http://dx.doi.org/10.1016/j.jeconom.2017.07.002

“Determinants of Firm-level Domestic Sales, Exports, and Foreign-firm Presence with Spillovers: Evidence from China,” with Peter H. Egger and Michaela Kesina, Journal of Econometrics, Volume 199, Issue 2, (August, 2017), pp. 184-201. https://doi.org/10.1016/j.jeconom.2017.05.009

“Health Care Expenditure and Income: A Global Perspective,” with Raffaele Lagravinese, Francesco Moscone and Elisa Tosetti, Health Economics, Volume 26, Issue 7, (July, 2017), pp. 863-874. DOI: 10.1002/hec.3424.

“Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model,” with Chihwa Kai and Fa Wang, Econometric Review, Vol. 36, Issue 6-9, (May 2017), pp. 853-882. http://dx.doi.org/10.1080/07474938.2017.1307580.

“Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term,” with Chihwa Kao and Long Liu, Econometric Reviews, Volume 36 (2017), Issues 1-3, 85-102. DOI:10.1080/07474938.2015.1114262.

“Identification and Estimation of A Large Factor Model With Structural Instability,” with Chihwa Kao  and Fa Wang,  Journal of Econometrics, Vol. 197, Issue 1, (March, 2017), 87-100. https://doi.org/10.1016/j.jeconom.2016.10.007

“Ethnic Fractionalization, Governance and Loan Defaults in Africa,” with Svetlana Andrianova, Panicos O. Demetriades, and David Fielding, Oxford Bulletin of Economics and Statistics, Vol. 15, No. 4: August, 2017, 435-462. DOI: 10.1111/obes.12152

"Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model." Baltagi, Badi H. and Long Liu, Econometric Reviews, Vol. 35, Issue 4 (April 2016), pp. 638-658. DOI: 10.1080/07474938.2014.998148.

"Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model." Long Liu, Econometric Reviews, Vol. 35, Issue 4 (April, 2016), pp. 638-658. DOI: 10.1080/07474938.2014.998148.

“Welfare Reform and Children’s Health," with Yin-Fang Yen, Health Economics, Vol. 25, Issue 3 (March, 2016), pp. 277-291. DOI: 10.1002/hec.3139.

“Estimation of Heterogeneous Panels with Structural Breaks," with Qu Feng and Chihwa Kao, Journal of Econometrics, Vol. 191, Issue 1 (March, 2016), pp. 176-195. http://dx.doi.org/10.1016/j.econom.2015.03.

“Firm-level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach." Peter H. Egger and Michaela Kesina, Journal of Applied Econometrics, Vol. 31, Issue 1 (January/February, 2016), pp. 214-248. DOI: 10.1002/jae.2460.

"Why Do African Banks Lend So Little?" Svetlana Andrianova, Panicos O. Demetriades, and David Fielding, Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 3 (June, 2015), pp. 339–359. DOI: 10.1111/obes.12067.

"EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects," with Ying Deng, Econometric Reviews, Vol. 34, Issue 6-10 (May, 2015), pp. 659-694. DOI:10.1080/07474938.2014.956030.

“Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects." Georges Bresson and Jean-Michel Etienne, Journal of Applied Econometrics, Vol. 30, Issue 3 (April/May, 2015), pp. 509–528. DOI: 10.1002/jae.2377.

"Further Evidence on the Spatio-Temporal Model of House Prices in the United States." Jing Li, Journal of Applied Econometrics, Vol. 29, Issue 3 (April/May, 2014), pp. 515–522.

"Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices." Bernard Fingleton and Alain Pirotte, Journal of Urban Economics, Vol. 80 (March, 2014), pp. 76–86.

"Estimating and Forecasting with a Dynamic Spatial Panel Data Model." Bernard Fingleton and Alain Pirotte, Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 1 (February, 2014), pp. 112-138.

“A Generalized Spatial Panel Data Model with Random Effects." Peter Egger and Michael Pfaffermayr, Econometric Reviews, Vol. 32 (February, 2013), pp. 650-685.

“Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions." Zhenlin Yang, Econometrics Journal, Vol. 16 (February, 2013), pp. 103-134.

"A Lagrange Multiplier Test for Cross-sectional Dependence in a Fixed Effects Panel Data Model." Qu Feng and Chihwa Kao, Journal of Econometrics, Vol. 170 (September, 2012), pp. 164-177.

“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." Georges Bresson, Journal of Urban Economics, Vol. 69 (January, 2011), pp. 24–42.

“Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model." Seuck Heun Song and Byoung Cheol Jung, Journal of Econometrics, Vol. 154 (February, 2010), pp. 122-124.

“Financial Development and Openness: Evidence from Panel Data." Panicos Demetriades and Siong Hook Law, Journal of Development Economics, Vol. 89 (July, 2009), pp. 285-296.

“Estimating Regional Trade Agreement Effects on FDI in an Interdependent World." Peter Egger and Michael Pfaffermayr, Journal of Econometrics, Vol. 145 (July, 2008), pp. 194-208.

“Estimating Models of Complex FDI: Are there Third Country Effects?" Peter Egger and Michael Pfaffermayr, Journal of Econometrics, Vol. 140 (September, 2007), pp. 260-281.

“Testing for Serial Correlation, Spatial Autocorrelation and Random Effects Using Panel Data." Seuck Heun Song, Byoung Cheol Jung and Won Koh, Journal of Econometrics, Vol. 140 (September, 2007), pp. 5-51.

“Panel Unit Root Tests and Spatial Dependence." Georges Bresson and Alain Pirotte, Journal of Applied Econometrics, Vol. 22 (March, 2007), pp. 339-360.

 “Joint LM Test for Heteroskedasticity in a One-Way Error Component Model." Georges Bresson and Alain Pirotte, Journal of Econometrics, Vol. 134 (October, 2006), pp. 401-417.