Distinguished Professor of Economics
Selected Papers
“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.