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.