Badi H. Baltagi

• 2022 Fall
  • ECN 621 Econometrics I
  • ECN 720 Topics in Econometrics - Spatial & Panel Data

Badi H. Baltagi is a Distinguished Professor of Economics, and a senior research associate at the Center for Policy Research, The Maxwell School, Syracuse University. He was George Summey, Jr. Professor of Liberal Arts, at Texas A&M University, 1993-2005. He received the Distinguished Achievement Award in Research, from the Association of Former Students, Texas A&M University, 2002. He was visiting professor at the University of Arizona and the University of California, San Diego, and part-time chair at the University of Leicester, United Kingdom.

Baltagi is the author of several books including "Econometric Analysis of Panel Data, 6^th edition (2021, Springer), 5^th edition" (2013, Wiley); "Econometrics, 6^th edition" (2021, Springer), "A Companion to Econometric Analysis of Panel Data" (2009, Wiley). He is also the editor of several books including "Nonstationary Panels, Panel Cointegration, and Dynamic Panels" (2000, Elsevier); "A Companion to Theoretical Econometrics" (2001, Blackwell); "Recent Developments in the Econometrics of Panel Data, Volumes I and II" (2002, Edward Elgar); "Panel Data Econometrics: Theoretical Contributions and Empirical Applications" (2006, Elsevier Science); "Spatial Econometrics:  Methods and Applications" (2009, Physica-Verlag); "Essays in Honor of Jerry Hausman" (2012, Advances in Econometrics, Volume 29, Emerald Publishing); "Panel Data Econometrics: Critical Concepts in Economics, Four Volumes" (2015, Routledge, Taylor & Francis Group); and "The Oxford Handbook of Panel Data (2015, Oxford University Press).

He is also the co-editor of "Spatial Econometrics: Qualitative and Limited Dependent Variables" (2017, Advances in Econometrics, Volume 37, Emerald Publishing); "Health Econometrics" (2018, Contributions to Economic Analysis, Volume 294, Emerald Publishing); "The Sustainability of Health Care Systems in Europe" (2021, Contributions to Economic Analysis, Volume 295, Emerald Publishing); and "The Economics of COVID-19" (2022, Contributions to Economic Analysis, Volume 296, Emerald Publishing).

He is also the author or co-author of over 200 publications, all in leading economics journals, including Econometrica, Journal of Econometrics, Journal of Political Economy, The Review of Economics and Statistics, International Economic Review, Econometric Theory, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Econometric Reviews, Economics Letters, European Economic Review, Health Economics, Journal of Development Economics, Journal of Urban Economics, Econometrics Journal, Empirical Economics, Regional Science and Urban Economics, Oxford Bulletin of Economics and Statistics, to mention a few.

Baltagi served as editor of Economics Letters, (2011-2021), editor of Empirical Economics, (1999-2018) and the replication editor for the Journal of Applied Econometrics (2003-2018). He is a fellow of the Journal of Econometrics as well as Econometric Reviews and a recipient of the Multa and Plura Scripsit Awards from Econometric Theory. He is a founding member, fellow and former director of the International Association for Applied Econometrics. He is also fellow of the Advances in Econometrics.

He is the 2018 winner of the Kuwait Prize for Economics and Social Sciences. He served as an associate editor of the Journal of Econometrics (1999-2018) and is on the editorial board of Econometric Reviews. He is the series editor for Contributions to Economic Analysis (Emerald Publishing) as well as Advanced Studies in Theoretical and Applied Econometrics (Springer).

He is a lifetime fellow of the Economic Research Forum of the MENA region and has been a research fellow, CESifo, Munich Society for the Promotion of Economic Research, since 2003; research fellow, Institute for Labor Research (IZA), Bonn, Germany, since 2002; and Global Labor Organization (GLO) Fellow.

Baltagi is a founding fellow and member of the board of directors of the Spatial Econometrics Association. He is also on the Advisory Board of the Journal of Spatial Econometrics. He is an elected fellow of the Society for Economic Measurement (SEM).

• Books
  • Baltagi, B. H., Econometric Analysis of Panel Data. Springer, 2021.
  • "The Sustainability of Health Care Systems in Europe." Baltagi, B. H., Moscone, F. (eds.) Contributions to Economic Analysis, 2021.
  • "Health Econometrics." Baltagi, B. H., Moscone, F. (eds.) Contributions to Economic Analysis, 2018.
  • Baltagi, B. H., Oxford Handbook of Panel Data. Oxford University Press, 2015.
  • Baltagi, B. H., Panel Data Econometrics: Critical Concepts in Economics. Routledge, Taylor & Francis Group, 2015.
  • Baltagi, B. H., Solutions Manual for Econometrics. Springer-Verlag, 2015.
  • Baltagi, B. H., Solutions Manual for Econometrics. Springer-Verlag, 2014.
  • Baltagi, B. H., Econometrics. Springer, 2011.
  • Baltagi, B. H., A Companion to Econometric Analysis of Panel Data. John Wiley and Sons, 2009.
  • Arbia , G., Baltagi, B. H., Spatial Econometrics: Methods and Applications. Physica-Verlag, 2009.
  • Baltagi, B. H., Econometrics. Springer, 2008.
  • Panel Data Econometrics: Theoretical Contributions and Empirical Applications. Baltagi, B. H. (ed.) Elsevier Science, 2006.
  • Panel Data: Theory and Applications. Baltagi, B. H. (ed.) Physica-Verlag, 2004.
  • Recent Developments in the Econometrics of Panel Data. Baltagi, B. H. (ed.) Edward Elgar Publishing, 2002.
  • A Companion to Theoretical Econometrics. Baltagi, B. H. (ed.) , Blackwell Publishers, 2001.
  • Nonstationary Panels, Panel Cointegration, and Dynamic Panels. Baltagi, B. H., Fomby , T. and Hill, R. C. (eds.) Elsevier Science, 2000.
  • Baltagi, B. H., Econometric Analysis of Panel Data. John Wiley and Sons, 1995.
  • Baltagi, B. H., Instructor's Solutions Manual for Econometric Analysis of Panel Data. John Wiley and Sons, 1995.
  • Baltagi, B. H., Panel Data Analysis. Raj, B. (ed.) Physica-Verlag, 1992.
• Journal Articles
  • Baltagi, B. H., "The Mundlak Spatial Estimator." Journal of Spatial Econometrics, 2023.
  • Baltagi, B. H., "The Two-Way Hausman and Taylor Estimator." Economics Letters, 2023.
  • Baltagi, B. H., Bresson, G., Chaturvedi, A. and Lacroix, G., "Robust dynamic space–time panel data models using ε -contamination: an application to crop yields and climate change." Empirical Economics, 2023.
  • Baltagi, B. H., Flores-Lagunes, A. and Karatas, H. M., "The Effect of Higher Education on Women's Obesity and Smoking: Evidence from College Openings in Turkey." Economic Modelling, 2023.
  • Baltagi, B. H., "The Two-Way Mundlak Estimator." Econometric Reviews, 2023.
  • Baltagi, B. H., Deng, Y., Li, J. and Yang, Z., "Cities in a pandemic: Evidence from China." Journal of Regional Science, 2023.
  • Baltagi, B. H., Egger, P. H. and Kesina, M., "Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong." Journal of Applied Econometrics, 2022.
  • Baltagi, B. H., Başkaya, Y. S., "Spatial Wage Curves for Formal and Informal Workers in Turkey." Journal of Spatial Econometrics, 2022.
  • Baltagi, B. H., Ding, S. and Egger, P. H., "A Panel Data Model with Generalized Higher-Order Network Effects." Advances in Econometrics, 2022.
  • Baltagi, B. H., Georges , G., Chaturvedi , A. and Lacroix, G., "Robust dynamic panel data models using ?-contamination." Advances in Econometrics, 2022.
  • Baltagi, B. H., Pirotte , A. and Yang, Z., "Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models." Journal of Econometrics, 2021.
  • Baltagi, B. H., Kao , C. and Wang, F., "Estimating and Testing High Dimensional Factor Models with Multiple Structural Changes." Journal of Econometrics, 2021.
  • Baltagi, B. H., Kao , C. and Liu, L., "Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances." Econometric Reviews, 2020.
  • Baltagi, B. H., Liu, L., "Forecasting with Unbalanced Panel Data." Journal of Forecasting, 2020.
  • Baltagi, B. H., Liu, L., "Forecasting with unbalanced panel data." Journal of Forecasting, 2020.
  • Baltagi, B. H., Bresson , G. and Etienne, J., "Growth empirics: A Bayesian semiparametric model with random coefficients for a panel of OECD countries." Advances in Econometrics, 2020.
  • Baltagi, B. H., Ghosh, P. K. and Sankhya , B., "Partial Distributional Policy Effects Under Endogeneity." A special issue in honor of the 125th anniversary of PC Mahalanobis, 2019.
  • Baltagi, B. H., Feng , Q. and Kao, C., "Structural Changes in Heterogeneous Panels with Endogenous Regressors." Journal of Applied Econometrics, 2019.
  • Baltagi, B. H., Ghosh, P. K., "Partial Distributional Policy Effects Under Endogeneity." Sankhya B, 2019.
  • Baltagi, B. H., Feng, Q. and Kao, C., "Structural changes in heterogeneous panels with endogenous regressors." Journal of Applied Econometrics, 2019.
  • Baltagi, B. H., Flores-Lagunes, A. and Karatas, H. M., "The Effect of Education on Health: Evidence from the 1997 Compulsory Schooling Reform in Turkey." Regional Science and Urban Economics, 2019.
  • Baltagi, B. H., Flores-Lagunes, A. and Karatas, H. M., "The effect of education on health: Evidence from the 1997 compulsory schooling reform in Turkey." Regional Science and Urban Economics, 2019.
  • Baltagi, B. H., Bresson , G. and Etienne, J., "Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients." Annals of Economics and Statistics, 2019.
  • Baltagi, B. H., Fingleton, B. and Pirotte, A., "A Time-Space Dynamic Spatial Panel Data Model with Spatial Moving Average Errors." Regional Science and Urban Economics, 2019.
  • Baltagi, B. H., Egger , P. H. and Kesina, M., "Contagious Exporting and Foreign Ownership: Evidence from Firms in Shanghai using a Bayesian Spatial Bivariate Probit Model." Regional Science and Urban Economics, 2019.
  • Baltagi, B. H., Fingleton, B. and Pirotte, A., "A time-space dynamic panel data model with spatial moving average errors." Regional Science and Urban Economics, 2019.
  • Baltagi, B. H., Egger, P. H. and Kesina, M., "Contagious exporting and foreign ownership: Evidence from firms in Shanghai using a Bayesian spatial bivariate probit model." Regional Science and Urban Economics, 2019.
  • Baltagi, B. H., Bresson, G. and Etienne, J. M., "Carbon dioxide emissions and economic activities: A mean field variational Bayes semiparametric panel data model with random coefficients." Annals of Economics and Statistics, 2019.
  • Baltagi, B. H., Ghosh, P. K., "Partial distributional policy effects under endogeneity." Sankhya: The Indian Journal of Statistics, 2019.
• Book Chapters
  • Baltagi, B. H., Moscone, F., "Editor’s Introduction: The Sustainability of Health Care Systems in Europe." In The Sustainability of Health Care Systems in Europe. Baltagi, B. H., Moscone, F. (eds.) Emerald Publishing, 2021.
  • Baltagi, B. H., Moscone, F., "Editor's Introduction: Health Econometrics." In Contributions to Economic Analysis. Baltagi, B. H., Moscone, F. (eds.) Health Econometrics, 2018.
  • Baltagi, B. H., "Spatial Health Econometrics." In Contributions to Economic Analysis. Baltagi, B. H., Moscone, F. (eds.) Health Econometrics, 2018.
  • Baltagi, B. H., Bresson, G., "Modelling Housing Using Multidimensional Panel Data." In The Econometrics of Multi-dimensional Panels. Matyas, L. (ed.) Advanced Studies in Theoretical and Applied Econometrics, 2017.
  • Baltagi, B. H., Balazsi, L., Matyas , L. and Pus, D., "Random Effects Models." In The Econometrics of Multi-dimensional Panels. Advanced Studies in Theoretical and Applied Econometrics, 2017.
  • Baltagi, B. H., Egger , P. H. and Erhardt, K., "The Estimation of Gravity Models in International Trade." In The Econometrics of Multi-dimensional Panels. Matyas, L. (ed.) Advanced Studies in Theoretical and Applied Econometrics, 2017.
  • Baltagi, B. H., "Introduction." In Oxford Handbook of Panel Data. Oxford University Press, 2015.
• Book Chapter, Book Series
  • Baltagi, B. H., Bresson, G. and Etienne, J. M., "GROWTH EMPIRICS: A BAYESIAN SEMIPARAMETRIC MODEL WITH RANDOM COEFFICIENTS FOR A PANEL OF OECD COUNTRIES." In Advances in Econometrics. , 2020.
  • Baltagi, B. H., Moscone, F. and Santos, R., "Spatial health econometrics." In Contributions to Economic Analysis. , 2018.
• Book Reviews
  • Baltagi, B. H., "Longitudinal Data Analysis." In Handbooks of Modern Statistical Methods. Fitzmaurice, G., Davidian, M., Verbeke , G. and Molenberghs, G. (eds.) Journal of the Royal Statistical Society, 2009.
  • Baltagi, B. H., Lee, M., "Panel Data Econometrics: Method-of-Moments and Limited Dependent Variables." Journal of the American Statistical Association, 2003.
  • Baltagi, B. H., "Econometrics and Quantitative Economics." In Journal of the American Statistical Association. Hendry , D. F., Wallis, K. F. (eds.) Basil Blackwell, 1986.
• Editorial, Book Series
  • Baltagi, B. H., Moscone, F., "Editors' introduction." In Contributions to Economic Analysis. , 2018.
• Editorial, Journal
  • Baltagi, B. H., Arbia, G. and Kelejian, H., "Special issue on spatial econometrics in honor of Ingmar Prucha: editors' introduction." Empirical Economics, 2018.
• Encyclopedia Entries
  • Baltagi, B. H., "Limited dependent variables and discrete choice modelling." In Oxford Research Encyclopedia of Economics and Finance. Oxford University Press, 2021.
  • Baltagi, B. H., "Seemingly Unrelated Regressions." In Sage Research Methods Foundation Project. Atkinson, P. A., Delamont, S., Cernat, A., Sakshaug , J. W. and Williams, R. A. (eds.) , 2020.
  • Baltagi, B. H., "Panel Data and Difference-in Differences Estimation." In Encyclopedia of Health Economics. Culyer, A. J., Basu , A. and Mullahy, J. (eds.) Elsevier, 2014.
  • Baltagi, B. H., "Autocorrelation in Regression." In International Encyclopedia of Statistical Science. Lovric, M. (ed.) Springer, 2011.
  • Baltagi, B. H., "Fixed Effects and Random Effects." In The New Palgrave Dictionary of Economics. Durlauf , S., Blume, L. (eds.) Palgrave Macmillan, 2008.
  • Baltagi, B. H., "Panel data analysis." In Encyclopedia of Survey Research Methods. Lavrakas, P. J. (ed.) Sage Publications, 2008.
  • Baltagi, B. H., Lewis-Beck, M., Bryman , A. and Liao, T. F., "Panel Data Analysis." In Encyclopedia of Research Methods for the Social Sciences. Sage Publications, 2004.
• Journal Review
  • "Cross-sectional Dependence in Panel Data Models: A Special Issue." Baltagi, B. H., Bai , J. and Pesaran, M. H. (eds.) Journal of Applied Econometrics, 2016.
• Problems and solutions
  • Baltagi, B. H., "A Hausman Test Based on the Difference Between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares." Econometric Theory, 2005.
  • Baltagi, B. H., "A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation." Econometric Theory, 2004.
  • Baltagi, B. H., "A Hausman Test Based on the Difference Between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares." Econometric Theory, 2004.
  • Baltagi, B. H., "A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation." Econometric Theory, 2003.
  • Baltagi, B. H., "Sampling Distribution of OLS Under a Logit Model." Econometric Theory, 2001.
  • Baltagi, B. H., "Sampling Distribution of OLS Under a Logit Model." Econometric Theory, 2000.
  • Baltagi, B. H., "Conflict Among Criteria for Testing Hypotheses: Examples from Non-Normal Distributions." Econometric Theory, 2000.

• Co-Editor, Economics Letters, 2011-present. 
• Co-Editor, Empirical Economics, 1999-present. 
• Replication Editor, Journal of Applied Econometrics, 2003-present. 
• Associate Editor, Journal of Econometrics, 1999-present. 
• Associate Editor, Econometrics and Statistics, 2023-present.
• Editorial Board, Econometric Reviews, 1994-present. 
• Series Editor, Contributions to Economic Analysis, Emerald Publishing, 2003-present. 

Baltagi, B. H., Egger, P. H., Kesina, M., The 70th North American Meetings of the Regional Science Association International & the XVII Spatial Econometrics Association World Conference, Spatial Econometric Society, "GMM-estimation of Panel Data Models with a Component-specific Higher-order Network structure" (November 15, 2023 - November 18, 2023)

International Panel Data Conference (IPDC 2023), University of Amersterdam, "Factor-Augmented Nonstationary Panels with Multiple Structural Changes" (July 3, 2023 - July 4, 2023)

The International Panel Data Conference (IPDC 2023), University of Amsterdam, "The Two-way Mundlak and Hausman and Taylor Estimators" (July 3, 2023 - July 4, 2023)

Baltagi, B. H., Feng, Q., Wang, W., International Association of Applied Econometrics (IAAE 2023) Annual Conference, International Association of Applied Econometrics, "Factor-Augmented Nonstationary Panels with Multiple Structural Changes" (June 27, 2023 - June 30, 2023)

“Empirical Health Econometrics Workshop” EHEW22 organized by the European Commission Joint Research Council , The European Commission Joint Research Council , "The Effect of Higher Education on Women’s Obesity and Smoking: Evidence from College Openings in Turkey" (July, 2022)

Baltagi, B. H., Ding , S., Egger, P. H., Advances in Econometrics Conference in honor of M. Hashem Pesaran , "A Panel Data Model with Generalized Higher-order Network Effects" (April 23, 2022 - April 24, 2022)

Advances in Econometrics Conference in honor of M. Hashem Pesaran , "Robust dynamic panel data models using ε-contamination" (April 23, 2022 - April 24, 2022)

Baltagi, B. H., Egger, P. H., Kesina, M., 26th International Panel Data Conference, "Bayesian Estimation of Multivariate Panel Probits with Higher-order Interdependence and an Application to Firms' Global Market Participation in Guangdong" (July 1, 2021)

Baltagi, B. H., Başkaya, Y. S., 26th International Panel Data Conference, "Estimating Spatial Wage Curves for Turkey" (July 1, 2021)

Baltagi, B. H., Başkaya, Y. S., XV World Conference of Spatial Econometrics Association (SEA 2021), Spatial Econometrics Association, "Estimating Spatial Wage Curves for Turkey" (May 26, 2021 - May 28, 2021)

Baltagi, B. H., Deng, Y., Li , J., Yang, Z., 10th European Meeting of the Urban Economics Association, Urban Economics Association, "Cities in a Pandemic: Evidence from China" (April 29, 2021 - May 1, 2021)

Baltagi, B. H., Bresson, G., Chaturvedi , A., Lacroix, G., The Econometric Society’s World Congress, Econometric Society, "Robust dynamic panel data models using ε-contamination" (August 17, 2020 - August 20, 2020)

Health Econometrics Workshop 2020 (HEW2020) (July 13, 2020 - July 17, 2020)

19th International Workshop on Spatial Econometrics and Statistics (May 28, 2020 - May 29, 2020)

Texas Camp Econometrics XXV (February, 2020)

Baltagi, B. H., Liu, L., Panel Data Forecasting Conference , "Forecasting with Unbalanced Panel Data" (April 19, 2019 - April 20, 2019)

Baltagi, B. H., Fingleton , B., Pirotte, A., The American Economic Association/ Allied Social Science Meetings , American Economic Association, "A Time-Space Dynamic Spatial Panel Data Model with Spatial Moving Average Errors" (January 4, 2019 - January 6, 2019)

Google Scholar (2022)

Ranked 36 among all econometrics authors in the world, REPEC (December, 2021)

Special Issue, Empirical Economics (2021)

Fellow of Econometric Reviews, Econometric Reviews (2018)

Kuwait Prize 2018 for Economics and Social Sciences, REPEC (January, 2018)