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Badi H. Baltagi

Distinguished Professor, Economics

Biography

Badi H. Baltagi is a Distinguished Professor of Economics and Senior Research Associate at the Center for Policy Research. He was George Summey, Jr. Professor of Liberal Arts, at Texas A&M University, 1993-2005. Professor Baltagi was also 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. He is the author of several books including: Econometric Analysis of Panel Data, 5th edition (2013, Wiley); Econometrics, 5th edition (2011, Springer), and editor of A Companion to Theoretical Econometrics(2001, Blackwell);  Recent Developments in the Econometrics of Panel Data, Volumes I and II (2002, Edward Elgar); Nonstationary Panels, Panel Cointegration, and Dynamic Panels (2000, Elsevier); Spatial Econometrics: Methods and Applications (2009, Physica-Verlag); 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 author or co-author of over 180 publications, all in leading economics journals.

Professor Baltagi is editor of Economics Letters, editor of Empirical Economics, and associate editor of Journal of Econometrics and Econometric Reviews. He is the replication editor of the Journal of Applied Econometrics and the series editor for Contributions to Economic Analysis (Emerald Publishing) as well as Advanced Studies in Theoretical and Applied Econometrics (Springer). He is a fellow of the Journal of Econometrics and a recipient of the Multa and Plura Scripsit Awards from Econometric Theory.

Professor Baltagi is also a fellow of the Advances in Econometrics and recipient of the Distinguished Authors Award from the Journal of Applied Econometrics. He is a founding fellow and member of the Board of Directors of the Spatial Econometrics Association. He is also a founding member of the International Association for Applied Econometrics.

Badi received his Ph.D. in economics from the University of Pennsylvania in 1979.

Select Publications

“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. 

“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.

“Prediction in a Generalized Spatial Panel Data Model with Serial Correlation,” with Long Liu, Journal of Forecasting, Volume 35, Issue 7, November 2016, Pages: 573–591. DOI: 10.1002/for.2410

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