Badi H. Baltagi

• 2024 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., Moscone, F., "Recent Developments in Health Econometrics: A volume in honour of Professor Andrew Jones." In Contributions to Economic Analysis. Emerald Publishing, 2024.
  • 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., "ER interview: Essie Maasoumi, editor of Econometric Reviews (1987–2024)." Econometric Reviews, 2025.
  • Baltagi, B. H., Bresson, G. and Etienne, J., "A Pretest Estimator for the Two-Way Error Component Model." Econometrics, 2024.
  • Baltagi, B. H., Shiu, J., "A Survey of Spatial Unit Roots." Mathematics, 2024.
  • Baltagi, B. H., "Hausman's Specification Test for Panel Data: Practical Tips." Advances in Econometrics, 2024.
  • Baltagi, B. H., Liu, L., "Testing for spatial correlation under a complete bipartite network." Economics Letters, 2024.
  • Baltagi, B. H., "The Multi-dimensional Mundlak Estimator." Economics Letters, 2024.
  • 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.
• Book Chapters
  • Baltagi, B. H., Moscone, F., "Editor's Introduction: Recent Developments in health econometrics: A volume in honour of Professor Andrew Jones." In Recent Developments in health econometrics: A volume in honour of Professor Andrew Jones. Contributions to Economic Analysis, 2024.
  • Baltagi, B. H., Bresson, G., "Modelling Housing Using Multidimensional Panel Data." In The Econometrics of Multi-dimensional Panels. Springer, 2024.
  • Baltagi, B. H., Balazsi, L., Matyas, L. and Pus, D., "Random Effects Models." In The Econometrics of Multi-dimensional Panels. Matyas, L. (ed.) Advanced Studies in Theoretical and Applied Econometrics, 2024.
  • Baltagi, B. H., Egger, P. H. and Erhardt, K., "The Econometrics of Gravity Models in International Trade." In The Econometrics of Multi-dimensional Panels. Springer, 2024.
  • Baltagi, B. H., "Correction to: Econometrics." In Classroom Companion: Economics. Springer International Publishing, 2023.
  • Baltagi, B. H., "Basic Statistical Concepts." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "Distributed Lags and Dynamic Models." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • 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., "Generalized Least Squares." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "Limited Dependent Variables." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "Multiple Regression Analysis." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "Pooling Time-Series of Cross-Section Data." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "Regression Diagnostics and Specification Tests." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "Seemingly Unrelated Regressions." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "Simple Linear Regression." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "Simultaneous Equations Model." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "The General Linear Model: The Basics." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "Time-Series Analysis." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "Violations of the Classical Assumptions." In Classroom Companion: Economics. Springer International Publishing, 2021.
  • Baltagi, B. H., "What Is Econometrics?." In Classroom Companion: Economics. Springer International Publishing, 2021.
• 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. 

CMFE, Department of Economics Carleton University Conference in honor of Anand Acharya and Charles Saunders, Carleton University, November 9, 2024. (November 9, 2024)

the “Empirical Health Econometrics Workshop” EHEW24 organized by the Sant’Anna School of Advanced Studies, Pisa, Italy 9-11 July 2024., "Education and Fertility: Evidence from Higher Education Expansions in Turkey,” with Haci M. Karatas, " (July 9, 2024)

29th International Panel Data Conference (IPDC 2024), July 4-5, 2024, held at the University of Orléans, France., "A Pretest Estimator for the Two-Way Error Component Model,” with Georges Bresson and Jean-Michel Etienne," (July 4, 2024)

the 29th International Panel Da Conference (IPDC 2024), July 4-5, 2024, held at the University of Orléans, France., "GMM-estimation of Panel Data Models with a Component-specific Higher-order Network structure,” with Peter H. Egger and Michaela Kesina" (July 4, 2024)

2024 Asian Meeting of the Econometric Society, Zhejiang University, Hangzhou, China, June 28-29, 2024, "“Estimation and Testing in a Fixed Effects Panel Data Model with Serially Correlated Error Component Disturbances,” " (June 28, 2024)

International Association of Applied Econometrics (IAAE 2024) Conference, Xiamen University, Xiamen, China, June 7-9, 2024, "“Estimation and Testing in a Fixed Effects Panel Data Model with Serially Correlated Error Component Disturbances,”" (June 7, 2024)

New York Camp Econometrics XVIII held at Mirror Lake Inn, Lake Placid, New York, April 26-28, 2024, "GMM-estimation of Panel Data Models with a Component-specific Higher-order Network structure,” " (April 26, 2024)

Conference organized by the Department of Economics, University of Southern California to celebrate Professor M. H. Pesaran’s achievements on April 12 - 13, 2024. , "“A Pretest Estimator for the Two-Way Error Component Model,” with Georges Bresson and Jean-Michel Etienne, presented at a Conference organized by the Department of Economics, University of Southern California to celebrate Professor M. H. Pesaran’s achievements on April 12 - 13, 2024" (April 12, 2024)

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)

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)