Badi H. Baltagi
Distinguished Professor, Economics Department
Senior Research Associate, Center for Policy Research
ECN 621.001 Econometrics I (ECN PhD students and by permission), Tuesday and Thursday, 12:30-1:50 Maxwell 110
Highest degree earned
Badi H. Baltagi is Distinguished Professor of Economics and is a senior research associate in the Center for Policy Research. He has been with the Maxwell School at Syracuse University since 2005. He received a Ph.D. in economics from the University of Pennsylvania in 1979. 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 at Texas A&M University (2002). 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,” 6th edition (Springer, 2021), 5th edition (Wiley, 2013); and “Econometrics,” 5th edition (Springer, 2011). He is editor of “A Companion to Theoretical Econometrics” (Blackwell, 2000); “Recent Developments in the Econometrics of Panel Data,” Volumes I and II (Edward Elgar, 2002); “Nonstationary Panels, Panel Cointegration, and Dynamic Panels” (Elsevier, 2000); “Panel Data Econometrics: Critical Concepts in Economics,” Four Volumes, (Routledge, Taylor & Francis Group, 2015); and the “Oxford Handbook of Panel Data” (Oxford University Press, 2015).
He is 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, and Journal of Business and Economic Statistics, among others. Professor Baltagi is editor of Economics Letters and associate editor of Econometric Reviews. He was previously editor of Empirical Economics, (1999-2018), associate editor of Journal of Econometrics (1999-2018) and replication editor for Journal of Applied Econometrics (2003-2018). 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 fellow of the Journal of Econometrics as well as Econometric Reviews 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 fellow, founding member and former director of the International Association for Applied Econometrics. He was the 2018 winner of the Kuwait Prize for Economics and Social Sciences.
He is a lifetime fellow of the Economic Research Forum of the MENA region. He is also 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. Professor 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).
“Estimating and Testing High Dimensional Factor Models with Multiple Structural Changes,” with Chihwa Kao and Fa Wang, Journal of Econometrics, Vol. 220, Issue 2, (February 2021), 349-365. https://doi.org/10.1016/j.jeconom.2020.04.005
“Testing for Shifts in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances,” with Chihwa Kao and Long Liu, Econometric Reviews, Vol. 39 (2020), Issue 8, 745-762. https://doi.org/10.1080/07474938.2020.1772567
“Forecasting with Unbalanced Panel Data,” with Long Liu, Journal of Forecasting, Vol. 39, Issue 5, (August 2020), 709-724. http://dx.doi.org/10.1002/for.2646
“Structural Changes in Heterogeneous Panels with Endogenous Regressors,” with Qu Feng and Chihwa Kao, Journal of Applied Econometrics, Vol. 34, Issue 6, (September/October 2019), 883-892.
“The Effect of Education on Health: Evidence from the 1997 Compulsory Schooling Reform in Turkey,” with Alfonso Flores-Lagunes and Haci M. Karatas, Regional Science and Urban Economics, Vol. 77, (July, 2019), 205-221.
“Carbon Dioxide Emissions and Economic Activities: A Mean Field Variational Bayes Semiparametric Panel Data Model with Random Coefficients,” with Georges Bresson and Jean-Michel Etienne. Annals of Economics and Statistics, No. 134 (June 2019), pp. 43-78.
“A Time-Space Dynamic Spatial Panel Data Model with Spatial Moving Average Errors,” with Bernard Fingleton and Alain Pirotte, Regional Science and Urban Economics, Vol. 76, (May, 2019), 13-31.
“Contagious Exporting and Foreign Ownership: Evidence from Firms in Shanghai using a Bayesian Spatial Bivariate Probit Model,” with Peter H. Egger and Michaela Kesina, Regional Science and Urban Economics, Vol. 76, (May, 2019), 125-146.
“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 Reviews, 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.
- 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.
- Editorial Board, Econometric Reviews, 1994-present.
- Series Editor, Contributions to Economic Analysis, Emerald Publishing, 2003-present.
Apr 5, 2022
Apr 5, 2022
Feb 16, 2022