Badi H. Baltagi

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).

"Bayesian Estimation of Multivariate Panel Probits with Higher-order Interdependence and an Application to Firms' Global Market Participation in Guangdong,” with Peter H. Egger and Michaela Kesina, Journal of Applied Econometrics, Volume 37, Issue 3, (November/December 2022), 1356-1378. https://doi.org/10.1002/jae.2934

“Spatial Wage Curves for Formal and Informal Workers in Turkey,” with Yusuf Soner Başkaya, Journal of Spatial Econometrics, Vol. 3 (February 2022), Issue 3. https://doi.org/10.1007/s43071-022-00021-y

“A Panel Data Model with Generalized Higher-Order Network Effects,” with Sophia Ding and Peter H. Egger, Advances in Econometrics, Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, Volume 43B (January 2022), 9-35. https://doi.org/10.1108/S0731-90532021000043B002

"Robust Dynamic Panel Data Models Using ε-Contamination", with Georges Bresson, Anoop Chaturvedi, and Guy Lacroix, Advances in Econometrics, Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology, Volume 43B (January 2022), 307-336. https://doi.org/10.1108/S0731-90532021000043B013

“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

“Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models,” with Alain Pirotte and Zhenlin Yang, Journal of Econometrics, Volume 224, Issue 2 (October 2021), 245-270. https://doi.org/10.1016/j.jeconom.2020.10.002

“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.