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In the News: Badi H. Baltagi

The Mundlak Estimator in a Panel Data Model with Serially Correlated Error Component Disturbances

Badi H. Baltagi and Long Liu
This working paper, led by Badi H. Baltagi, shows that the classic Mundlak (1978) result where the random effects estimator reduces to the fixed effects estimator when the regressors are all correlated with the individual effects, may not hold if the remainder disturbances have a general serial correlation variance-covariance matrix.
August 25, 2026

Two Special Spatial Weight Matrices and Their Effects on Estimation, Testing in Spatial Regressions

Badi H. Baltagi, Long Liu

The article, co-authored by Distinguished Professor of Ecconomics Badi Baltagi, was published in Economics Letters.

April 6, 2026

See related: Research Methods

Badi Baltagi Named 2025 Great Arab Minds Award Laureate in Economics

Often described as the “Arab Nobel,” the award honors exceptional Arab scholars, scientists and thinkers whose work advances knowledge and benefits humanity.

January 13, 2026

See related: Awards & Honors

The Basics of the Mundlak and Chamberlain Projections

Badi H. Baltagi and Tom Wansbeek
September 8, 2025

Estimation of Serially Correlated Error Components Models Using Whittle’s Approximate Maximum...

Badi H. Baltagi, Georges Bresson, and Jean-Michel Etienne
September 8, 2025

Testing for Spatial Lag Dependence and Homoskedasticity in a Random Effects Panel Data Model

Badi H. Baltagi, Long Liu
The paper, co-authored by Distinguished Professor of Economics Badi Baltagi, was published in Economics Letters.
July 16, 2025

Two-Way Random Effects Model with Serial Correlation

Badi H. Baltagi, Georges Bresson, and Jean-Michel Etienne
May 15, 2025

Nonstationary Heterogeneous Panels with Multiple Structural Changes

Badi H. Baltagi, Qu Feng, and Wei Wang
March 20, 2025

The Mundlak Spatial Estimator

Badi H. Baltagi
September 18, 2023

WP 256 The Two-way Mundlak Estimator

Badi H. Baltagi
March 31, 2023

WP 254 Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change

Badi H. Baltagi, Georges Bresson, Anoop Chaturvedi, and Guy Lacroix
December 22, 2022

Solutions Manual for Econometrics, 4th Edition

Badi H. Baltagi
December 7, 2022

WP 251 Cities in a Pandemic: Evidence from China

Badi H. Baltagi, Ying Deng, Jing Li, and Zhenlin Yang
October 20, 2022

The Economics of COVID-19

Badi H. Baltagi
The threats and complexities from the COVID-19 pandemic shock are the core subject of this latest volume in the Contributions to Economic Analysis series.
June 1, 2022

See related: COVID-19

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