In the News: Badi H. Baltagi
Baltagi large factor model with structural instability article published in Journal of Econometrics
Badi H.Baltagi, Chihwa Kao & Fa Wang
February 28, 2017
Baldagi article on imperfect competitive loans in Africa published in Oxford BES
Svetlana Andrianova, Badi H. Baltagi, Panicos Demetriades & David Fielding
February 7, 2017
Spatial Econometrics: Qualitative and Limited Dependent Variables: Volume 37
Badi H. Baltagi, James P. Lesage, R. Kelley Pace
December 1, 2016
WP 194 The Identification and Estimation of a Large Factor Model with Structural Instability
Badi H. Baltagi, Chihwa Kao & Fa Wang
October 31, 2016
WP 197 The Health Care Expenditure and Income: A Global Perspective
Badi H. Baltagi, Raffaele Lagravinese, Francesco Moscone & Elisa Tosetti
This paper investigates the long-run economic relationship between health care expenditure and income in the world.
October 31, 2016
Baltagi generalized mixed regressive spatial autoregressive panel data article published in ER
Badi H. Baltagi & Long Liu
This article suggests random and fixed effects spatial two-stage least squares estimators for the generalized mixed regressive spatial autoregressive panel data model.
March 31, 2016
Batalgi article on change points in panel models published in Econometric Reviews
Badi H. Baltagi, Chihwa Kao & Long Liu
February 29, 2016
Baltagi article on heterogeneous panels with structural breaks published in Journal of Econometrics
Badi H. Baltagi, Qu Feng & Chihwa Kao
The authors find that the common correlated effects estimator have the same asymptotic distribution as if the true change points were known.
February 29, 2016
WP 189 Asymptotic Power of the Sphericity Test Under Weak and Strong Factors
Badi H. Baltagi, Chihwa Kao & Fa Wang
This paper studies the asymptotic power for the sphericity test in a fixed effect panel data model proposed.
February 29, 2016
Baltagi article on welfare reform and children's health published in Health Economics
Badi H. Baltagi & Yin-Fang Yen
February 28, 2016
WP 188 Prediction in a Generalized Spatial Panel Data Model with Serial Correlation
Badi H. Baltagi & Long Liu
This paper considers the generalized spatial panel data model with serial correlation proposed by Lee and Yu (2012).
January 31, 2016
WP 185 Cointegration of Matched Home Purchases and Rental Price Indexes-Evidence from Singapore
Badi H. Baltagi & Jing Li
The authors use the repeated sales method to construct matched home purchase price and rental price series.
September 30, 2015
WP 183 Testing For Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model
Badi H. Baltagi & Long Liu
The authors test using artificial double length regressions
August 31, 2015
Baltagi article on African banks published in Oxford Bulletin of Economics and Statistics
Svetlana Andrianova, Badi H. Baltagi, Panicos Demetriades & David Fielding
May 31, 2015
Baltagi article on productivity spillovers in China published in Journal of Applied Econometrics
Badi H. Baltagi, Peter H. Egger & Michaela Kesina
Authors assess intrasectoral spillovers in total factor productivity across Chinese producers in the chemical industry using panel data on firms from 2004-2006.
May 3, 2015
See related: China
Baltagi article on simultaneous system of spatial autoregressive equations published in ER
Badi H. Baltagi & Ying Deng
April 30, 2015
Baltagi article on hedonic housing prices in Paris published in Journal of Applied Econometrics
Badi H. Baltagi, Georges Bresson & Jean-Michel Etienne
March 31, 2015
WP 179 Estimation of Heterogeneous Panels with Structural Breaks
Badi H. Baltagi
The authors explore whether the common correlated effects estimator have the same asymptotic distribution as if the true change points were known.
February 28, 2015
WP 178 Estimation and Identification of Change Points in Panel Models
Badi H. Baltagi, Chihwa Kao & Long Liu.
The authors prove consistency and derive the asymptotic distributions of the Ordinary Least Squares (OLS) and First Difference (FD) estimators and that the FD estimator is robust for all cases considered.
December 31, 2014