In the News: Badi H. Baltagi
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
WP 174 Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Panel
Badi H. Baltagi & Long Liu
This paper gives random & fixed effects spatial 2-stage least squares estimators for the generalized mixed regressive spatial autoregressive panel data model.
November 30, 2014
WP 173 Firm-level Productivity Spillovers in China’s Chemical Industry
Badi H. Baltagi, Peter H. Egger & Michaela Kesina
This paper assesses the role of intra-sectoral spillovers in total factor productivity across Chinese producers in the chemical industry.
November 30, 2014
WP 176 On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model
Badi H. Baltagi, Chihwa Kao & Bin Peng
Testing for sphericity of the variance-covariance matrix in a fixed effects panel data regression model without the normality assumption on the disturbances.
November 30, 2014
WP 175 Sources of Productivity Spillovers: Panel Data Evidence from China
Badi H. Baltagi, Peter H. Egger & Michaela Kesina
This paper uses a panel data-set of firms observed from 2004-2007 to assess productivity spillovers in China's electric and electronic manufacturing industry.
November 30, 2014
WP 171 The Spatial Polish Wage Curve with Gender Effects: Evidence from the Polish Labor Survey
Badi H. Baltagi & Bartlomiej Rokicki
This paper reconsiders the Polish wage curve using Polish Labor Force Survey data at the 16 NUTS2 level allowing for spatial spillovers between regions.
July 31, 2014
WP 170 Test of Hypotheses in a Time Trend Panel Data Model
Badi H. Baltagi, Chihwa Kao & Long Liu
This paper studies test of hypotheses for the slope parameter in a linear time trend panel data model with serially correlated error component disturbances.
June 30, 2014
Baltagi spatial lag models with nested random effects study published in Journal of Urban Economics
Badi H. Baltagi, Bernard Fingleton & Alain Pirotte
February 28, 2014
Baltagi study on dynamic spatial panel data forecasting published in Oxford BES
Badi H. Baltagi, Bernard Fingleton & Alain Pirotte
January 31, 2014
WP 165 Hospital Treatment Rates and Spill-Over Effects
Badi H. Baltagi & Yin-Fang Yen
December 31, 2013