Filtered by: Econometrics
Robust linear static panel data models using ε-contamination
Badi H.Baltagi, Georges Bresson, Anoop Chaturvedi & Guy Lacroix
December 31, 2017
Determinants of Firm-level Domestic Sales, Exports, and Foreign-firm Presence with Spillovers: Evidence from China
Badi H.Baltagi, Peter H. Egger & Michaela Kesina
July 31, 2017
Health Care Expenditure and Income: A Global Perspective
Badi H. Baltagi, Raffaele Lagravinese, Francesco Moscone & Elisa Tosetti
June 30, 2017
Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model
Badi H. Baltagi, Chihwa Kao & Fa Wang
April 30, 2017
Spatial Econometrics: Qualitative and Limited Dependent Variables: Volume 37
Badi H. Baltagi, James P. Lesage, R. Kelley Pace
December 1, 2016
Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model
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
Estimation of Heterogeneous Panels with Structural Breaks
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
Asymptotic Power of the Sphericity Test Under Weak and Strong Factors in a Fixed Effects Panel Data Model
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
Model Selection in the Presence of Incidental Parameters
Yoonseok Lee & Peter C.B. Phillips
September 30, 2015
Why Do African Banks Lend So Little?
Svetlana Andrianova, Badi H. Baltagi, Panicos Demetriades & David Fielding
May 31, 2015
Firm-Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach
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
EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects
Badi H. Baltagi & Ying Deng
April 30, 2015
Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects
Badi H. Baltagi, Georges Bresson & Jean-Michel Etienne
March 31, 2015
Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term
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
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
Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances
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