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Filtered by: Econometrics

Robust linear static panel data models using ε-contamination

Badi H.Baltagi, Georges Bresson, Anoop Chaturvedi & Guy Lacroix
December 31, 2017

Health Care Expenditure and Income: A Global Perspective

Badi H. Baltagi, Raffaele Lagravinese, Francesco Moscone & Elisa Tosetti
June 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

The Oxford Handbook of Panel Data

Badi H. Baltagi
November 5, 2015

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

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

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