The following pages link to Badi H. Baltagi (Q178784):
Displaying 50 items.
- (Q262783) (redirect page) (← links)
- Skill-biased technical change in US manufacturing: a general index approach (Q262785) (← links)
- Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
- Testing for serial correlation, spatial autocorrelation and random effects using panel data (Q280265) (← links)
- Estimating models of complex FDI: are there third-country effects? (Q280283) (← links)
- Estimating regional trade agreement effects on FDI in an interdependent world (Q295565) (← links)
- (Q375099) (redirect page) (← links)
- Pooling cross sections with unequal time-series lengths (Q375100) (← links)
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
- Solutions manual for \textit{Econometrics} (Q398211) (← links)
- (Q413959) (redirect page) (← links)
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960) (← links)
- An improved generalized moments estimator for a spatial moving average error model (Q427120) (← links)
- The Hausman-Taylor panel data model with serial correlation (Q449410) (← links)
- Erratum to: Testing linear and loglinear error components regressions against Box-Cox alternatives (Q449913) (← links)
- (Q506052) (redirect page) (← links)
- Identification and estimation of a large factor model with structural instability (Q506054) (← links)
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model (Q528032) (← links)
- Instrumental variable estimation of a spatial autoregressive panel model with random effects (Q547088) (← links)
- (Q587729) (redirect page) (← links)
- A general condition for an optimal limiting efficiency of OLS in the general linear regression model (Q672761) (← links)
- A note on the application of EC2SLS and EC3SLS estimators in panel data models (Q734706) (← links)
- Testing for spatial lag and spatial error dependence using double length artificial regressions (Q744768) (← links)
- Unbalanced panel data: a survey (Q849876) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Testing for random effects and spatial lag dependence in panel data models (Q958961) (← links)
- Testing for heteroskedasticity and spatial correlation in a random effects panel data model (Q961727) (← links)
- Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test (Q1021777) (← links)
- Spatial lag test with equal weights (Q1046217) (← links)
- A nonparametric test for poolability using panel data (Q1126479) (← links)
- Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) (← links)
- Simultaneous equations with error components (Q1166223) (← links)
- A transformation that will circumvent the problem of autocorrelation in an error-component model (Q1176603) (← links)
- A monotonic property for iterative GLS in the two-way random effects model (Q1194025) (← links)
- Monte Carlo results on several new and existing tests for the error component model (Q1203086) (← links)
- The German wage curve: evidence from the IAB employment sample (Q1274637) (← links)
- Double-length regressions for linear and log-linear regressions with AR(1) disturbances (Q1290862) (← links)
- Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model (Q1329125) (← links)
- Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances (Q1342772) (← links)
- A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances (Q1342788) (← links)
- Testing for random individual and time effects using a Gauss-Newton regression (Q1351728) (← links)
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline (Q1362066) (← links)
- Testing panel data regression models with spatial error correlation. (Q1410567) (← links)
- On instrumental variable estimation of semiparametric dynamic panel data models. (Q1603848) (← links)
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption. (Q1608838) (← links)
- Robust linear static panel data models using \(\varepsilon\)-contamination (Q1680195) (← links)
- Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
- Forecasting with spatial panel data (Q1927120) (← links)
- Fixed effects, random effects or Hausman-Taylor: a pretest estimator (Q1927318) (← links)
- A generalized design for bilateral trade flow models (Q1927361) (← links)
