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Series estimation of partially linear panel data models with fixed effects

Baltagi, Badi H.; Li, Dong - In: Annals of economics and finance 3 (2002) 1, pp. 103-116

Persistent link: https://www.econbiz.de/10001731879

Double length artificial regressions for testing spatial dependence

Baltagi, Badi H.; Li, Dong - In: Econometric reviews 20 (2001) 1, pp. 31-40

Persistent link: https://www.econbiz.de/10001582447

Testing for linear and log-linear models against box-cox alternatives with spatial lag dependence

Baltagi, Badi H.; Li, Dong - In: Spatial and spatiotemporal econometrics, (pp. 35-74). 2004

Persistent link: https://www.econbiz.de/10002581366

LM tests for functional form and spatial error correlation

Baltagi, Badi H.; Li, Dong - In: International regional science review 24 (2001) 2, pp. 194-225

Persistent link: https://www.econbiz.de/10001601855

Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation

Baltagi, Badi H.; Li, Dong - In: Economics letters 69 (2000) 1, pp. 9-14

Persistent link: https://www.econbiz.de/10001512715

Transaction tax and stock market behavior : evidence from an emerging market

Baltagi, Badi H.; Li, Dong; Li, Qi - In: Empirical economics : a journal of the Institute for … 31 (2006) 2, pp. 393-408

Persistent link: https://www.econbiz.de/10003333479

Prediction in the panel data model with spatial correlation : the case of liquor

Baltagi, Badi H.; Li, Dong - In: Spatial economic analysis : the journal of the Regional … 1 (2006) 2, pp. 175-185

Persistent link: https://www.econbiz.de/10003406104

Prediction in the panel data model with spatial correlation

Baltagi, Badi H.; Li, Dong - In: Advances in spatial econometrics : methodology, tools …, (pp. 283-295). 2004

Persistent link: https://www.econbiz.de/10003396800

Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor

Baltagi, Badi; Li, Dong - In: Spatial Economic Analysis 1 (2006) 2, pp. 175-185

Abstract This paper considers the problem of prediction in a panel data regression model with spatial autocorrelation in the context of a simple demand equation for liquor. This is based on a panel of 43 states over the period 1965–1994. The spatial autocorrelation due to neighbouring states...

Persistent link: https://www.econbiz.de/10009226601

SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL

Baltagi, Badi; Song, Seuck Heun; Jung, Byoung Cheol - In: Econometric Reviews 21 (2002) 2, pp. 167-187

This paper derives several Lagrange Multiplier tests for the unbalanced nested error component model. Economic data with a natural nested grouping include firms grouped by industry; or students grouped by schools. The LM tests derived include the joint test for both effects as well as the test...

Persistent link: https://www.econbiz.de/10005476168