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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

DOUBLE LENGTH ARTIFICIAL REGRESSIONS FOR TESTING SPATIAL DEPENDENCE

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

This paper derives two simple artificial Double Length Regressions (DLR) to test for spatial dependence. The first DLR tests for spatial lag dependence while the second DLR tests for spatial error dependence. Both artificial regressions utilize only least squares residuals of the restricted...

Persistent link: https://www.econbiz.de/10005476198