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Homogeneous, heterogeneous or shrinkage estimators? : some empirical evidence from French regional gasoline consumption

Baltagi, Badi H.; Bresson, Georges; Griffin, James M.; … - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 795-811

Persistent link: https://www.econbiz.de/10001798190

Fixed effects, random effects or Hausman-Taylor? : A pretest estimator

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Economics letters 79 (2003) 3, pp. 361-369

Persistent link: https://www.econbiz.de/10001755288

Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators : some empirical evidence from US electricity and natural-gas consumption

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Economics letters 76 (2002) 3, pp. 375-382

Persistent link: https://www.econbiz.de/10001692022

Adaptive estimation of heteroskedastic error component models

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Econometric reviews 24 (2005) 1, pp. 39-58

Persistent link: https://www.econbiz.de/10002655589

Tobin q: forecast performance for hierachical bayes, shrinkage, heterogeneous and homogeneous panel data estimators

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Empirical economics : a journal of the Institute for … 29 (2004) 1, pp. 107-113

Persistent link: https://www.econbiz.de/10001863314

A comparative study of pure and pretest estimators for a possibly misspecified two-way error component model

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Maximum likelihood estimation of misspecified models : …, (pp. 1-27). 2003

Persistent link: https://www.econbiz.de/10001916245

A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors

Baltagi, Badi H. - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...

Persistent link: https://www.econbiz.de/10012915736

Forecasting with Spatial Panel Data

Baltagi, Badi H. - 2009

This paper compares various forecasts using panel data with spatial error correlation. The true data generating process is assumed to be a simple error component regression model with spatial remainder disturbances of the autoregressive or moving average type. The best linear unbiased predictor...

Persistent link: https://www.econbiz.de/10013158526

Spatial lag models with nested random effects : an instrumental variable procedure with an application to English house prices

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Journal of urban economics 80 (2014), pp. 76-86

Persistent link: https://www.econbiz.de/10010378815

Prediction in an unbalanced nested error components panel data model

Baltagi, Badi H.; Pirotte, Alain - In: Journal of forecasting 32 (2013) 8, pp. 755-768

Persistent link: https://www.econbiz.de/10010344460