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A generalized spatial panel data model with random effects

Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2012

This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated residuals that encompasses two previously suggested specifications. The first one is described in Anselin's (1988) book and the second one by Kapoor, Kelejian, and Prucha (2007). Our...

Persistent link: https://www.econbiz.de/10010288235

Double-length regressions for linear and log-linear regressions with AR(1) disturbances

Baltagi, Badi H. - In: Statistical papers 40 (1999) 2, pp. 199-209

Persistent link: https://www.econbiz.de/10001389149

On efficient estimation with panel data : an empirical comparison of instrumental variables estimators

Baltagi, Badi H. - In: Journal of applied econometrics 5 (1990) 4, pp. 401-406

Persistent link: https://www.econbiz.de/10001099932

On the efficiency of two-stage and three-stage least squares estimators

Baltagi, Badi H. - In: Econometric reviews 7 (1988) 2, pp. 165-169

Persistent link: https://www.econbiz.de/10001064637

Further Monte Carlo evidence on seemingly unrelated regressions with unequal number of observations

Baltagi, Badi H. - In: Annales d'économie et de statistique (1989), pp. 103-115

Persistent link: https://www.econbiz.de/10001076007

Incomplete panels : a comparative study of alternative estimators for the unbalanced one-way error component regression model

Baltagi, Badi H. - In: Journal of econometrics 62 (1994) 2, pp. 67-89

Persistent link: https://www.econbiz.de/10001162309

A simple recursive estimation method for linear regression models with AR(p) disturbances

Baltagi, Badi H. - In: Statistical papers 35 (1994) 2, pp. 93-100

Persistent link: https://www.econbiz.de/10001162834

Estimating error component models with general MA(q) disturbances

Baltagi, Badi H. - In: Econometric theory 10 (1994) 2, pp. 396-408

Persistent link: https://www.econbiz.de/10001164898

Consistency, asymptotic unbiasedness and bounds on the bias of s 2 in the linear regression model with error component disturbances

Baltagi, Badi H. - In: Statistical papers 35 (1994) 4, pp. 323-328

Persistent link: https://www.econbiz.de/10001173328

Monte Carlo results on pure and pretest estimators of an error component model with autocorrelated disturbances

Baltagi, Badi H. - In: Annales d'économie et de statistique (1997), pp. 69-82

Persistent link: https://www.econbiz.de/10001235270

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