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ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS
Baltagi, Badi; Bresson, Georges; Pirotte, Alain - In: Econometric reviews 24 (2005) 1, pp. 39-58
Persistent link: https://www.econbiz.de/10006877237
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Tobin q: Forecast performance for hierarchical 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. 107-114
Persistent link: https://www.econbiz.de/10006249918
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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. 795-812
Persistent link: https://www.econbiz.de/10006253143
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Panel unit root tests and spatial dependence
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of applied econometrics 22 (2007) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10007723965
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Joint LM test for homoskedasticity in a one-way error component model
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of econometrics 134 (2006) 2, pp. 401-418
Persistent link: https://www.econbiz.de/10007279808
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Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices in Paris
Baltagi, Badi H.; Bresson, Georges - In: Journal of urban economics 69 (2011) 1, pp. 24-43
Persistent link: https://www.econbiz.de/10008769903
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Fixed effects, random effects or Hausman-Taylor? - A pretest estimator
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Economics letters 79 (2003) 3, pp. 361-370
Persistent link: https://www.econbiz.de/10006762966
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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/10006767246
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ESTIMATION OF REGRESSION COEFFICIENTS SUBJECT TO INTERVAL CONSTRAINTS IN MODELS WITH NON-SPHERICAL ERRORS
Chaturvedi, Anoop; Wan, Alan T.K. - In: Sankhya / B : the Indian journal of statistics 61 (1999) 3, pp. 433-442
Persistent link: https://www.econbiz.de/10006517316
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A NOTE ON THE STEIM RULE ESTIMATION IN LINEAR MODELS WITH NON-SCALAR ERROR COVARIANCE MATRIX
Chaturvedi, Anoop - In: Sankhya / B : the Indian journal of statistics 57 (1995) 1, pp. 158-165
Persistent link: https://www.econbiz.de/10006535586