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Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain’s Minimum Chi-Squared Test
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - 2011
Chamberlain (1982) showed that the fixed effects (FE) specification imposes testable restrictions on the coefficients from regressions of all leads and lags of dependent variables on all leads and lags of independent variables. Angrist and Newey (1991) suggested computing this test statistic as...
Persistent link: https://www.econbiz.de/10014183598
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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
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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
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A time-space dynamic panel data model with spatial moving average errors
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 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/10011872320
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A time-space dynamic panel data model with spatial moving average errors
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Regional science & urban economics 76 (2019), pp. 13-31
Persistent link: https://www.econbiz.de/10012267289
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A multidimensional spatial lag panel data model with spatial moving average nested random effects errors
Fingleton, Bernard; Le Gallo, Julie; Pirotte, Alain - In: Empirical economics : a journal of the Institute for … 55 (2018) 1, pp. 113-146
Persistent link: https://www.econbiz.de/10011949755
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Contemporary developments in spatial econometrics modelling : the 14th International Workshop on Spatial Econometrics and Statistics, Paris 2015
Fingleton, Bernard; Pirotte, Alain - In: Spatial economic analysis : the journal of the Regional … 12 (2017) 2/3, pp. 129-137
Persistent link: https://www.econbiz.de/10011669093
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How important is innovation? : a Bayesian factor‐augmented productivity model on panel data
Bresson, Georges; Etienne, Jean‐Michel; Mohnen, Pierre A. - 2014
Persistent link: https://www.econbiz.de/10010415320
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How important is innovation? : a bayesian factor-augmented productivity model based on panel data
Bresson, Georges; Etienne, Jean-Michel; Mohnen, Pierre A. - In: Macroeconomic dynamics 20 (2016) 8, pp. 1987-2009
Persistent link: https://www.econbiz.de/10011685298
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A Monte Carlo study for pooling time series of cross-section data in the simultaneous equations model
Baltagi, Badi H. - In: International economic review 25 (1984) 3, pp. 603-624
Persistent link: https://www.econbiz.de/10001862308