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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

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

Joint LM test for homoskedasticity in a one-wa error component model

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of econometrics 134 (2006) 2, pp. 401-417

Persistent link: https://www.econbiz.de/10003374325

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/10003455449

Forecasting with spatial panel data

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - 2009

Persistent link: https://www.econbiz.de/10003858869