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The Mundlak spatial estimator

Baltagi, Badi H. - 2023

Persistent link: https://www.econbiz.de/10014382630

Spatial panels

Baltagi, Badi H. - In: Handbook of empirical economics and finance, (pp. 435-454). 2011

Persistent link: https://www.econbiz.de/10009130110

A Generalized Spatial Panel Data Model with Random Effects

Baltagi, Badi H.; Egger, Peter; Pfafermayr, Michael - 2011

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/10014183595

Heteroskedasticity and non-normality robust LM tests for spatial dependence

Baltagi, Badi H.; Yang, Zhenlin - In: Regional science & urban economics 43 (2013) 5, pp. 725-739

Persistent link: https://www.econbiz.de/10010237483

Standardized LM tests for spatial error dependence in linear or panel regression

Baltagi, Badi H.; Yang, Zhenlin - In: The econometrics journal 16 (2013) 1, pp. 103-134

Persistent link: https://www.econbiz.de/10009722509

A generalized spatial panel data model with random effects

Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Econometric reviews 32 (2013) 5/6, pp. 650-685

Persistent link: https://www.econbiz.de/10009758628

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

Estimating and forecasting with a dynamic spatial panel data model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2011

Persistent link: https://www.econbiz.de/10009546961

Prediction in a spatial nested error components panel data model

Baltagi, Badi H.; Pirotte, Alain - In: International journal of forecasting 30 (2014) 3, pp. 407-414

Persistent link: https://www.econbiz.de/10010511584

Estimating and forecasting with a dynamic spatial panel data model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 112-138

Persistent link: https://www.econbiz.de/10010439610