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Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation

Baltagi, Badi H.; Li, Dong - In: Economics letters 69 (2000) 1, pp. 9-14

Persistent link: https://www.econbiz.de/10001512715

Unequally spaced panel data regressions with AR(1) disturbances

Baltagi, Badi H.; Wu, Ping X. - In: Econometric theory 15 (1999) 6, pp. 814-823

Persistent link: https://www.econbiz.de/10001507479

Prediction from the regression model with one-way error components

Baillie, Richard; Baltagi, Badi H. - In: Analysis of panels and limited dependent variable …, (pp. 255-267). 1999

Persistent link: https://www.econbiz.de/10001445118

Special issue on economic applications of quantile regression : [Conference on "Economic Applications of Quantile Regressions" in June 2000 at the University of Konstanz, Germany]

Baltagi, Badi H. (contributor); Kunst, Robert M. (contributor) - 2001

Persistent link: https://www.econbiz.de/10001575731

A consistent test for the parametric distribution of regression disturbances

Baltagi, Badi H.; Li, Qi - In: Applying Kernel and nonparametric estimation to …, (pp. 3-24). 2000

Persistent link: https://www.econbiz.de/10001548454

Double length artificial regressions for testing spatial dependence

Baltagi, Badi H.; Li, Dong - In: Econometric reviews 20 (2001) 1, pp. 31-40

Persistent link: https://www.econbiz.de/10001582447

Simple LM tests for the unbalanced nested error component regression model

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Econometric reviews 21 (2002) 2, pp. 167-187

Persistent link: https://www.econbiz.de/10001704762

Testing panel data regression models woth spatial error correlation

Baltagi, Badi H.; Song, Seuck-heun; Koh, Won - In: Journal of econometrics 117 (2003) 1, pp. 123-150

Persistent link: https://www.econbiz.de/10001787606

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

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. - 2010

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and spatial error components. We study the general case where spatial effects are incorporated via spatial errors terms and via a spatial lag dependent variable and where the...

Persistent link: https://www.econbiz.de/10013137243