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Hausman's specification test for panel data : practical tips

Baltagi, Badi H. - In: Essays in honor of Subal Kumbhakar, (pp. 13-24). 2024

Persistent link: https://www.econbiz.de/10014559087

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

LM tests for functional form and spatial error correlation

Baltagi, Badi H.; Li, Dong - In: International regional science review 24 (2001) 2, pp. 194-225

Persistent link: https://www.econbiz.de/10001601855

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

LM tests for the unbalanced nested panel data regression model with serially correlated errors

Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Annales d'économie et de statistique (2002), pp. 219-268

Persistent link: https://www.econbiz.de/10001673363

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

Testing for linear and log-linear models against box-cox alternatives with spatial lag dependence

Baltagi, Badi H.; Li, Dong - In: Spatial and spatiotemporal econometrics, (pp. 35-74). 2004

Persistent link: https://www.econbiz.de/10002581366

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

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. 24-42

Persistent link: https://www.econbiz.de/10009303851

Testing for sphericity in a fixed effects panel data model

Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: The econometrics journal 14 (2011) 1, pp. 25-47

Persistent link: https://www.econbiz.de/10009007612