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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/10005296713

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/10005296983

The East German wage curve 1993-1998

Baltagi, Badi H.; Blien, Uwe; Wolf, Katja - In: Economics Letters 69 (2000) 1, pp. 25-31

Persistent link: https://www.econbiz.de/10005307461

Panel Data Econometrics: Method-of-Moments and Limited Dependent Variables. Myoung-Jae LEE

Baltagi, Badi H. - In: Journal of the American Statistical Association 98 (2003) 1, pp. 769-770

Persistent link: https://www.econbiz.de/10005238527

A monotonic property for iterative GLS in the two-way random effects model

Baltagi, Badi H.; Li, Qi - In: Journal of Econometrics 53 (1992) 1-3, pp. 45-51

Persistent link: https://www.econbiz.de/10005238983

Monte Carlo results on several new and existing tests for the error component model

Baltagi, Badi H.; Chang, Young-Jae; Li, Qi - In: Journal of Econometrics 54 (1992) 1-3, pp. 95-120

Persistent link: https://www.econbiz.de/10005238998

Analysis of spatially dependent data

Baltagi, Badi H.; Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of Econometrics 140 (2007) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10005239081

Estimating Error Component Models With General MA(q) Disturbances

Baltagi, Badi H.; Li, Qi - In: Econometric Theory 10 (1994) 02, pp. 396-408

This paper provides a simple estimation method for an error component regression model with general MA(<italic>q</italic>) remainder disturbances. The estimation method utilizes the transformation derived by Baltagi and Li [3] for an error component model with autoregressive remainder disturbances, and a...

Persistent link: https://www.econbiz.de/10005250047

04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares

Baltagi, Badi H. - In: Econometric Theory 20 (2004) 01, pp. 223-224

Persistent link: https://www.econbiz.de/10005250112

03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation

Baltagi, Badi H. - In: Econometric Theory 19 (2003) 05, pp. 879-879

Persistent link: https://www.econbiz.de/10005250125