Similar Search Results

A Hausman test based on the difference between fixed effects two-stage least squares and error components two-stage least squares : solution

Baltagi, Badi H. - In: Econometric theory 21 (2005) 2, pp. 483-484

Persistent link: https://www.econbiz.de/10002740838

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

A Dynamic Demand Model for Liquor: The Case of Pooling

Baltagi, Badi H.; Griffin, James M. - In: The review of economics and statistics 77 (1995) 3, pp. 545-554

Persistent link: https://www.econbiz.de/10007328546

Testing panel data regression models with 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/10006761305

A generalized design for bilateral trade flow models

Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Economics letters 80 (2003) 3, pp. 391-398

Persistent link: https://www.econbiz.de/10006761361

Fixed effects, random effects or Hausman-Taylor? - A pretest estimator

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Economics letters 79 (2003) 3, pp. 361-370

Persistent link: https://www.econbiz.de/10006762966

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/10006767246

On instrumental variable estimation of semiparametric dynamic panel data models

Baltagi, Badi H.; Li, Qi - In: Economics letters 76 (2002) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10006768698

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

Baltagi, Badi H. - In: Econometric theory 20 (2004) 5, pp. 989

Persistent link: https://www.econbiz.de/10006962810

Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors : The Case of Stationary and Non-Stationary Regressors and Residuals

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - 2011

This paper studies the asymptotic properties of standard panel data estimators in a simple panel regression model with error component disturbances. Both the regressor and the remainder disturbance term are assumed to be autoregressive and possibly non-stationary. Asymptotic distributions are...

Persistent link: https://www.econbiz.de/10014183167