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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 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

Prediction in the panel data model with spatial correlation : the case of liquor

Baltagi, Badi H.; Li, Dong - In: Spatial economic analysis : the journal of the Regional … 1 (2006) 2, pp. 175-185

Persistent link: https://www.econbiz.de/10003406104

Prediction in the panel data model with spatial correlation

Baltagi, Badi H.; Li, Dong - In: Advances in spatial econometrics : methodology, tools …, (pp. 283-295). 2004

Persistent link: https://www.econbiz.de/10003396800

Prediction in the Panel Data Model with Spatial Correlation : The Case of Liquor

Baltagi, Badi H.; Li, Dong - 2011

This paper considers the problem of prediction in a panel data regression model with spatial auto-correlation in the context of a simple demand equation for liquor. This is based on a panel of 43 states over the period 1965-1994. The spatial auto-correlation due to neighboring states and the...

Persistent link: https://www.econbiz.de/10014183179

EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects

Baltagi, Badi H.; Deng, Ying - In: Econometric reviews 34 (2015) 6/10, pp. 659-694

Persistent link: https://www.econbiz.de/10011483370

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

Prediction in a generalized spatial panel data model with serial correlation

Baltagi, Badi H.; Liu, Long - In: Journal of forecasting 35 (2016) 7, pp. 573-591

Persistent link: https://www.econbiz.de/10011610045

Spatial econometrics: qualitative and limited dependent variables

Baltagi, Badi H. (ed.); Lesage, James P. (ed.); … - 2017 - First edition

Persistent link: https://www.econbiz.de/10011579704

A time-space dynamic panel data model with spatial moving average errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...

Persistent link: https://www.econbiz.de/10011872320