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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The review of financial studies"
~isPartOf:"The world economy : the leading journal on international economic relations"
~language:"eng"
~person:"Baltagi, Badi H."
~source:"econis"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
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Estimation theory
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Baltagi, Badi H.
Phillips, Peter C. B.
36
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26
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26
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25
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24
Aït-Sahalia, Yacine
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16
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Applied economics letters
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Journal of the American Statistical Association : JASA
The review of financial studies
The world economy : the leading journal on international economic relations
Econometric reviews
11
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4
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1
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
2
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
3
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
4
Robust linear static panel data models using ε-contamination
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 108-123
Persistent link: https://www.econbiz.de/10011974556
Saved in:
5
Identification and estimation of a large factor model with structural instability
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10011818347
Saved in:
6
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
Saved in:
7
An improved generalized moments estimator for a spatial moving average error model
Baltagi, Badi H.
;
Liu, Long
- In:
Economics letters
113
(
2011
)
3
,
pp. 282-284
Persistent link: https://www.econbiz.de/10009503063
Saved in:
8
Instrumental variable estimation of a spatial autoregressive panel model with random effects
Baltagi, Badi H.
;
Liu, Long
- In:
Economics letters
111
(
2011
)
2
,
pp. 135-137
Persistent link: https://www.econbiz.de/10009242395
Saved in:
9
Testing for heteroskedasticity and serial correlation in a random effects panel data model
Baltagi, Badi H.
;
Jung, Byoung Cheol
;
Song, Seuck-heun
- In:
Journal of econometrics
154
(
2010
)
2
,
pp. 122-124
Persistent link: https://www.econbiz.de/10003940084
Saved in:
10
Estimating models of complex FDI : are there third-country effects?
Baltagi, Badi H.
;
Egger, Peter
;
Pfaffermayr, Michael
- In:
Journal of econometrics
140
(
2007
)
1
,
pp. 260-281
Persistent link: https://www.econbiz.de/10003579964
Saved in:
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