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Testing for shifts in a time trend panel data model with serially correlated error component disturbances

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometric reviews 39 (2020) 8, pp. 745-762

Persistent link: https://www.econbiz.de/10012295578

Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometric reviews 36 (2017) 1/3, pp. 85-102

Persistent link: https://www.econbiz.de/10011794682

A bias-corrected fixed effects estimator in the dynamic panel data model

Kao, Chihwa; Liu, Long; Sun, Rui - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 205-225

Persistent link: https://www.econbiz.de/10012488913

The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Spatial Economic Analysis 8 (2013) 3, pp. 241-270

<title>Abstract</title> This paper considers the estimation of a linear regression involving the spatial autoregressive (SAR) error term which is nearly nonstationary. The asymptotics properties of the ordinary least squares (OLS), true generalized least squares (GLS) and feasible generalized least squares...

Persistent link: https://www.econbiz.de/10010974011

Forecasting with unbalanced panel data

Baltagi, Badi H.; Liu, Long - In: Journal of Forecasting 39 (2020) 5, pp. 709-724

Persistent link: https://www.econbiz.de/10012189047

Impact of the disclosure of audit engagement partners on audit quality: Evidence from the USA

Dao, Mai; Xu, Hongkang; Liu, Long - In: International Journal of Auditing 23 (2019) 1, pp. 112-124

Persistent link: https://www.econbiz.de/10012090661

A note on 2SLS estimation of the mixed regressive spatial autoregressive model

Liu, Long - In: Economics letters 134 (2015), pp. 49-52

Persistent link: https://www.econbiz.de/10011432222

Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model

Baltagi, Badi H.; Liu, Long - In: Econometric reviews 35 (2016) 1/4, pp. 638-658

Persistent link: https://www.econbiz.de/10011550080

A partially linear kernel estimator for categorical data

Gao, Qi; Liu, Long; Racine, Jeffrey - In: Econometric reviews 34 (2015) 6/10, pp. 959-978

Persistent link: https://www.econbiz.de/10011483412

Subjective well-being and income : a re-examination of satiation using the regression kink model with an unknown threshold

Lien, Da-hsiang Donald; Hu, Yue; Liu, Long - In: Journal of applied econometrics 32 (2017) 2, pp. 463-469

Persistent link: https://www.econbiz.de/10011691489