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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
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Fixed effects, random effects or Hausman-Taylor?: A pretest estimator
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Economics Letters 79 (2003) 3, pp. 361-369
Persistent link: https://www.econbiz.de/10005257662
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Convergence of the static estimation toward the long run effects of dynamic panel data models
Pirotte, Alain - In: Economics Letters 63 (1999) 2, pp. 151-158
Persistent link: https://www.econbiz.de/10005355864
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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
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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
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A generalized design for bilateral trade flow models
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Economics Letters 80 (2003) 3, pp. 391-397
Persistent link: https://www.econbiz.de/10005361725
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The German wage curve: evidence from the IAB employment sample
Baltagi, Badi H.; Blien, Uwe - In: Economics Letters 61 (1998) 2, pp. 135-142
Persistent link: https://www.econbiz.de/10005361965
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Spatial lag test with equal weights
Baltagi, Badi H.; Liu, Long - In: Economics Letters 104 (2009) 2, pp. 81-82
This note shows that for a spatial regression with equal weights, the LM test is always equal to N / 2(N - 1), where N is the sample size. This means that this test statistics is a function of N and not a function of the spatial parameter [rho]. In fact, this test statistic tends to...
Persistent link: https://www.econbiz.de/10005023468
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Pooling cross-sections with unequal time-series lengths
Baltagi, Badi H. - In: Economics Letters 18 (1985) 2-3, pp. 133-136
Persistent link: https://www.econbiz.de/10005355538
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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
Following Arnold and Wied (2010), we suggest an improved generalized moments estimator for the spatial moving average error model which takes explicitly into account that the moment conditions are based on OLS residuals rather than the true disturbances.
Persistent link: https://www.econbiz.de/10010572256