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On instrumental variable estimation of semiparametric dynamic panel data models
Baltagi, Badi H.; Li, Qi - In: Economics letters 76 (2002) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001671967
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A monotonic property for iterative GLS in the two-way random effects model
Baltagi, Badi H.; Li, Qi - In: Journal of Econometrics 53 (1992) 1-3, pp. 45-51
Persistent link: https://www.econbiz.de/10005238983
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Monte Carlo results on several new and existing tests for the error component model
Baltagi, Badi H.; Chang, Young-Jae; Li, Qi - In: Journal of Econometrics 54 (1992) 1-3, pp. 95-120
Persistent link: https://www.econbiz.de/10005238998
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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
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Testing AR(1) against MA(1) disturbances in an error component model
Baltagi, Badi H.; Li, Qi - In: Journal of Econometrics 68 (1995) 1, pp. 133-151
Persistent link: https://www.econbiz.de/10005285532
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Monte Carlo results on several new and existing tests for the error component model (Vol. 54, No. 1-3 (1992) pp. 95-120)
Baltagi, Badi H.; Chang, Young-Jae; Li, Qi - In: Journal of Econometrics 59 (1993) 3, pp. 405-405
Persistent link: https://www.econbiz.de/10005052870
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A transformation that will circumvent the problem of autocorrelation in an error-component model
Baltagi, Badi H.; Li, Qi - In: Journal of Econometrics 48 (1991) 3, pp. 385-393
Persistent link: https://www.econbiz.de/10005192376
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A nonparametric test for poolability using panel data
Baltagi, Badi H.; Hidalgo, Javier; Li, Qi - In: Journal of Econometrics 75 (1996) 2, pp. 345-367
Persistent link: https://www.econbiz.de/10005192476
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Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations
Baltagi, Badi H.; Chang, Young-Jae; Li, Qi - In: Journal of Econometrics 52 (1992) 3, pp. 371-380
Persistent link: https://www.econbiz.de/10005228836