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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

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

Analysis of spatially dependent data

Baltagi, Badi H.; Kelejian, Harry H.; Prucha, Ingmar R. - In: Journal of Econometrics 140 (2007) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10005239081

Simultaneous equations with error components

Baltagi, Badi H. - In: Journal of Econometrics 17 (1981) 2, pp. 189-200

Persistent link: https://www.econbiz.de/10005285425

Skill-biased technical change in US manufacturing: a general index approach

Baltagi, Badi H.; Rich, Daniel P. - In: Journal of Econometrics 126 (2005) 2, pp. 549-570

Persistent link: https://www.econbiz.de/10005285451

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

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/10005285669

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

This paper considers a panel data regression model with heteroskedastic as well as serially correlated disturbances, and derives a joint LMÂ test for homoskedasticity and no first order serial correlation. The restricted model is the standard random individual error component model. It also...

Persistent link: https://www.econbiz.de/10008493170

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

Testing panel data regression models with spatial error correlation

Baltagi, Badi H.; Song, Seuck Heun; Koh, Won - In: Journal of Econometrics 117 (2003) 1, pp. 123-150

Persistent link: https://www.econbiz.de/10005192287