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Solutions Manual for Econometrics
Baltagi, Badi H. - 2022 - 4th ed. 2022.
What Is Econometrics? -- A Review of Some Basic Statistical Concepts -- Simple Linear Regression -- Multiple Regression …This Fourth Edition updates the "Solutions Manual for Econometrics" to match the Sixth Edition of the Econometrics … examples replicated using EViews, Stata as well as SAS. The book offers rigorous proofs and treatment of difficult econometrics …
Persistent link: https://www.econbiz.de/10013465850
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Robust linear static panel data models using ε-contamination
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2014
The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two-step approach is employed to derive the conditional type-II maximum likelihood (ML-II) posterior distribution of the coefficients and individual effects. The ML-II posterior...
Persistent link: https://www.econbiz.de/10010440546
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Robust dynamic panel data models using [epsilon]-contamination
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2020
Persistent link: https://www.econbiz.de/10012162338
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Robust dynamic panel data models using [epsilon]-contamination
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2020
Persistent link: https://www.econbiz.de/10012152834
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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
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Testing for linear and log-linear models against box-cox alternatives with spatial lag dependence
Baltagi, Badi H.; Li, Dong - In: Spatial and spatiotemporal econometrics, (pp. 35-74). 2004
Persistent link: https://www.econbiz.de/10002581366
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Maximum likelihood estimation and lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors : an application to hedonic housing prices...
Baltagi, Badi H.; Bresson, Georges - 2010
This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and spatial error components. We study the general case where spatial effects are incorporated via spatial errors terms and via a spatial lag dependent variable and where the...
Persistent link: https://www.econbiz.de/10009013035
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Maximum likelihood estimation and Lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors : an application to hedonic housing prices...
Baltagi, Badi H.; Bresson, Georges - In: Journal of urban economics 69 (2011) 1, pp. 24-42
Persistent link: https://www.econbiz.de/10009303851
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A Monte Carlo study for pure and pretest estimators of a panel data model with spatially autocorrelated disturbances
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Annales d'économie et de statistique 87/88 (2007), pp. 11-38
Persistent link: https://www.econbiz.de/10003803949
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Robust dynamic panel data models using ε-contamination
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2020
This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the robustness of Bayesian panel data models to possible misspecication of the prior distribution. The proposed robust Bayesian approach departs from the standard Bayesian framework in...
Persistent link: https://www.econbiz.de/10012210757