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Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - 2020

, and then develop an Outer-Product-of-Martingale-Difference (OPMD) estimate of its variance. In standard problems where a …

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Baltagi, Badi H. - In: Annales d'économie et de statistique (1999), pp. 277-297

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Baltagi, Badi H. (contributor) - 2008

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Baltagi, Badi H. (ed.) - 2006 - 1. ed.

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Baltagi, Badi H.; Jung, Byoung Cheol; Song, Seuck-heun - In: Journal of econometrics 154 (2010) 2, pp. 122-124

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Baltagi, Badi H. (contributor) - 2011

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Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - In: Journal of econometrics 140 (2007) 1, pp. 260-281

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Baltagi, Badi H.; Feng, Qu; Kao, Chihwa - In: The econometrics journal 14 (2011) 1, pp. 25-47

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