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Test Of Hypotheses In Panel Data Models When The Regressor And Disturbances Are Possibly Nonstationary
Baltagi, Badi H.; Kao, Chihwa; Na, Sanggon - Center for Policy Research, Maxwell School - 2011
This paper considers the problem of hypotheses testing in a simple panel data regression model with random individual effects and serially correlated disturbances. Following Baltagi, Kao and Liu (2008), we allow for the possibility of non-stationarity in the regressor and/or the disturbance...
Persistent link: https://www.econbiz.de/10008922708
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Test of Hypotheses in Panel Data Models When the Regressor and Disturbances are Possibly Nonstationary
Baltagi, Badi H. - 2011
This paper considers the problem of hypotheses testing in a simple panel data regression model with random individual effects and serially correlated disturbances. Following Baltagi, Kao and Liu (2008), we allow for the possibility of non-stationarity in the regressor and/or the disturbance...
Persistent link: https://www.econbiz.de/10013127388
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Panel data gravity models of international trade
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2014
of goods, services, and factors across national or subnational borders (see Leamer and Levinsohn, 1995). The respective … across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data structure of …
Persistent link: https://www.econbiz.de/10010237192
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A panel data model with generalized higher-order network effects
Baltagi, Badi H.; Ding, Sophia; Egger, Peter - 2020
Many data situations require the consideration of network effects among the cross-sectional units of observation. In this paper, we present a generalized panel model which accounts for two features: (i) three types of network effects on the right-hand side of the model, namely through weighted...
Persistent link: https://www.econbiz.de/10012306579
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Panel Data Gravity Models of International Trade
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - CESifo - 2014
of goods, services, and factors across national or subnational borders (see Leamer and Levinsohn, 1995). The respective … equations across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data …
Persistent link: https://www.econbiz.de/10010739343
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A Generalized Spatial Panel Data Model with Random Effects
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - CESifo - 2012
This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated residuals that encompasses two previously suggested specifications. The first one is described in Anselin’s (1988) book and the second one by Kapoor, Kelejian, and Prucha (2007). Our...
Persistent link: https://www.econbiz.de/10010570349
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Panel Data Gravity Models of International Trade
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2014
of goods, services, and factors across national or subnational borders (see Leamer and Levinsohn, 1995). The respective … equations across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data …
Persistent link: https://www.econbiz.de/10010333385
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Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel
Baltagi, Badi H.; Liu, Long - Center for Policy Research, Maxwell School - 2014
This paper suggests random and fixed effects spatial two-stage least squares estimators for the generalized mixed regressive spatial autoregressive panel data model. This extends the generalized spatial panel model of Baltagi, Egger and Pfaffermayr (2013) by the inclusion of a spatial lag...
Persistent link: https://www.econbiz.de/10011269090
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A generalized spatial panel data model with random effects
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2012
This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated residuals that encompasses two previously suggested specifications. The first one is described in Anselin's (1988) book and the second one by Kapoor, Kelejian, and Prucha (2007). Our...
Persistent link: https://www.econbiz.de/10010288235
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Testing for Serial Correlation, Spatial Autocorrelation and Random Effects
Koh, Won; Jung, Byoung Cheol; Baltagi, Badi H.; Song, … - Econometric Society - 2004
This paper considers a spatial panel data regression model with serial correlation on each spatial unit over time as well as spatial dependence between the spatial units at each point in time. In addition, the model allows for heterogeneity across the spatial units using random effects. The...
Persistent link: https://www.econbiz.de/10005130168