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Homogeneous, heterogeneous or shrinkage estimators? : some empirical evidence from French regional gasoline consumption
Baltagi, Badi H.; Bresson, Georges; Griffin, James M.; … - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 795-811
Persistent link: https://www.econbiz.de/10001798190
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To pool or not to pool : homogeneous versus heterogeneous estimators applied to cigarette demand
Baltagi, Badi H.; Griffin, James M.; Xiong, Weiwen - In: The review of economics and statistics 82 (2000) 1, pp. 117-126
Persistent link: https://www.econbiz.de/10001456383
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Joint LM test for homoskedasticity in a one-wa error component model
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of econometrics 134 (2006) 2, pp. 401-417
Persistent link: https://www.econbiz.de/10003374325
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Adaptive estimation of heteroskedastic error component models
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Econometric reviews 24 (2005) 1, pp. 39-58
Persistent link: https://www.econbiz.de/10002655589
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Simple LM tests for the unbalanced nested error component regression model
Baltagi, Badi H.; Song, Seuck-heun; Jung, Byoung Cheol - In: Econometric reviews 21 (2002) 2, pp. 167-187
Persistent link: https://www.econbiz.de/10001704762
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Nonstationary panels, cointegration in panels and dynamic panels : a survey
Baltagi, Badi H.; Kao, Chihwa - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 7-51). 2000
Persistent link: https://www.econbiz.de/10001583110
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Estimation of heterogeneous panels with structural breaks
Baltagi, Badi H.; Qu, Feng; Kao, Chihwa - In: Journal of econometrics 191 (2016) 1, pp. 176-195
Persistent link: https://www.econbiz.de/10011598096
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Nonstationary panels, panel cointegration, and dynamic panels
Baltagi, Badi H. (contributor); Fomby, Thomas B. (contributor) - 2001
unit root tests, spurious panel regressions and panel cointegration tests. In addition, it provides recent developments in … nonstationary panel data models / Alain Hecq, Franz C. Palm, Jean-Pierre Urbain -- The local power of some unit root tests for panel … data / J(c)·org Breitung -- On the estimation and inference of a cointegrated regression in panel data / Chihwa Kao, Min …
Persistent link: https://www.econbiz.de/10012049671
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Nonstationary Panels, Cointegration in Panels and Dynamic Panels : A Survey
Baltagi, Badi H. - 2011
This paper provides an overview of topics in nonstationary panels: panel unit root tests, panel cointegration tests …, and estimation of panel cointegration models. In addition it surveys recent developments in dynamic panel data models …
Persistent link: https://www.econbiz.de/10013127093
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Nonstationary panels, panel cointegration, and dynamic panels
Baltagi, Badi H. (ed.) - 2000 - 1. ed.
Persistent link: https://www.econbiz.de/10001515447