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Panel unit root tests and spatial dependence
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of applied econometrics 22 (2007) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10003455449
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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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Forecasting with spatial panel data
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - 2009
This paper compares various forecasts using panel data with spatial error correlation. The true data generating process is assumed to be a simple error component regression model with spatial remainder disturbances of the autoregressive or moving average type. The best linear unbiased predictor...
Persistent link: https://www.econbiz.de/10003858869
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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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Hedonic housing prices in Paris : an unbalanced spatial lag pseudo-panel model with nested random effects
Baltagi, Badi H.; Bresson, Georges; Etienne, Jean-Michel - In: Journal of applied econometrics 30 (2015) 3, pp. 509-528
Persistent link: https://www.econbiz.de/10011327569
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A robust Hausman-Taylor estimator
Baltagi, Badi H.; Bresson, Georges - In: Essays in honor of Jerry Hausman, (pp. 175-214). 2012
Persistent link: https://www.econbiz.de/10009709142
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Robust panel data methods and influential observations
Baltagi, Badi H.; Bresson, Georges - In: The Oxford handbook of panel data, (pp. 418-450). 2015
Persistent link: https://www.econbiz.de/10010472596
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Robust linear static panel data models using [epsilon]-contamination
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2015
Persistent link: https://www.econbiz.de/10011411477
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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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Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators : some empirical evidence from US electricity and natural-gas consumption
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Economics letters 76 (2002) 3, pp. 375-382
Persistent link: https://www.econbiz.de/10001692022