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Fixed effects, random effects or Hausman-Taylor? : A pretest estimator

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Economics letters 79 (2003) 3, pp. 361-369

Persistent link: https://www.econbiz.de/10001755288

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

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

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

Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain’s Minimum Chi-Squared Test

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - 2011

Chamberlain (1982) showed that the fixed effects (FE) specification imposes testable restrictions on the coefficients from regressions of all leads and lags of dependent variables on all leads and lags of independent variables. Angrist and Newey (1991) suggested computing this test statistic as...

Persistent link: https://www.econbiz.de/10014183598

Estimating and forecasting with a dynamic spatial panel data model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 112-138

Persistent link: https://www.econbiz.de/10010439610

A time-space dynamic panel data model with spatial moving average errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...

Persistent link: https://www.econbiz.de/10011872320