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Iterative Estimation in Partitioned Regression Models

Baltagi, Badi H. - In: Econometric Theory 12 (1996) 05, pp. 869-870

Persistent link: https://www.econbiz.de/10005411771

The Differencing Test in a Regression with Equicorrelated Disturbances

Baltagi, Badi H. - In: Econometric Theory 6 (1990) 04, pp. 488-488

Persistent link: https://www.econbiz.de/10005411785

A Joint Test for Functional Form and Random Individual Effects

Baltagi, Badi H. - In: Econometric Theory 13 (1997) 02, pp. 307-308

Persistent link: https://www.econbiz.de/10005411869

WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989 1999: AN UPDATE

Baltagi, Badi H. - In: Econometric Theory 19 (2003) 01, pp. 165-224

Persistent link: https://www.econbiz.de/10005411958

Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary r...

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometrics Journal 11 (2008) 3, pp. 554-572

This paper studies the asymptotic properties of standard panel data estimators in a simple panel regression model with random error component disturbances. Both the regressor and the remainder disturbance term are assumed to be autoregressive and possibly non-stationary. Asymptotic distributions...

Persistent link: https://www.econbiz.de/10005607068