In the News: Badi H. Baltagi
Testing for Spatial Lag Dependence and Homoskedasticity in a Random Effects Panel Data Model
See related: Research Methods, United States
Estimation and Testing in a Fixed Effects Panel Data Model with Serially Correlated Error...
Two-Stage Least Squares Estimation in a Spatial Lag Model under a Complete Bipartite Network
Nonstationary Heterogeneous Panels with Multiple Structural Changes
Testing for Spatial Correlation under a Complete Bipartite Network
WP 254 Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change
WP 251 Cities in a Pandemic: Evidence from China
The Economics of COVID-19
See related: COVID-19
Econometric Analysis of Panel Data, 6th Edition
This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades.
WP 247 Bayesian Estimation of Multivariate Panel Probits with Higher-order Network Interdependence
WP 246 Spatial Wage Curves for Formal and Informal Workers in Turkey
WP 240 Robust Dynamic Panel Data Models Using 𝛆-Contamination
WP 172 Welfare Reform and Children’s Health
See related: Child & Elder Care, Children, Adolescents, Health Policy
WP 187 Bayesian Spatial Bivariate Panel Probit Estimation
Baltagi article on forecasting with unbalanced panel data published in Journal of Forecasting
Baltagi paper on shifts in time trend panel data published in Econometric Review
Baltagi paper on estimating high dimensional factor models published in Journal of Econometrics