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2019
Variational Bayes
Random Coefficients
Panel Data
Carbon Dioxide
Mean Field

Partial Distributional Policy Effects Under Endogeneity

Baltagi, B. H. & Ghosh, P. K., Jan 1 2019, In : Sankhya B.

Research output: Contribution to journalArticle

Endogeneity
Wages
Partial
Poverty
Covariates

The effect of education on health: Evidence from the 1997 compulsory schooling reform in Turkey

Baltagi, B. H., Flores-Lagunes, A. & Karatas, H. M., Jul 1 2019, In : Regional Science and Urban Economics. 77, p. 205-221 17 p.

Research output: Contribution to journalArticle

Turkey
education
reform
health
school class
2018
3 Citations (Scopus)

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

Baltagi, B. H., Fingleton, B. & Pirotte, A., Jan 1 2018, (Accepted/In press) In : Regional Science and Urban Economics.

Research output: Contribution to journalArticle

panel data
EU
efficiency
simulation
performance

Contagious exporting and foreign ownership: Evidence from firms in Shanghai using a Bayesian spatial bivariate probit model

Baltagi, B. H., Egger, P. H. & Kesina, M., Jan 1 2018, (Accepted/In press) In : Regional Science and Urban Economics.

Research output: Contribution to journalArticle

ownership
firm
evidence
cost reduction
costs

Editors’ introduction

Baltagi, B. H. & Moscone, F., Jan 1 2018, In : Contributions to Economic Analysis. 294, p. xi-xiv

Research output: Contribution to journalEditorial

1 Citation (Scopus)

Generalized spatial autocorrelation in a panel-probit model with an application to exporting in China

Baltagi, B. H., Egger, P. H. & Kesina, M., Jan 3 2018, (Accepted/In press) In : Empirical Economics. p. 1-19 19 p.

Research output: Contribution to journalArticle

Spatial Autocorrelation
Probit Model
Shock
China
firm
2 Citations (Scopus)

Spatial health econometrics

Baltagi, B. H., Moscone, F. & Santos, R., Jan 1 2018, Contributions to Economic Analysis. Emerald Group Publishing Ltd., p. 305-326 22 p. (Contributions to Economic Analysis; vol. 294).

Research output: Chapter in Book/Report/Conference proceedingChapter

Health econometrics
Spillover effects
Economists
Health risk
Econometric models

Special issue on spatial econometrics in honor of Ingmar Prucha: editors’ introduction

Baltagi, B. H., Arbia, G. & Kelejian, H., Aug 1 2018, In : Empirical Economics. 55, 1

Research output: Contribution to journalEditorial

Econometrics
econometrics
editor
Spatial econometrics
2017
1 Citation (Scopus)

Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model

Baltagi, B. H., Kao, C. & Wang, F., May 10 2017, (Accepted/In press) In : Econometric Reviews. p. 1-30 30 p.

Research output: Contribution to journalArticle

Factors
Fixed effects
Limiting distribution
Factor loadings
Test statistic
1 Citation (Scopus)

Determinants of firm-level domestic sales and exports with spillovers: Evidence from China

Baltagi, B. H., Egger, P. H. & Kesina, M., Aug 1 2017, In : Journal of Econometrics. 199, 2, p. 184-201 18 p.

Research output: Contribution to journalArticle

China
Sales
Determinant
Comparative Statics
Economics
1 Citation (Scopus)

Ethnic Fractionalization, Governance and Loan Defaults in Africa

Andrianova, S., Baltagi, B. H., Demetriades, P. & Fielding, D., 2017, (Accepted/In press) In : Oxford Bulletin of Economics and Statistics.

Research output: Contribution to journalArticle

Governance
loan
Market Segmentation
governance
Panel Data
5 Citations (Scopus)

Identification and estimation of a large factor model with structural instability

Baltagi, B. H., Kao, C. & Wang, F., Mar 1 2017, In : Journal of Econometrics. 197, 1, p. 87-100 14 p.

Research output: Contribution to journalArticle

Factor Models
Error analysis
Identification (control systems)
Experiments
Change Point

Modelling housing using multi-dimensional panel data

Baltagi, B. H. & Bresson, G., Jan 1 2017, Advanced Studies in Theoretical and Applied Econometrics. Springer, p. 349-376 28 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 50).

Research output: Chapter in Book/Report/Conference proceedingChapter

Panel data
Modeling
Residential location
Location choice
Residential mobility

Network effects on labor contracts of internal migrants in China: a spatial autoregressive model

Baltagi, B. H., Deng, Y. & Ma, X., Aug 30 2017, (Accepted/In press) In : Empirical Economics. p. 1-32 32 p.

Research output: Contribution to journalArticle

Spatial Model
Autoregressive Model
China
migrant
labor

Random effects models

Balazsi, L., Baltagi, B. H., Matyas, L. & Pus, D., Jan 1 2017, Advanced Studies in Theoretical and Applied Econometrics. Springer, p. 35-69 35 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 50).

Research output: Chapter in Book/Report/Conference proceedingChapter

Estimator
Random effects model
Random effects
Textbooks
Testing
2 Citations (Scopus)

Replication of unconditional Quantile Regressions by Firpo, Fortin and Lemieux (2009)

Baltagi, B. H. & Ghosh, P. K., Jan 1 2017, In : Journal of Applied Econometrics. 32, 1, p. 218-223 6 p.

Research output: Contribution to journalArticle

wage
regression
labor market
statistics
trend

Robust linear static panel data models using ε-contamination

Baltagi, B. H., Bresson, G., Chaturvedi, A. & Lacroix, G., 2017, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to journalArticle

Panel Data
Contamination
Data Model
Maximum likelihood
Data structures

Special issue on forecasting, use of survey data on expectations, and panel data applications: editors’ introduction

Baltagi, B. H., Apr 6 2017, (Accepted/In press) In : Empirical Economics. p. 1-6 6 p.

Research output: Contribution to journalArticle

Panel Data
Survey Data
Forecasting
editor
Panel data

The estimation of gravity models in international trade

Baltagi, B. H., Egger, P. H. & Erhardt, K., Jan 1 2017, Advanced Studies in Theoretical and Applied Econometrics. Springer, p. 323-348 26 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 50).

Research output: Chapter in Book/Report/Conference proceedingChapter

International trade
Gravity model
Gravity equation
International economics
Multinationals
2016
4 Citations (Scopus)

Bayesian spatial bivariate panel probit estimation

Baltagi, B. H., Egger, P. H. & Kesina, M., 2016, In : Advances in Econometrics. 37, p. 119-144 26 p.

Research output: Contribution to journalArticle

Probit
Latent variables
Panel data
International economics
Bayesian model

Cross-Sectional Dependence in Panel Data Models: A Special Issue

Bai, J., Baltagi, B. H. & Pesaran, H., Jan 1 2016, In : Journal of Applied Econometrics. 31, 1, p. 1-3 3 p.

Research output: Contribution to journalArticle

Cross-sectional dependence
5 Citations (Scopus)

Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

Baltagi, B. H., Kao, C. & Liu, L., Mar 1 2016, (Accepted/In press) In : Econometric Reviews. p. 1-18 18 p.

Research output: Contribution to journalArticle

Estimator
Panel model
Change point
Ordinary least squares
Asymptotic distribution
19 Citations (Scopus)

Estimation of heterogeneous panels with structural breaks

Baltagi, B. H., Feng, Q. & Kao, C., Mar 1 2016, In : Journal of Econometrics. 191, 1, p. 176-195 20 p.

Research output: Contribution to journalArticle

Structural Breaks
Data structures
Change Point
Estimator
Panel Data
8 Citations (Scopus)

Estimation of structural gravity quantile regression models

Baltagi, B. H. & Egger, P., Feb 1 2016, In : Empirical Economics. 50, 1, p. 5-15 11 p.

Research output: Contribution to journalArticle

Quantile Regression
Regression Model
Gravity
regression
costs
10 Citations (Scopus)

Firm-Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach

Baltagi, B. H., Egger, P. H. & Kesina, M., Jan 1 2016, In : Journal of Applied Econometrics. 31, 1, p. 214-248 35 p.

Research output: Contribution to journalArticle

chemical industry
productivity
firm
China
producer
9 Citations (Scopus)

Health Care Expenditure and Income: A Global Perspective

Baltagi, B. H., Lagravinese, R., Moscone, F. & Tosetti, E., 2016, (Accepted/In press) In : Health Economics.

Research output: Contribution to journalArticle

Health Expenditures
Delivery of Health Care
Elasticity
United Nations
Health Status
2 Citations (Scopus)

Prediction in a Generalized Spatial Panel Data Model with Serial Correlation

Baltagi, B. H. & Liu, L., 2016, (Accepted/In press) In : Journal of Forecasting.

Research output: Contribution to journalArticle

Best Linear Unbiased Predictor
Serial Correlation
Panel Data
Spatial Data
Data Model

Progress in spatial modeling of discrete and continuous dependent variables

Baltagi, B. H., LeSage, J. P. & Pace, R. K., 2016, In : Advances in Econometrics. 37, p. xiii-xvi

Research output: Contribution to journalEditorial

Spatial modeling
4 Citations (Scopus)

Random Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data Model

Baltagi, B. H. & Liu, L., Apr 20 2016, In : Econometric Reviews. 35, 4, p. 638-658 21 p.

Research output: Contribution to journalArticle

Fixed effects
Hausman test
Random effects
Estimator
Two-stage least squares
10 Citations (Scopus)

Spatial panels

Baltagi, B. H., Apr 19 2016, Handbook of Empirical Economics and Finance. CRC Press, p. 435-454 20 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Special issue on the estimation of gravity models of bilateral trade: Editors’ introduction

Baltagi, B. H., Egger, P. H. & Pfaffermayr, M., Feb 1 2016, In : Empirical Economics. 50, 1, p. 1-4 4 p.

Research output: Contribution to journalArticle

Gravity Model
editor
Trade
Bilateral trade
Gravity model
3 Citations (Scopus)

Testing cross-sectional correlation in large panel data models with serial correlation

Baltagi, B. H., Kao, C. & Peng, B., Dec 1 2016, In : Econometrics. 4, 4, 44.

Research output: Contribution to journalArticle

Open Access
Serial correlation
Testing
Limiting distribution
Cross-sectional dependence
Monte Carlo simulation
Fixed effects
Spatial lag
Testing
Regression model
LM test

The Brazilian wage curve: new evidence from the National Household Survey

Baltagi, B. H., Rokicki, B. & de Souza, K. B., Jun 20 2016, (Accepted/In press) In : Empirical Economics. p. 1-20 20 p.

Research output: Contribution to journalArticle

wage curve
Unemployment
Wages
household survey
Elasticity
4 Citations (Scopus)

Welfare Reform and Children's Health

Baltagi, B. H. & Yen, Y. F., Mar 1 2016, In : Health Economics. 25, 3, p. 277-291 15 p.

Research output: Contribution to journalArticle

Health Status
Parents
Mothers
Family Planning Policy
Health
2015
3 Citations (Scopus)

Cointegration of matched home purchases and rental price indexes - Evidence from Singapore

Baltagi, B. H. & Li, J., Nov 1 2015, In : Regional Science and Urban Economics. 55, p. 80-88 9 p.

Research output: Contribution to journalArticle

price index
Singapore
purchase
evidence
condominium
13 Citations (Scopus)

EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects

Baltagi, B. H. & Deng, Y., May 22 2015, In : Econometric Reviews. 34, 6-10, p. 659-694 36 p.

Research output: Contribution to journalArticle

Estimator
Random effects
Error components
Monte Carlo experiment
Panel data
11 Citations (Scopus)

Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects

Baltagi, B. H., Bresson, G. & Etienne, J. M., Apr 1 2015, In : Journal of Applied Econometrics. 30, 3, p. 509-528 20 p.

Research output: Contribution to journalArticle

housing
transaction
Housing prices
Random effects
Pseudo-panel
4 Citations (Scopus)

On testing for sphericity with non-normality in a fixed effects panel data model

Baltagi, B. H., Kao, C. & Peng, B., Mar 1 2015, In : Statistics and Probability Letters. 98, p. 123-130 8 p.

Research output: Contribution to journalArticle

Sphericity
Variance-covariance Matrix
Non-normality
Fixed Effects
Panel Data
4 Citations (Scopus)

Sources of productivity spillovers: panel data evidence from China

Baltagi, B. H., Egger, P. H. & Kesina, M., Jun 1 2015, In : Journal of Productivity Analysis. 43, 3, p. 389-402 14 p.

Research output: Contribution to journalArticle

productivity
firm
China
evidence
manufacturing industry
8 Citations (Scopus)

Why Do African Banks Lend So Little?

Andrianova, S., Baltagi, B. H., Demetriades, P. & Fielding, D., Jun 1 2015, In : Oxford Bulletin of Economics and Statistics. 77, 3, p. 339-359 21 p.

Research output: Contribution to journalArticle

bank
Banking
banking
loan
Adverse Selection