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  • 2020
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  • Badi H Baltagi
2020

Estimating and testing high dimensional factor models with multiple structural changes

Baltagi, B. H., Kao, C. H. D. & Wang, F., 2020, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to journalArticle

Forecasting with unbalanced panel data

Baltagi, B. H. & Liu, L., Aug 1 2020, In : Journal of Forecasting. 39, 5, p. 709-724 16 p.

Research output: Contribution to journalArticle

Testing for shifts in a time trend panel data model with serially correlated error component disturbances

Baltagi, B. H., Kao, C. H. D. & Liu, L., 2020, (Accepted/In press) In : Econometric Reviews.

Research output: Contribution to journalArticle

2019

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

Baltagi, B. H., Fingleton, B. & Pirotte, A., May 2019, In : Regional Science and Urban Economics. 76, p. 13-31 19 p.

Research output: Contribution to journalArticle

9 Scopus citations

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., May 2019, In : Regional Science and Urban Economics. 76, p. 125-146 22 p.

Research output: Contribution to journalArticle

Partial distributional policy effects under endogeneity

Baltagi, B. H. & Ghosh, P. K., Jan 1 2019, In : Sankhya: The Indian Journal of Statistics. 81B, p. S123-S145

Research output: Contribution to journalArticle

1 Scopus citations

Structural changes in heterogeneous panels with endogenous regressors

Baltagi, B. H., Feng, Q. & Kao, C., Jan 1 2019, (Accepted/In press) In : Journal of Applied Econometrics.

Research output: Contribution to journalArticle

1 Scopus citations
2018

Editors’ introduction

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

Research output: Contribution to journalEditorial

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

2 Scopus citations

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

Baltagi, B. H., Deng, Y. & Ma, X., Aug 1 2018, In : Empirical Economics. 55, 1, p. 265-296 32 p.

Research output: Contribution to journalArticle

Robust linear static panel data models using ε-contamination

Baltagi, B. H., Bresson, G., Chaturvedi, A. & Lacroix, G., Jan 2018, In : Journal of Econometrics. 202, 1, p. 108-123 16 p.

Research output: Contribution to journalArticle

1 Scopus citations

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

4 Scopus citations

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

2017

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

Baltagi, B. H., Kao, C. H. D. & Wang, F., Oct 21 2017, In : Econometric Reviews. 36, 6-9, p. 853-882 30 p.

Research output: Contribution to journalArticle

1 Scopus citations

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

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

Research output: Contribution to journalArticle

2 Scopus citations

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 16 2017, In : Econometric Reviews. 36, 1-3, p. 85-102 18 p.

Research output: Contribution to journalArticle

8 Scopus citations

Ethnic Fractionalization, Governance and Loan Defaults in Africa

Andrianova, S., Baltagi, B. H., Demetriades, P. & Fielding, D., Aug 2017, In : Oxford Bulletin of Economics and Statistics. 79, 4, p. 435-462 28 p.

Research output: Contribution to journalArticle

1 Scopus citations

Health Care Expenditure and Income: A Global Perspective

Baltagi, B. H., Lagravinese, R., Moscone, F. & Tosetti, E., Jul 2017, In : Health Economics (United Kingdom). 26, 7, p. 863-874 12 p.

Research output: Contribution to journalArticle

18 Scopus citations

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

12 Scopus citations

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

2 Scopus citations

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

1 Scopus citations

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

4 Scopus citations

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

3 Scopus citations
2016

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

4 Scopus citations

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

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

30 Scopus citations

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

10 Scopus citations

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

15 Scopus citations

Prediction in a Generalized Spatial Panel Data Model with Serial Correlation

Baltagi, B. H. & Liu, L., Nov 1 2016, In : Journal of Forecasting. 35, 7, p. 573-591 19 p.

Research output: Contribution to journalArticle

3 Scopus citations

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

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

6 Scopus citations

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

10 Scopus citations

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 journalEditorial

1 Scopus citations

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
4 Scopus citations

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

Welfare Reform and Children's Health

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

Research output: Contribution to journalArticle

4 Scopus citations