ARTICLES:  2000-2004 

 

64. “To Pool or Not to Pool: Homogeneous versus Heterogeneous Estimators Applied to Cigarette Demand,” with James M. Griffin and Weiwen Xiong, The Review of Economics and Statistics, Vol. 82 (February, 2000), 117-126. (234 citations by Google Scholar).

 

65. “A Consistent Test for the Parametric Distribution of Regression Disturbances,” with Qi Li, Advances in Econometrics, Vol. 14 (2000), 3-24.

 

66. “Simultaneous Equations with Incomplete Panels,” with Young-Jae Chang, Econometric Theory, Vol. 16 (April, 2000), 269-279. (65 citations by Google Scholar).

 

67. “Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey,” with Chihwa Kao, Advances in Econometrics, Vol. 15 (2000), 7-51. (588 citations by Google Scholar)

 

68. “Editors Introduction: Nonstationary Panels, Cointegration in Panels and Dynamic Panels,” with Thomas B. Fomby and R. Carter Hill, Advances in Econometrics, Vol. 15 (2000), 1-5. http://dx.doi.org/10.1016/S0731-9053(00)15001-7 Page 7 Badi H. Baltagi

 

69. “Double-Length Regressions for the Box-Cox Difference Model with Heteroskedasticity or Autocorrelation,” with Dong Li, Economics Letters, Vol. 69, Issue 1 (October, 2000), 9-14.

 

70. “The East German Wage Curve: 1993-1998,” with Uwe Blien and Katja Wolf, Economics Letters, Vol. 69, Issue 1 (October, 2000), 25-31. (80 citations by Google Scholar).

 

71. “The Unbalanced Nested Error Component Regression Model,” with Seuck Heun Song and Byoung Cheol Jung, Journal of Econometrics, Vol. 101, Issue 2 (April, 2001), 357-381. (94 citations by Google Scholar).

 

72. “LM Tests for Functional Form and Spatial Error Correlation,” with Dong Li, International Regional Science Review, Vol. 24, (April, 2001), 194-225. (61 citations by Google Scholar).

 

73. “Double Length Artificial Regressions for Testing Spatial Dependence,” with Dong Li, Econometric Reviews, Vol. 20, Issue 1 (February, 2001), 31-40. (45 citations by Google Scholar).

 

74. “The Econometrics of Rational Addiction: The Case of Cigarettes,” with James M. Griffin, Journal of Business and Economic Statistics, Vol. 19, (October, 2001), 449-454. (90 citations by Google Scholar).

 

75. “Estimation of Econometric Models with Nonparametrically Specified Risk Terms,” with Qi Li, Econometric Reviews, Vol. 20, Issue 4 (October, 2001), 445-460.

 

76. “Simple LM Tests for the Unbalanced Nested Error Component Regression Model,” with Seuck Heun Song and Byoung Cheol Jung, Econometric Reviews, Vol. 21, Issue 2 (January, 2002), 167-187. (10 citations by Google Scholar).

 

77. “LM Tests for the Unbalanced Nested Panel Data Regression Model With Serially Correlated Errors,” with Seuck Heun Song and Byoung Cheol Jung, Annales d’Économie et de Statistique, Vol. 65 (January-March, 2002), 219-268.

 

78. “Series Estimation of Partially Linear Panel Data Models with Fixed Effects,” with Dong Li, Annals of Economics and Finance, Vol. 3 (May, 2002), 103-116. (83 citations by Google Scholar).

 

79. “On Instrumental Variable Estimation of Semiparametric Dynamic Panel Data Models,” with Qi Li, Economics Letters, Vol. 76, Issue 1 (June, 2002), 1-9. (35 citations by Google Scholar).

 

80. “Comparison of Forecast Performance for Homogeneous, Heterogeneous and Shrinkage Estimators. Some Empirical Evidence from US Electricity and Natural-Gas Consumption,” with Georges Bresson and Alain Pirotte, Economics Letters, Vol. 76, Issue 3 (August, 2002), 375-382. (77 citations by Google Scholar).

 

81. “Rational Addiction to Alcohol: Panel Data Analysis of Liquor Consumption,” with James M. Griffin, Health Economics, Vol. 11, Issue 6 (September, 2002), 485-491. (54 citations by Google Scholar).

 

82. “A Comparative Study of Alternative Estimators for the Unbalanced Two-Way Error Component Regression Model,” with Seuck Heun Song and Byoung Cheol Jung, Econometrics Journal, Vol. 5, Issue 2 (December, 2002), 480-493. (15 citations by Google Scholar).

 

83. “Worldwide Institutional and Individual Rankings in Econometrics Over the Period 1989-1999: An Update,” Econometric Theory, Vol. 19 (February, 2003), 165-224. (15 citations by Google Scholar). Page 8 Badi H. Baltagi

 

84. “Fixed Effects, Random Effects or Hausman-Taylor? A Pretest Estimator,” with Georges Bresson and Alain Pirotte, Economics Letters, Vol. 79, Issue 3 (June, 2003), 361-369. (215 citations by Google Scholar).

 

85. “Wage Policy in the Health Care Sector: A Panel Data Analysis of Nurses’ Labour Supply,” with Jan Erik Askildsen and Tor Helge Holmas, Health Economics, Vol. 12, Issue 9 (September, 2003), 705-719. (50 citations by Google Scholar).

 

86. “A Generalized Design of Bilateral Trade Flow Models,” with Peter Egger and Michael Pfaffermayr, Economics Letters, Vol. 80, Issue 3 (September, 2003), 391-397. (311 citations by Google Scholar).

 

87. “Homogeneous, Heterogeneous or Shrinkage Estimators? Some Empirical Evidence from French Regional Gasoline Consumption,” with James M. Griffin, Georges Bresson and Alain Pirotte, Empirical Economics, Vol. 28, (November, 2003), 795-811. (80 citations by Google Scholar).

 

88. “Testing Panel Data Regression Models with Spatial Error Correlation,” with Seuck Heun Song and Won Koh, Journal of Econometrics, Vol. 117, Issue 1 (November, 2003), 123-150. (369 citations by Google Scholar).

 

89. “A Comparative Study of Pure and Pretest Estimators for A Possibly Misspecified Two-Way Error Component Model,” with Georges Bresson and Alain Pirotte, Advances in Econometrics, Vol. 17 (2003), 1-27. 90. “Editor’s Introduction: Panel Data, Theory and Application,” Empirical Economics, Vol. 29 (January, 2004), 1-4.

 

91. “Tobin q: Forecast Performance for Hierarchical Bayes, Shrinkage, Heterogeneous and Homogeneous Panel Data Estimators,” with Georges Bresson and Alain Pirotte, Empirical Economics, Vol. 29 (January, 2004), 107-113. (33 citations by Google Scholar).

 

92. “Comment on Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model,” Journal of Business and Economic Statistics, Vol. 22, (April, 2004), 163-164.

 

93. “Testing for Linear and Log-Linear Models Against Box-Cox Alternatives with Spatial Lag Dependence,” with Dong Li, Advances in Econometrics, Vol. 18 (2004), 35-74. (12 citations by Google Scholar).

 

94. “State Tax Changes and Quasi-Experimental Price Elasticities of U.S. Cigarette Demand: An Update,” with Rajeev Goel, Journal of Economics and Finance, Vol. 28 (Fall, 2004), 422-429.