ARTICLES:  2005-2009

 

95. “Adaptive Estimation of Heteroskedastic Error Component Models,” with Georges Bresson and Alain Pirotte, Econometric Reviews, Vol. 24, Issue 1 (March, 2005), 39-58. (10 citations by Google Scholar).

 

96. “Skilled-Biased Technical Change in U.S. Manufacturing: A General Index Approach,” with Daniel Rich, Journal of Econometrics, Vol. 126, Issue 2 (June, 2005), 549-570. (34 citations by Google Scholar).

 

97. “A Panel Data Study of Physician’s Labor Supply: The Case of Norway,” with Espen Bratberg and Tor Helge Holmas, Health Economics, Vol. 14, Issue 10 (October, 2005), 1035-1045. (72 citations by Google Scholar).

 

98. “Estimating an Economic Model of Crime Using Panel Data from North Carolina,” Journal of Applied Econometrics, Vol. 21, Issue 4 (May-June, 2006), 543-547. (63 citations by Google Scholar). Page 9 Badi H. Baltagi

 

99. “Transaction Tax and Stock Market Behavior: Evidence From an Emerging Market,” with Qi Li and Dong Li, Empirical Economics, Vol. 31 (June, 2006), 393-408. (99 citations by Google Scholar).

 

100. “Rational Alcohol Addiction: Evidence from the Russian Longitudinal Monitoring Survey,” with Ingo Geishecker, Health Economics, Vol. 15, Issue 9 (September, 2006), 893-914. (34 citations by Google Scholar).

 

101. “Unbalanced Panel Data: A Survey,” with Seuck Heun Song, Statistical Papers, Vol. 47 (October, 2006), 493-523. (72 citations by Google Scholar).

 

102. “Random Effects and Spatial Autocorrelation with Equal Weights,” Econometric Theory, Vol. 22 (October, 2006), 973-984. (15 citations by Google Scholar)

 

103. “Joint LM Test for Heteroskedasticity in a One-Way Error Component Model,” with Georges Bresson and Alain Pirotte, Journal of Econometrics , Vol. 134, Issue 2 (October, 2006), 401-417. (42 citations by Google Scholar).

 

104. “Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor,” with Dong Li, Spatial Economic Analysis, Vol. 1 (November, 2006), 175-185. (103 citations by Google Scholar).

 

105. “An Alternative Derivation of Mundlak’s Fixed Effects Results Using System Estimation,” Econometric Theory, Vol. 22 (December, 2006), 1191-1194.

 

106. “On the Use of Panel Data Methods to Estimate Rational Addiction Models,” Scottish Journal of Political Economy, Vol. 54, Issue 1 (February, 2007), 1-18.

 

107. “Heterogeneity and Cross Section Dependence in Panel Data Models: Theory and Applications Introduction,” with M. Hashem Pesaran, Journal of Applied Econometrics, Vol. 22, Issue 2 (March, 2007), 229-232. (33 citations by Google Scholar).

 

108. “Panel Unit Root Tests and Spatial Dependence,” with Georges Bresson and Alain Pirotte, Journal of Applied Econometrics, Vol. 22, Issue 2 (March, 2007), 339-360. (161 citations by Google Scholar).

 

109. “Comments on: Panel Data Analysis — Advantages and Challenges by Cheng Hsiao,” TEST, Journal of the Sociedad Española de Estadística e Investigación Operativa, Vol. 16 (May, 2007), 28-31.

 

110. “Testing for Cointegrating Rank via Model Selection: Evidence from 165 Data Sets,” with Zijun Wang, Empirical Economics, Vol. 33 (July, 2007), 41-49. (14 citations by Google Scholar).

 

111. “Alternative Ways of Obtaining Hausman’s Test Using Artificial Regressions,” with Long Liu, Statistics and Probability Letters, Vol. 77, Issue 13 (July, 2007), 1413-1417.

 

112. “Analysis of Spatially Dependent Data,” with Harry Kelejian and Ingmar Prucha, Journal of Econometrics, Vol. 140, Issue 1 (September, 2007), 1-4. (19 citations by Google Scholar).

 

113. “Testing for Serial Correlation, Spatial Autocorrelation and Random Effects Using Panel Data,” with Seuck Heun Song, Byoung Cheol Jung and Won Koh, Journal of Econometrics, Vol. 140, Issue 1 (September, 2007), 5-51. (234 citations by Google Scholar).

 

114. “Estimating Models of Complex FDI: Are there Third Country Effects?,” with Peter Egger and Michael Pfaffermayr, Journal of Econometrics, Vol. 140, Issue 1 (September, 2007), 260-281. (444 citations by Google Scholar). Page 10 Badi H. Baltagi

 

115. “Worldwide Econometrics Rankings: 1989-2005,” Econometric Theory, Vol. 23 (October, 2007), 952- 1012. (17 citations by Google Scholar).

 

116. “Intra- and Extra-Euro Area Import Demand for Manufactures,” with Robert Anderton, Frauke Skudelny and Nuno Sousa, Applied Economics Quarterly, Vol. 53 (Number 3, 2007), 221-241.

 

117. “Editors’ Introduction: Spatial Econometrics,” with Giuseppe Arbia, Empirical Economics, Vol. 34 (February, 2008), 1-4.

 

118. “Forecasting with Panel Data,” Journal of Forecasting, Vol. 27, Issue 2 (March, 2008), 153-173. (77 citations by Google Scholar).

 

119. “Estimating Regional Trade Agreement Effects on FDI in an Interdependent World,” with Peter Egger and Michael Pfaffermayr, Journal of Econometrics, Vol. 145, Issues 1-2 (July, 2008), 194-208. (150 citations by Google Scholar).

 

120. “Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals,” with Chihwa Kao and Long Liu, Econometrics Journal, Vol. 11, Issue 3 (November, 2008), 554-572. (11 citations by Google Scholar)

 

121. “Testing For Random Effects and Spatial Lag Dependence in Panel Data Models,” with Long Liu, Statistics and Probability Letters, Vol. 78, Issue 18 (December, 2008), 3304-3306. (54 citations by Google Scholar).

 

122. “A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model With Spatially Autocorrelated Disturbances, ” with Peter Egger and Michael Pfaffermayr, Annales d’Économie et de Statistique, Vol. 87/88 (2008), 11-38. (14 citations by Google Scholar).

 

123. “New Evidence on the Dynamic Wage Curve for Western Germany: 1980-2004,” with Uwe Blien and Katja Wolf, Labour Economics, Vol. 16, Issue 1 (January, 2009), 47-51. (19 citations by Google Scholar).

 

124. “Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's Minimum Chi-Squared test,” with Georges Bresson and Alain Pirotte, Statistics and Probability Letters, Vol. 79, Issue 10 (May, 2009), 1358-1362.

 

125. “Testing for Heteroskedasticity and Spatial Correlation in a Random Effects Panel Data Model,” with Seuck Heun Song, and Jae Hyeok Kwon, Computational Statistics and Data Analysis, Vol. 53, Issue 8 (June, 2009), 2897-2922. (14 citations by Google Scholar).

 

126. “Financial Development and Openness: Evidence from Panel Data,” with Panicos Demetriades and Siong Hook Law, Journal of Development Economics, Vol. 89, Issue 2 (July, 2009), 285-296. (390 citations by Google Scholar).

 

127. “Spatial Lag Test with Equal Weights,” with Long Liu, Economics Letters, Vol. 104, Issue 2 (August, 2009), 81-82.

 

128. “A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models,” with Long Liu, Statistics and Probability Letters, Vol. 79, Issue 20 (October, 2009), 2189-2192. (12 citations by Google Scholar).

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