ARTICLES:  2010-2015

 

129. “Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model,” with Seuck Heun Song and Byoung Cheol Jung, Journal of Econometrics, Vol. 154, Issue 2 (February, 2010), 122-124. (16 citations by Google Scholar).

 

130. "Narrow Replication of Serlenga and Shin (2007) Gravity models of intra-EU trade: Application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors," Journal of Applied Econometrics, Vol. 25, Issue 3 (April-May, 2010), 505-506.

 

131. “Health Care Expenditure and Income in the OECD Reconsidered: Evidence from Panel Data,” with Francesco Moscone, Economic Modelling, Vol. 27, Issue 4 (July, 2010), 804-811. (144 citations by Google Scholar).

 

132. “Spurious Spatial Regression with Equal Weights,” with Long Liu, Statistics and Probability Letters, Vol. 80, Issues 21-22 (November, 2010), 1640-1642.

 

133. “Panel Data Inference Under Spatial Dependence,” with Alain Pirotte, Economic Modelling, Vol. 27, Issue 6 (November, 2010), 1368–1381. (15 citations by Google Scholar).

 

134. “Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors: An Application to Hedonic Housing Prices in Paris,” with Georges Bresson, Journal of Urban Economics, Vol. 69, Issue 1 (January, 2011), 24–42. (17 citations by Google Scholar).

 

135. “Editors’ Introduction: Panel Data Econometrics,” with Joerg Breitung, Empirical Economics, Vol. 40 (February, 2011), 1-4.

 

136. “Seemingly Unrelated Regressions with Spatial Error Components,” with Alain Pirotte, Empirical Economics, Vol. 40 (February, 2011), 5-49.

 

137. “Testing for Sphericity in Fixed Effects Panel Data Models,” with Qu Feng and Chihwa Kao, Econometrics Journal, Vol. 14, Issue 1 (February, 2011), 25–47. (10 citations by Google Scholar).

 

138. “Instrumental Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects,” With Long Liu, Economics Letters, Vol.111, Issue 2 (May 2011), 135-137. (13 citations by Google Scholar).

 

139. “Editors’ Introduction: New Perspectives on Finance and Development,” with Panicos Demetriades, Empirical Economics,Vol. 41 (August, 2011), 1-5.

 

140. “An Improved Generalized Moments Estimator for a Spatial Moving Average Error Model,” with Long Liu, Economics Letters, Vol.113, Issue 3 (December, 2011), 282-284.

 

141. “Test of Hypotheses in Panel Data Models When the Regressor and Disturbances are Possibly NonStationary," with Chihwa Kao and Sanggon Na, Advances in Statistical Analysis, Vol.95 (December, 2011), 329-350.

 

142. “The Turkish Wage Curve: Evidence from the Household Labor Force Survey,” with Yusuf Soner Baskaya and Timur Hulagu, Economics Letters, Vol.114, Issue 1 (January 2012), 128-131. 1

 

143. “A Dynamic Spatial Panel Data Approach to the German Wage Curve,” with Uwe Blien and Katja Wolf, Economic Modelling, Volume 29, Issue 1 (January 2012), 12-21. Page 12 Badi H. Baltagi

 

144. “Special issue on health econometrics: editors’ introduction,” with Andrew M. Jones, Francesco Moscone and John Mullahy, Empirical Economics, Vol. 42 (April, 2012), 365-368.

 

145. “Medical Technology and the Production of Health Care," with Francesco Moscone and Elisa Tosetti, Empirical Economics, Vol. 42 (April, 2012), 395-412.

 

146. “The Hausman-Taylor Panel Data Model with Serial Correlation,” with Long Liu, Statistics and Probability Letters, Vol. 82, Issue 7 (July, 2012), 1401–1406.

 

147. “A Lagrange Multiplier Test for Cross-sectional Dependence in a Fixed Effects Panel Data Model,” with Qu Feng and Chihwa Kao, Journal of Econometrics, Vol. 170, Issue 1 (September, 2012), 164-177.

 

148. “Forecasting with Spatial Panel Data,” with Georges Bresson and Alain Pirotte, Computational Statistics and Data Analysis, Vol. 56, Issue 11 (November, 2012), 3381–3397. (43 citations by Google Scholar).

 

149. “A Robust Hausman-Taylor Estimator,” with Georges Bresson, Advances in Econometrics, Vol. 29, 2012, 175–214.

 

150. “Small Sample Properties and Pretest Estimation of a Spatial Hausman-Taylor Model,” with Peter Egger and Michaela Kesina, Advances in Econometrics, Vol. 29, 2012, 215-236.

 

151. “On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments,” with Chihwa Kao and Long Liu, Advances in Econometrics, Vol. 30, 2012, 199–235.

 

152. “Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances,” with Long Liu, International Journal of Forecasting, Vol. 29, Issue 1 (January-March, 2013), 100–107.

 

153. “Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions,” with Zhenlin Yang, Econometrics Journal, Vol. 16, Issue 1 (February, 2013), 103-134. (19 citations by Google Scholar).

 

154. “An Overview of Dependence in Cross-section, Time-series and Panel Data,” with Esfandiar Maasoumi, Econometric Reviews, Vol. 32, Issue 5-6, (May, 2013), 543-546.

 

155. “A Generalized Spatial Panel Data Model with Random Effects,” with Peter Egger and Michael Pfaffermayr, Econometric Reviews, Vol. 32, Issue 5-6, (May, 2013), 650-685. (99 citations by Google Scholar).

 

156. “How Different are the Wage Curves for Formal and Informal Workers? Evidence from Turkey,” with Yusuf Soner Baskaya and Timur Hulagu, Papers in Regional Science, Vol. 92, Issue 2 (June, 2013), 271-283.

 

157. “Prediction in the Random Effects Model with MA(q) Remainder Disturbances,” with Long Liu, Journal of Forecasting, Vol. 32, Issue 4 (July, 2013), 333-338.

 

158. “Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence,” with Zhenlin Yang, Regional Science and Urban Economics, Vol. 43, Issue 5 (September, 2013), 725–739.

 

159. “The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term,” with Chihwa Kao and Long Liu, Spatial Economic Analysis, Vol. 8 (September, 2013), 241-270. Page 13 Badi H. Baltagi

 

160. “Testing for Cross-Sectional Dependence in a Panel Factor Model Using the Wild Bootstap F-test,” with Chihwa Kao and Sanggon Na, Statistical Papers, Vol. 54 (November, 2013), 1067-1094.

 

161. “Prediction in an Unbalanced Nested Error Component Panel Data Model,” with Alain Pirotte, Journal of Forecasting, Vol. 32, Issue 8 (December, 2013), 755-768.

 

162. “Estimating and Forecasting with a Dynamic Spatial Panel Data Model,” with Bernard Fingleton and Alain Pirotte, Oxford Bulletin of Economics and Statistics, Volume 76, Issue 1 (February, 2014), 112- 138. DOI: 10.1111/obes.12011

 

163. “Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices,” with Bernard Fingleton and Alain Pirotte, Journal of Urban Economics, Vol. 80 (March, 2014), 76–86.

 

164. “Further Evidence on the Spatio-Temporal Model of House Prices in the United States” with Jing Li, Journal of Applied Econometrics, Vol. 29, Issue 3 (April/May, 2014), 515–522. DOI: 10.1002/jae.2372

 

165. “Testing For Spatial Lag and Spatial Error Dependence Using Double Length Artificial Regressions,” with Long Liu, Statistical Papers, Vol. 55, Issue 2 (May, 2014), 477-486.

 

166. “Prediction in a Spatial Nested Error Components Panel Data Model,” with Alain Pirotte, International Journal of Forecasting, Vol. 30, Issue 3 (July–September, 2014), 407–414.

 

167. “The Spatial Polish Wage Curve with Gender Effects: Evidence from the Polish Labor Survey,” with Bartlomiej Rokicki, Regional Science and Urban Economics, Vol. 49 (November, 2014), 36–47.

 

168. “Hospital Treatment Rates and Spillover Effects: Does Ownership Matter?” with Yin-Fang Yen, Regional Science and Urban Economics, Vol. 49 (November, 2014), 193-202.

 

169. “Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances,” with Chihwa Kao and Long Liu, Advances in Econometrics, Vol. 33, 2014, 347 – 394.

 

170. “Multilevel and Spillover Effects estimated for Spatial Panel Data, with Application to English House Prices,” with Bernard Fingleton and Alain Pirotte, Region et Developpement, Vol. 40, 2014, 25 – 36.

 

171. “On testing for sphericity with non-normality in a fixed effects panel data model,” with Chihwa Kao and Bin Peng, Statistics and Probability Letters. Vol. 98 (March, 2015), 123-130. doi:10.1016/j.spl.2014.12.017

 

172. “Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model with Nested Random Effects,” with Georges Bresson and Jean-Michel Etienne, Journal of Applied Econometrics, Volume 30, Issue 3 (April/May, 2015), 509–528. DOI: 10.1002/jae.2377

 

173. “EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects,” with Ying Deng, Econometric Reviews, Vol. 34, Issue 6-10 (May, 2015), 659-694. DOI:10.1080/07474938.2014.956030

 

174. “Why Do African Banks Lend So Little?” with Svetlana Andrianova, Panicos O. Demetriades, and David Fielding, Oxford Bulletin of Economics and Statistics. Volume 77, Issue 3 (June, 2015), 339–359. DOI: 10.1111/obes.12067. Page 14 Badi H. Baltagi

 

175. “Sources of Productivity Spillovers: Panel Data Evidence from China,” with Peter H. Egger and Michaela Kesina, Journal of Productivity Analysis. Vol. 43, Issue 3 (June, 2015), 389-402. DOI:10.1007/s11123-014-0393-z

 

176. “Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Singapore,” with Jing Li, Regional Science and Urban Economics, Vol. 55 (November, 2015), 80- 88. http://dx.doi.org/10.1016/j.j.regsciurbeco.2015.10.001