BOOK CHAPTERS

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“Editor’s Introduction: The Sustainability of Health Care Systems in Europe,” with Francesco Moscone, in The Sustainability of Health Care Systems in Europe, Badi H. Baltagi and Francesco Moscone, editors, Contributions to Economic Analysis, Volume 295, Emerald Publishing, 2021, forthcoming.

 

“Spatial Health Econometrics,” with Francesco Moscone and Rita Santos, Chapter 13 in Health Econometrics, Badi H. Baltagi and Francesco Moscone, editors, Contributions to Economic Analysis, Volume 294, Emerald Publishing, 2018, 305-326. 

 

“Random Effects Models,” with Laszlo Balazsi, Laszlo Matyas and Daria Pus, Chapter 2 in The Econometrics of Multi-dimensional Panels, Laszlo Matyas, editor, Advanced Studies in Theoretical and Applied Econometrics, Volume 50, Springer, 2017,  35-69.

 

“The Estimation of Gravity Models in International Trade,” with Peter H. Egger and Katharina Erhardt, , Chapter 11 in The Econometrics of Multi-dimensional Panels, Laszlo Matyas, editor, Advanced Studies in Theoretical and Applied Econometrics, Volume 50, Springer, 2017,  323-348.

 

 “Modelling Housing Using Multidimensional Panel Data,” with Georges Bresson, Chapter 12 in The Econometrics of Multi-dimensional Panels, Laszlo Matyas, editor, Advanced Studies in Theoretical and Applied Econometrics, Volume 50, Springer, 2017,  349-376.

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“Robust panel data methods and Influential observations,” with Georges Bresson, Chapter 14 in the Oxford Handbook of Panel Data, Badi H. Baltagi, editor, Oxford University Press, Oxford, 2015, 418-450.

 

“Panel Data Gravity Models of International Trade,” with Peter Egger and Michael Pfaffermayr, Chapter 20 in the Oxford Handbook of Panel Data, Badi H. Baltagi, editor, Oxford University Press, Oxford, 2015, 608-641.

 

“Introduction: Recent Contributions to Panel Data,” in Panel Data Econometrics: Critical Concepts in Economics, Badi H. Baltagi, editor,  Volume I, Routledge, Taylor & Francis Group, New York, NY, 2015, 1-35.

 

“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. Reprinted as Chapter 9 in Panel Data Econometrics: Critical Concepts in Economics, Badi H. Baltagi, editor, Volume I, Routledge, Taylor & Francis Group, New York, NY, 2015, 379-402.

 

 “A Generalized Spatial Panel Data Model with Random Effects,” with Peter Egger and Michael Pfaffermayr, Econometric Reviews, Vol. 32 (February, 2013), 650-685. Reprinted as Chapter 26 in Panel Data Econometrics: Critical Concepts in Economics, Badi H. Baltagi, editor, Volume III, Routledge, Taylor & Francis Group, New York, NY, 2015, 3-35.

 

 “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. Reprinted as Chapter 27 in Panel Data Econometrics: Critical Concepts in Economics, Badi H. Baltagi, editor, Volume III, Routledge, Taylor & Francis Group, New York, NY, 2015, 36-67.

 

 “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. Reprinted as Chapter 28 in Panel Data Econometrics: Critical Concepts in Economics, Badi H. Baltagi, editor, Volume III, Routledge, Taylor & Francis Group, New York, NY, 2015, 68-96.

 

“Forecasting with Panel Data,” Journal of Forecasting, Vol. 27, Issue 2 (March, 2008), 153-173. Reprinted as Chapter 54 in Panel Data Econometrics: Critical Concepts in Economics, Badi H. Baltagi, editor, Volume IV, Routledge, Taylor & Francis Group, New York, NY, 2015, 435-460.

 

“Panel Data and Difference-in Differences Estimation,” Chapter 20 in The Encyclopedia of Health Economics, Anthony J. Culyer, Editor-in-Chief, Health Econometrics (Anirban Basu and John Mullahy, editors), Vol 2, San Diego: Elsevier; 2014, 425-433.

 

“Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances,” with Chihwa Kao and Long Liu,  in Yoosoon Chang , Thomas B. Fomby , Joon Y. Park (ed.) Essays in Honor of Peter C. B. Phillips (Advances in Econometrics, Volume 33) Emerald Group Publishing Limited, 2014, 347 – 394. http://dx.doi.org/10.1108/S0731-905320140000033011

 

“Panel Data Forecasting,” Chapter 18  in the Handbook of Economic Forecasting, Volume 2B, edited by Graham Elliott and Allan Timmermann, North Holland, Amsterdam, 2013, 995-1024.

 

 “Dynamic Panel Data Models,” Chapter 10 in The Handbook of Research Methods and Applications in Empirical Macroeconomics, Nigar Hashimzade and Michael A. Thornton, editors, Edward Elgar Publishing, Cheltenham, U.K., 2013, 229-248.

 

“Small Sample Properties and Pretest Estimation of a Spatial Hausman–Taylor Model,” with Peter H. Egger and Michaela Kesina, in Badi H. Baltagi, R. Carter Hill, Whitney K. Newey, Halbert L. White (ed.) Essays in Honor of Jerry Hausman (Advances in Econometrics, Volume 29) Emerald Group Publishing Limited, 2012, 215 – 236. http://dx.doi.org/10.1108/S0731-9053(2012)0000029013

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“A Robust Hausman–Taylor Estimator,” with Georges Bresson, in Badi H. Baltagi, R. Carter Hill, Whitney K. Newey, Halbert L. White (ed.) Essays in Honor of Jerry Hausman (Advances in Econometrics, Volume 29) Emerald Group Publishing Limited, 2012, 175 – 214. http://dx.doi.org/10.1108/S0731-9053(2012)0000029012

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“On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments,” with Chihwa Kao and Long Liu, in Dek Terrell, Daniel Millimet (ed.) 30th Anniversary Edition (Advances in Econometrics, Volume 30) Emerald Group Publishing Limited, 2012, 199 – 235. http://dx.doi.org/10.1108/S0731-9053(2012)0000030012

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"Spatial Panels,” Chapter 15 in The Handbook of Empirical Economics and Finance, Aman Ullah and David E.A. Giles, editors, Chapman and Hall (2011), pp. 435-454.

  

"Autocorrelation in Regression," International Encyclopedia of Statistical Science, Miodrag Lovric, editor, Springer, Heidelberg, 2011, Part I, 76-77. 

 

“To Pool or Not to Pool,” with Georges Bresson and Alain Pirotte, Chapter 16 in Panel Data Econometrics, László Mátyás and Patrick Sevestre, editors, Springer, Heidelberg, (2008), pp. 517-546.

 

“Error Components Models,” with László Mátyás and Patrick Sevestre, Chapter 3 in Panel Data Econometrics, László Mátyás and Patrick Sevestre, editors, Springer, Heidelberg, (2008) ),pp. 49-87; “To Pool or Not to Pool,” with Georges Bresson and Alain Pirotte, Chapter 16 in Panel Data Econometrics, László Mátyás and Patrick Sevestre, editors, Springer, Heidelberg, (2008), pp. 517-546.

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“Panel data analysis,” entry in the Encyclopedia of Survey Research Methods, Paul J. Lavrakas, editor, Sage Publications, Thousand Oaks, California, Sage Publications, (2008), pp 567-569.

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“Fixed Effects and Random Effects,” entry in The New Palgrave Dictionary of Economics, 2nd Edition, Steven Durlauf and Lawrence Blume, editors, Palgrave Macmillan, Basingstoke, (2008).

 

“Panel Data Models,” Chapter 17 in Palgrave Handbook of Econometrics: Volume 1 Econometric Theory, T.C. Mills and K. Patterson, editors, Palgrave Macmillan, Basingstoke, (2006), pp. 633-661.

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"Swedish Liquor Consumption: New Evidence on Taste Change," with James M. Griffin, Chapter 7 in Panel Data Econometrics:  Theoretical Contributions and Empirical Applications, Badi H. Baltagi, editor, Elsevier Science, Amsterdam, (2006), pp. 167-192.

 

"Prediction in the Panel Data Model with Spatial Correlation" with Dong Li, Chapter 13 in Advances in Spatial Econometrics: Methodology, Tools and Applications,  Luc Anselin and Raymond J.G.M. Florax, editors, Springer, Berlin, (2004), pp. 283-295.

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“Panel Data Analysis” entry in the Encyclopedia of Research Methods for the Social Sciences, edited by Michael Lewis-Beck, Alan Bryman and Tim Futing Liao, Sage Publications, 2004.

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"Testing for Linear and Log-Linear Models Against Box-Cox Alternatives with Spatial Lag Dependence," with Dong Li, Advances in Econometrics: Spatial and Spatiotemporal Econometrics, James P. Le Sage and R. Kelley Pace, editors, Elsevier, Vol. 18  (2004), pp. 283-295.

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"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:  Maximum Likelihood Estimation of Misspecified Models:  Twenty Years Later, Thomas B. Fomby and R. Carter Hill, editors, Elsevier, Vol. 17 (2003), pp. 1-27.

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Reprints included in Recent Developments in Panel Data, B.H. Baltagi, editor, Edward Elgar Publishing, Cheltenham (2002).

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“The Unbalanced Nested Error Component Regression Model,” with Seuck Heun Song and Byoung Cheol Jung, Journal of Econometrics, Vol. 101, (April, 2001), pp. 357-381.Recent Developments in Panel Data, pp. 270-294.

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“Unequally Spaced Panel Data Regressions with AR(1) Disturbances,” with Ping X. Wu, Econometric Theory, Vol. 15 (December, 1999), pp. 814-823. Recent Developments in Panel Data,, pp. 260-269.

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"Testing AR(1) Against MA(1) Disturbances in an Error Component Model," with Qi Li, Journal of Econometrics, Vol. 68 (July, 1995), pp. 133-151.  Recent Developments in Panel Data, pp. 442-460.

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“Pooled Estimators v.s. Their Heterogeneous Counterparts in the Context of Dynamic Demand for Gasoline,” with James M. Griffin, Journal of Econometrics, Vol. 77 (April, 1997), pp. 303-327. Recent Developments in Panel Data, pp. 197-221.

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“A Nonparametric Test for Poolability Using Panel Data,” with Javier Hidalgo and Qi Li, Journal of Econometrics, Vol. 75 (December, 1996), pp. 345-367. Recent Developments in Panel Data, pp. 419-441.

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"The Mathematical Aspects of Econometrics", Mathematics Unlimited - 2001 and Beyond, edited by Bjorn Engquist and Wilfred Schmid, Springer, Berlin, (2001), pp. 67-81.

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"Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," with Chihwa Kao, Advances in Econometrics:  Nonstationary Panels, Cointegration in Panels and Dynamic Panels, Badi Baltagi, Thomas B. Fomby and R. Carter Hill, editors, Vol. 15 (2000), pp. 7-51.

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Table of Contents may be accessed at: Emerald Research

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"A Consistent Test for the Parametric Distribution of Regression Disturbances," with Qi Li, Advances in Econometrics:  Applying Kernel and Nonparametric Estimation to Economic Topics, Thomas B. Fomby and R. Carter Hill, editors, JAI Press, Connecticut, Vol. 14 (2000), pp. 3-24.

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"Further Evidence on the Efficiency of Least Squares in Regression Models," Chapter 13 in  Panel Data Econometrics:  Future Directions, J. Kirshnakumar and E. Ronchetti, editors, North-Holland, Amsterdam (2000), pp. 279-291.

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"Prediction from the Regression Model With One-Way Error Components", with Richard Baillie, Chapter 10 in Analysis of Panel Data and Limited Dependent Variable Models, Cheng Hsiao, Kajal Lahiri, Lung-Fei Lee and Hashem Pesaran, editors, Cambridge University Press, Cambridge, 1999.

"Testing for Random Individual and Time Effects Using Unbalanced Panel Data", with Young-Jae Chang and Qi Li,Advances in Econometrics: Messy Data - Missing Observations, Outliers and Mixed-Frequency Data, Thomas B. Fomby and R. Carter Hill, editors, JAI Press, Connecticut, Vol. 13, 1998, pp. 1-20.

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“Panel Data Methods,” Chapter 8 in The Handbook of Applied Economic Statistics, Aman Ullah and David E.A. Giles, editors, Marcel Dekker, New York, (1998), pp. 291-323.

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“Panel Data” entry in the Encyclopedia of Statistical Sciences, S. Kotz, C.B. Read and D.L. Banks, editors, John Wiley and Sons, (1998), pp. 514-517.

 

“Specification Issues,” Chapter 12 in The Econometrics of Panel Data: A Handbook of The Theory With Applications, László Mátyás and Patrick Sevestre, editors, Kluwer Academic Publishers, Dordrecht, (1996), pp. 293-306.

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“Simultaneous Equations With Error Components,” Journal of Econometrics, Vol. 17 (November, 1981), pp. 189-200. Reprinted in The Econometrics of Panel Data, G.S. Maddala, editor, Edward Elgar Publishing, Cheltenham, (1993), pp. 254-265.

  

“On Seemingly Unrelated Regressions With Error Components,” Econometrica, Vol. 48 (September, 1980), pp.1547 1551. Reprinted in The Econometrics of Panel Data, G.S. Maddala, editor, Edward Elgar Publishing, Cheltenham, (1993), pp. 249-253.

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“Specification Issues,” Chapter 9 in The Econometrics of Panel Data: Handbook of Theory and Applications, László Mátyás and Patrick Sevestre, editors, Kluwer Academic Publishers, Dordrecht, (1992), pp. 196-205.