|
2025
|
Testing for spatial lag dependence and homoskedasticity in a random effects panel data model
|
Economics Letters
|
C
|
2
|
|
2024
|
The multidimensional Mundlak estimator
|
Economics Letters
|
C
|
1
|
|
2024
|
Testing for spatial correlation under a complete bipartite network
|
Economics Letters
|
C
|
2
|
|
2023
|
The effect of higher education on Women's obesity and smoking: Evidence from college openings in Turkey
|
Economic Modeling
|
C
|
3
|
|
2023
|
The two-way Hausman and Taylor estimator
|
Economics Letters
|
C
|
1
|
|
2022
|
Bayesian estimation of multivariate panel probits with higher‐order network interdependence and an application to firms' global market participation in Guangdong
|
Journal of Applied Econometrics
|
B
|
3
|
|
2021
|
Estimating and testing high dimensional factor models with multiple structural changes
|
Journal of Econometrics
|
A
|
3
|
|
2021
|
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
|
Journal of Econometrics
|
A
|
3
|
|
2019
|
Contagious exporting and foreign ownership: Evidence from firms in Shanghai using a Bayesian spatial bivariate probit model
|
Regional Science and Urban Economics
|
B
|
3
|
|
2019
|
A time-space dynamic panel data model with spatial moving average errors
|
Regional Science and Urban Economics
|
B
|
3
|
|
2019
|
The effect of education on health: Evidence from the 1997 compulsory schooling reform in Turkey
|
Regional Science and Urban Economics
|
B
|
3
|
|
2019
|
Structural changes in heterogeneous panels with endogenous regressors
|
Journal of Applied Econometrics
|
B
|
3
|
|
2018
|
Robust linear static panel data models using ε-contamination
|
Journal of Econometrics
|
A
|
4
|
|
2017
|
Ethnic Fractionalization, Governance and Loan Defaults in Africa
|
Oxford Bulletin of Economics and Statistics
|
B
|
4
|
|
2017
|
Identification and estimation of a large factor model with structural instability
|
Journal of Econometrics
|
A
|
3
|
|
2017
|
Determinants of firm-level domestic sales and exports with spillovers: Evidence from China
|
Journal of Econometrics
|
A
|
3
|
|
2017
|
Health Care Expenditure and Income: A Global Perspective
|
Health Economics
|
B
|
4
|
|
2017
|
Replication of unconditional Quantile Regressions by Firpo, Fortin and Lemieux (2009)
|
Journal of Applied Econometrics
|
B
|
2
|
|
2016
|
Cross‐Sectional Dependence in Panel Data Models: A Special Issue
|
Journal of Applied Econometrics
|
B
|
3
|
|
2016
|
Estimation of heterogeneous panels with structural breaks
|
Journal of Econometrics
|
A
|
3
|
|
2016
|
Welfare Reform and Children's Health
|
Health Economics
|
B
|
2
|
|
2016
|
Firm‐Level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman‐Taylor Approach
|
Journal of Applied Econometrics
|
B
|
3
|
|
2015
|
Why Do African Banks Lend So Little?
|
Oxford Bulletin of Economics and Statistics
|
B
|
4
|
|
2015
|
Cointegration of matched home purchases and rental price indexes — Evidence from Singapore
|
Regional Science and Urban Economics
|
B
|
2
|
|
2015
|
Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo‐Panel Model with Nested Random Effects
|
Journal of Applied Econometrics
|
B
|
3
|
|
2014
|
Estimating and Forecasting with a Dynamic Spatial Panel Data Model
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2014
|
Prediction in a spatial nested error components panel data model
|
International Journal of Forecasting
|
B
|
2
|
|
2014
|
Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices
|
Journal of Urban Economics
|
A
|
3
|
|
2014
|
Hospital treatment rates and spillover effects: Does ownership matter?
|
Regional Science and Urban Economics
|
B
|
2
|
|
2014
|
The spatial Polish wage curve with gender effects: Evidence from the Polish Labor Survey
|
Regional Science and Urban Economics
|
B
|
2
|
|
2014
|
FURTHER EVIDENCE ON THE SPATIO‐TEMPORAL MODEL OF HOUSE PRICES IN THE UNITED STATES
|
Journal of Applied Econometrics
|
B
|
2
|
|
2013
|
Estimation and prediction in the random effects model with AR(p) remainder disturbances
|
International Journal of Forecasting
|
B
|
2
|
|
2013
|
Heteroskedasticity and non-normality robust LM tests for spatial dependence
|
Regional Science and Urban Economics
|
B
|
2
|
|
2012
|
The Turkish wage curve: Evidence from the Household Labor Force Survey
|
Economics Letters
|
C
|
3
|
|
2012
|
A dynamic spatial panel data approach to the German wage curve
|
Economic Modeling
|
C
|
3
|
|
2012
|
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
|
Journal of Econometrics
|
A
|
3
|
|
2011
|
Instrumental variable estimation of a spatial autoregressive panel model with random effects
|
Economics Letters
|
C
|
2
|
|
2011
|
An improved generalized moments estimator for a spatial moving average error model
|
Economics Letters
|
C
|
2
|
|
2011
|
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
|
Journal of Urban Economics
|
A
|
2
|
|
2010
|
Health care expenditure and income in the OECD reconsidered: Evidence from panel data
|
Economic Modeling
|
C
|
2
|
|
2010
|
Panel data inference under spatial dependence
|
Economic Modeling
|
C
|
2
|
|
2010
|
Testing for heteroskedasticity and serial correlation in a random effects panel data model
|
Journal of Econometrics
|
A
|
3
|
|
2009
|
Financial development and openness: Evidence from panel data
|
Journal of Development Economics
|
A
|
3
|
|
2009
|
Spatial lag test with equal weights
|
Economics Letters
|
C
|
2
|
|
2009
|
New evidence on the dynamic wage curve for Western Germany: 1980-2004
|
Labour Economics
|
B
|
3
|
|
2008
|
Estimating regional trade agreement effects on FDI in an interdependent world
|
Journal of Econometrics
|
A
|
3
|
|
2007
|
WORLDWIDE ECONOMETRICS RANKINGS: 1989–2005
|
Econometric Theory
|
B
|
1
|
|
2007
|
Analysis of spatially dependent data
|
Journal of Econometrics
|
A
|
3
|
|
2007
|
Estimating models of complex FDI: Are there third-country effects?
|
Journal of Econometrics
|
A
|
3
|
|
2007
|
Testing for serial correlation, spatial autocorrelation and random effects using panel data
|
Journal of Econometrics
|
A
|
4
|
|
2006
|
RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
|
Econometric Theory
|
B
|
1
|
|
2006
|
AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
|
Econometric Theory
|
B
|
1
|
|
2006
|
Joint LM test for homoskedasticity in a one-way error component model
|
Journal of Econometrics
|
A
|
3
|
|
2006
|
Rational alcohol addiction: evidence from the Russian longitudinal monitoring survey
|
Health Economics
|
B
|
2
|
|
2006
|
Estimating an economic model of crime using panel data from North Carolina
|
Journal of Applied Econometrics
|
B
|
1
|
|
2005
|
Solutions to Problems Posed in Volume 20(1) and 20(2): 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares—Solution
|
Econometric Theory
|
B
|
1
|
|
2005
|
Skill-biased technical change in US manufacturing: a general index approach
|
Journal of Econometrics
|
A
|
2
|
|
2005
|
A panel data study of physicians' labor supply: the case of Norway
|
Health Economics
|
B
|
3
|
|
2004
|
04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares
|
Econometric Theory
|
B
|
1
|
|
2004
|
03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation—Solution
|
Econometric Theory
|
B
|
1
|
|
2003
|
Wage policy in the health care sector: a panel data analysis of nurses' labour supply
|
Health Economics
|
B
|
3
|
|
2003
|
WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989–1999: AN UPDATE
|
Econometric Theory
|
B
|
1
|
|
2003
|
03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation
|
Econometric Theory
|
B
|
1
|
|
2003
|
Fixed effects, random effects or Hausman-Taylor?: A pretest estimator
|
Economics Letters
|
C
|
3
|
|
2003
|
A generalized design for bilateral trade flow models
|
Economics Letters
|
C
|
3
|
|
2003
|
Testing panel data regression models with spatial error correlation
|
Journal of Econometrics
|
A
|
3
|
|
2002
|
On instrumental variable estimation of semiparametric dynamic panel data models
|
Economics Letters
|
C
|
2
|
|
2002
|
Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: Some empirical evidence from US electricity and natural-gas consumption
|
Economics Letters
|
C
|
3
|
|
2002
|
Rational addiction to alcohol: panel data analysis of liquor consumption
|
Health Economics
|
B
|
2
|
|
2001
|
The unbalanced nested error component regression model
|
Journal of Econometrics
|
A
|
3
|
|
2000
|
SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
|
Econometric Theory
|
B
|
2
|
|
2000
|
The East German wage curve 1993-1998
|
Economics Letters
|
C
|
3
|
|
2000
|
Double-length regressions for the Box-Cox difference model with heteroskedasticity or autocorrelation
|
Economics Letters
|
C
|
2
|
|
2000
|
To Pool Or Not To Pool: Homogeneous Versus Hetergeneous Estimations Applied to Cigarette Demand
|
Review of Economics and Statistics
|
A
|
3
|
|
1999
|
UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
|
Econometric Theory
|
B
|
2
|
|
1998
|
WORLDWIDE INSTITUTIONAL RANKINGS IN ECONOMETRICS: 1989–1995
|
Econometric Theory
|
B
|
1
|
|
1998
|
The German wage curve: evidence from the IAB employment sample
|
Economics Letters
|
C
|
2
|
|
1997
|
Econometric Analysis of Panel DataBadi H. Baltagi Wiley, 1995
|
Econometric Theory
|
B
|
1
|
|
1997
|
Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
|
Journal of Econometrics
|
A
|
2
|
|
1996
|
A general condition for an optimal limiting efficiency of OLS in the general linear regression model
|
Economics Letters
|
C
|
2
|
|
1996
|
Testing for random individual and time effects using a Gauss-Newton regression
|
Economics Letters
|
C
|
1
|
|
1996
|
A nonparametric test for poolability using panel data
|
Journal of Econometrics
|
A
|
3
|
|
1995
|
Editor's introduction Panel data
|
Journal of Econometrics
|
A
|
1
|
|
1995
|
Testing AR(1) against MA(1) disturbances in an error component model
|
Journal of Econometrics
|
A
|
2
|
|
1995
|
A Dynamic Demand Model for Liquor: The Case for Pooling.
|
Review of Economics and Statistics
|
A
|
2
|
|
1995
|
The Measurement of Firm-Specific Indexes of Technical Change.
|
Review of Economics and Statistics
|
A
|
3
|
|
1994
|
Estimating Error Component Models With General MA(q) Disturbances
|
Econometric Theory
|
B
|
2
|
|
1994
|
Incomplete panels : A comparative study of alternative estimators for the unbalanced one-way error component regression model
|
Journal of Econometrics
|
A
|
2
|
|
1993
|
Monte Carlo results on several new and existing tests for the error component model (Vol. 54, No. 1-3 (1992) pp. 95-120)
|
Journal of Econometrics
|
A
|
3
|
|
1992
|
A Note on the Estimation of Simultaneous Equations with Error Components
|
Econometric Theory
|
B
|
2
|
|
1992
|
Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations
|
Journal of Econometrics
|
A
|
3
|
|
1992
|
A monotonic property for iterative GLS in the two-way random effects model
|
Journal of Econometrics
|
A
|
2
|
|
1992
|
Monte Carlo results on several new and existing tests for the error component model
|
Journal of Econometrics
|
A
|
3
|
|
1991
|
A transformation that will circumvent the problem of autocorrelation in an error-component model
|
Journal of Econometrics
|
A
|
2
|
|
1989
|
Alternative Models of Managerial Behavior: Empirical Tests for the Petroleum Industry.
|
Review of Economics and Statistics
|
A
|
2
|
|
1988
|
A General Index of Technical Change.
|
Journal of Political Economy
|
S
|
2
|
|
1986
|
Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques
|
Econometric Theory
|
B
|
1
|
|
1986
|
Estimating Dynamic Demand for Cigarettes Using Panel Data: The Effects of Bootlegging, Taxation and Advertising Reconsidered.
|
Review of Economics and Statistics
|
A
|
2
|
|
1985
|
Pooling cross-sections with unequal time-series lengths
|
Economics Letters
|
C
|
1
|
|
1984
|
U.S. Gasoline Demand: What Next?
|
The Energy Journal
|
B
|
2
|
|
1983
|
Gasoline demand in the OECD : An application of pooling and testing procedures
|
European Economic Review
|
B
|
2
|
|
1981
|
Pooling : An experimental study of alternative testing and estimation procedures in a two-way error component model
|
Journal of Econometrics
|
A
|
1
|
|
1981
|
Simultaneous equations with error components
|
Journal of Econometrics
|
A
|
1
|