Skip to content

Baltagi article on hedonic housing prices in Paris published in Journal of Applied Econometrics

Badi H. Baltagi, Georges Bresson & Jean-Michel Etienne
March 31, 2015

WP 179 Estimation of Heterogeneous Panels with Structural Breaks

Badi H. Baltagi
The authors explore whether the common correlated effects estimator have the same asymptotic distribution as if the true change points were known.
February 28, 2015

Schwartz study on neighbourhood mobility and student outcomes published in Urban Studies

Sarah A Cordes, Amy Ellen Schwartz, Leanna Stiefel & Jeffrey Zabel
January 7, 2015

See related: Education

Rosenthal chapter published in Handbook of Regional and Urban Economics

Stuart S. Rosenthal & Stephen L. Ross
December 31, 2014

WP 177 Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions

Mehmet Caner, Xu Han & Yoonseok Lee
This paper develops the adaptive elastic net GMM estimator in large dimensional models with many possibly invalid moment conditions.
December 31, 2014

WP 178 Estimation and Identification of Change Points in Panel Models

Badi H. Baltagi, Chihwa Kao & Long Liu.
The authors prove consistency and derive the asymptotic distributions of the Ordinary Least Squares (OLS) and First Difference (FD) estimators and that the FD estimator is robust for all cases considered.
December 31, 2014

Lee article on reducing unmeasured confounding-by-indication published in Statistics in Medicine

Yun Li, Yoonseok Lee, Robert A. Wolfe, Hal Morgenstern, Jinyao Zhang, Friedrich K. Port & Bruce M. Robinson
December 28, 2014

WP 174 Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Panel

Badi H. Baltagi & Long Liu
This paper gives random & fixed effects spatial 2-stage least squares estimators for the generalized mixed regressive spatial autoregressive panel data model.
November 30, 2014

WP 173 Firm-level Productivity Spillovers in China’s Chemical Industry

Badi H. Baltagi, Peter H. Egger & Michaela Kesina
This paper assesses the role of intra-sectoral spillovers in total factor productivity across Chinese producers in the chemical industry.
November 30, 2014

WP 176 On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model

Badi H. Baltagi, Chihwa Kao & Bin Peng
Testing for sphericity of the variance-covariance matrix in a fixed effects panel data regression model without the normality assumption on the disturbances.
November 30, 2014

WP 175 Sources of Productivity Spillovers: Panel Data Evidence from China

Badi H. Baltagi, Peter H. Egger & Michaela Kesina
This paper uses a panel data-set of firms observed from 2004-2007 to assess productivity spillovers in China's electric and electronic manufacturing industry. 
November 30, 2014

Rosenthal study on tax avoidance and business location published in Journal of Urban Economics

Shawn Rohlin, Stuart S. Rosenthal & Amanda Ross
August 31, 2014

WP 171 The Spatial Polish Wage Curve with Gender Effects: Evidence from the Polish Labor Survey

Badi H. Baltagi & Bartlomiej Rokicki
This paper reconsiders the Polish wage curve using Polish Labor Force Survey data at the 16 NUTS2 level allowing for spatial spillovers between regions.
July 31, 2014

WP 169 Treatment Effects with Unobserved Heterogeneity: A Set Identification Approach

Sung Jae Jun, Yoonseok Lee & Youngki Shin
The authors propose the sharp identifiable bounds of the distribution functions of potential outcomes using a panel with fixed T.
June 30, 2014

Explore by:

Economics Department
110 Eggers Hall