Li, Qi and Sarafidis, Vasilis and Westerlund, Joakim (2020): Essays in Honor of Professor Badi H Baltagi: Editorial.
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Abstract
This special issue celebrates Professor Badi Baltagi’s myriad contributions to the field of econometrics, as well as his long service to Empirical Economics. The influential work carried out by Badi during the past four decades or so is recognised in this issue by nineteen peer-reviewed, state-of-the-art articles, written by some of the leading researchers in econometrics. The diversity of the topics covered constitutes a testament to the wide-ranging scope of Badi's research interests and contributions. We believe we can speak on behalf of the community of econometric scholars when we express our gratitude for all the inspiring work Badi has contributed to the field. We look forward to many more years of his leadership and mentorship.
Item Type: | MPRA Paper |
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Original Title: | Essays in Honor of Professor Badi H Baltagi: Editorial |
Language: | English |
Keywords: | panel data, econometric theory and practice. |
Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C23 - Panel Data Models ; Spatio-temporal Models C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables > C33 - Panel Data Models ; Spatio-temporal Models C - Mathematical and Quantitative Methods > C5 - Econometric Modeling |
Item ID: | 104751 |
Depositing User: | Vasilis Sarafidis |
Date Deposited: | 17 Dec 2020 10:58 |
Last Modified: | 17 Dec 2020 10:58 |
References: | Amsler C, Chen YY, Schmidt P, Wang HJ (2021) A hierarchical panel data stochastic frontier model for the estimation of stochastic metafrontiers. Empirical Economics, forthcoming Arbia G, Baltagi BH (eds) (2009) Spatial Econometrics: Methods and Applications. Springer-Verlag, Berlin Bai J, Choi SH, Liao Y (2021) Feasible generalized least squares for panel data with cross-sectional and serial correlations. Empirical Economics, forthcoming Bai J, Baltagi BH, Pesaran HM (2016) Cross-sectional Dependence in Panel Data Models: A Special Issue. Journal of Applied Econometrics 31(1):1-3 Balazsi L, Mátyás L, Wansbeek T (2017). Fixed effects models. In: Mátyás, L. (Ed.), The Econometrics of Multi-Dimensional Panels. Springer-Verlag, pp 1–35 Balazsi L, Baltagi BH, Mátyás L, Pus D (2017). Random effects models. In: Mátyás, L. (Ed.), The Econometrics of Multi-Dimensional Panels. Springer-Verlag, pp 35–69 Baltagi BH (eds) (2000) Nonstationary panels, panel cointegration, and dynamic panels. Advances in Econometrics Volume 15, Emerald Books Baltagi BH (eds) (2001) A companion to theoretical econometrics. Blackwell Publishing, New Jersey Baltagi BH (eds) (2002) Recent developments in the econometrics of panel data, Volumes I and II. Edward Elgar Publishing, Cheltenham Baltagi BH (2013) Econometric analysis of panel data, 5th edn. John Wiley & Sons Ltd, Chichester Baltagi BH (eds) (2015) The Oxford handbook of panel data. Oxford University Press, Oxford Baltagi BH (eds) (2015) Panel Data Econometrics: Critical Concepts in Economics. Routledge, Abingdon-on-Thames Baltagi BH, Bresson G (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 69(1):24-42 Baltagi BH, Egger P (2016) Estimation of Structural Gravity Quantile Regression Models. Empirical Economics 50:5-15 Baltagi BH, Egger P, Kesina M (2015) Sources of Productivity Spillovers: Panel Data Evidence from China. Journal of Productivity Analysis 43(3):389-402 Baltagi BH, Egger P, Kesina M (2016) Firm-level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach. Journal of Applied Econometrics 31(1):214-248 Baltagi BH, Egger P, Pfaffermayr M (2003) A generalized design of bilateral trade flow models. Economics Letters 80(3):391-397 Baltagi BH, Fingleton B, Pirotte A (2013) Estimation of structural gravity quantile regression models. Journal of Urban Economics 80:76-86 Baltagi BH, Fingleton B, Pirotte A (2014) Multilevel and spillover effects estimated for spatial panel data, with application to English house prices. Region et Development 40:25-36 Baltagi BH, Kao C (2000) Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey. Advances in Econometrics 15:7-51 Baltagi BH, Kao C, Liu L (2014) Test of hypotheses in a time trend panel data model with serially correlated error component disturbances. Advances in Econometrics 33:347-394 Baltagi BH, Kao C, Liu L (2020) Testing for shifts in a time trend panel data model with serially correlated error component disturbances. Econometric Reviews 39(8):347-394 Baltagi BH, Li J (2014) Further evidence on the spatio-temporal model of house prices in the United States. Journal of Applied Econometrics 29(3):515-522 Baltagi BH, Yang Z (2013a) Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions. Econometrics Journal 16(1):103-134 Baltagi BH, Yang Z (2013b) Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence. Regional Science and Urban Economics 43(5):725-739 Breitung J, Hansen P (2021) Alternative estimation approaches for the factor augmented panel data model with small T. Empirical Economics, forthcoming Bresson G, Lacroix G, Rahman MA (2021) Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada. Empirical Economics, forthcoming Bun MJG, Sarafidis V (2015) Dynamic panel data models. In: Baltagi B (ed) The Oxford handbook of panel data. Oxford University Press, Oxford, pp 76–110 Choi I, Jung S (2021) Cross-sectional quasi maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels. Empirical Economics, forthcoming Egger P, Zhu J (2021) Dynamic network and own effects on abnormal returns: evidence from China’s stock market. Empirical Economics, forthcoming Hu Y, Wansbeek T (2017) Measurement error models: Editors’ introduction. Journal of Econometrics 200(2):151-153 Juodis A, Karavias Y, Sarafidis V (2021) A homogeneous approach to testing for Granger non-causality in heterogeneous panels. Empirical Economics, forthcoming Juodis A, Sarafidis V (2020) A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors. Journal of Business and Economic Statistics, forthcoming Kao C, Liu L, Sun R (2021) A bias-corrected fixed effects estimator in the dynamic panel data model. Empirical Economics, forthcoming Karabiyik h, Palm FC, Urbain JP (2019) Econometric analysis of panel data models with multifactor error structures. Annual Review of Economics 11:495-522. Lahiri K, Hu J (2021) Productive Efficiency in Processing Social Security Disability Claims: A Look Back at the 1989-95 Surge. Empirical Economics, forthcoming Li D, Wang L, Wu X (2021) Bayesian estimation of bidding process and bidder’s preference under shape restrictions. Empirical Economics, forthcoming Liu S, Sickles R (2021) The Agency Problem Revisited: A Structural Analysis of Managerial Productivity and CEO Compensation in Large U.S. Commercial Banks. Empirical Economics, forthcoming Maasoumi E, Heshmati A, Lee I (2021) Green Innovations and Patenting Renewable Energy Technologies in OECD. Empirical Economics, forthcoming Mátyás L (1997) Proper Econometric Specification of the Gravity Model. The World Economy 20:363-369 Meijer E, Oczkowski E, Wansbeek T (2021) How measurement error affects inference in linear regression. Empirical Economics, forthcoming Mundlak Y (1978) On the pooling of time series and cross section data. Econometrica 46(1):69-85. Perron and Yabu (2009) Testing for shifts in trend with an integrated or stationary noise component. Journal of Business & Economic Statistics 27(3):369-396 Pesaran HM (2006) Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. Econometrica 74(4): 967-1012 Pesaran HM (2021) General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, forthcoming Robertson D, Sarafidis V (2015) IV estimation of panels with factor residuals. Journal of Econometrics, 185(2):526-541 Sarafidis V, Wansbeek T (2012) Cross-sectional dependence in panel data analysis. Econometric Reviews 31(5): 483-531 Sarafidis V, Wansbeek T (2020) Celebrating 40 years of panel data analysis: Past, present and future. Journal of Econometrics, forthcoming Serlenga L, Shin Y (2021) Gravity models of interprovincial migration flows in Canada with hierarchical multifactor structure. Empirical Economics, forthcoming Ullah A, Wang T, Yao W (2021) Modal Regression for Fixed Effects Panel Data. Empirical Economics, forthcoming Wan SK, Hsiao C, Zhou Q (2021) Can a time-varying structure provide a more robust panel construction of counterfactuals-Straitjacket or Straitjackets? Empirical Economics, forthcoming Yang X, Zhang Z, Li Q (2021) The role of price spillovers: what is different in China. Empirical Economics, forthcoming Yang Z (2021) Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity. Empirical Economics, forthcoming |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/104751 |