Economics News

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

Panel Data Econometrics: Critical Concepts in Economics

Badi H. Baltagi
November 5, 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

Singleton relationship between disability onset, earnings, and disability insurance published in EL

Perry Singleton
August 31, 2014

See related: Health Policy, Insurance, Labor

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

Lee paper on nonparametric estimation of dynamic panel models published in Econometric Theory

Yoonseok Lee
May 26, 2014

Rothenberg study on financial crisis and productivity evolution published in The World Economy

Sharon Poczter, Paul Gertler & Alexander D. Rothenberg
April 30, 2014

WP 168 Endogenous Network Production Functions with Selectivity

William C. Horrace, Xiaodong Liu & Eleonora Patacchini
The authors consider a production function model that transforms worker inputs into outputs through peer effect networks.
April 30, 2014

WP 166 A Laplace Stochastic Frontier Model

William C. Horrace & Christopher F. Parmeter
March 31, 2014

Baltagi spatial lag models with nested random effects study published in Journal of Urban Economics

Badi H. Baltagi, Bernard Fingleton & Alain Pirotte
February 28, 2014

Rosenthal study on private Markets and filtering a source of low-income housing published in AER

Stuart S. Rosenthal
January 31, 2014

See related: Housing

Baltagi study on dynamic spatial panel data forecasting published in Oxford BES

Badi H. Baltagi, Bernard Fingleton & Alain Pirotte
January 31, 2014

WP 165 Hospital Treatment Rates and Spill-Over Effects

Badi H. Baltagi & Yin-Fang Yen
December 31, 2013

Trade and Employment in Asia

Devashish Mitra
December 31, 2013

See related: Trade

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