ARTICLES:  1991-1999

 

28. “A Joint Test for Serial Correlation and Random Individual Effects,” with Qi Li, Statistics and Probability Letters, Vol. 11, Issue 3 (March, 1991), 277-280. (71 citations by Google Scholar).

 

29. “A Transformation That Will Circumvent The Problem of Autocorrelation in an Error Component Model,” with Qi Li, Journal of Econometrics, Vol. 48, Issue 3 (June, 1991), 385-393. (121 citations by Google Scholar).

 

30. “Editors’ Introduction and Overview: Panel Data Analysis,” with Baldev Raj, Empirical Economics, Vol. 17 (March, 1992), 1-8. (13 citations by Google Scholar).

 

31. “A Survey of Recent Theoretical Developments in the Econometrics of Panel Data,” with Baldev Raj, Empirical Economics, Vol. 17 (March, 1992), 85-109. (64 citations by Google Scholar).

 

32. “A Note on the Estimation of Simultaneous Equations with Error Components,” with Qi Li, Econometric Theory, Vol. 8 (March, 1992), 113-119. (52 citations by Google Scholar).

 

33. “Monte Carlo Evidence on Panel Data Regressions With AR(1) Disturbances and an Arbitrary Variance on the Initial Observations,” with Young-Jae Chang and Qi Li, Journal of Econometrics, Vol. 52, Issue 3 (June, 1992), 371-380. (57 citations by Google Scholar)+ (15 citations by Google Scholar for another version).

 

34. “A Monotonic Property for Iterative GLS in the Two-Way Random Effects Model,” with Qi Li, Journal of Econometrics, Vol. 53, Issues 1-3 (July-September, 1992), 45-51. (16 citations by Google Scholar).

 

35. “Prediction in a One-Way Error Component Model with Serial Correlation,” with Qi Li, Journal of Forecasting, Vol. 11 (September, 1992), 561-567. (28 citations by Google Scholar).

 

36. “Monte Carlo Results on Several New and Existing Tests for the Error Component Model,” with YoungJae Chang and Qi Li, Journal of Econometrics, Vol. 54, Issues 1-3 (October-December, 1992), 95-120. (68 citations by Google Scholar).

 

37. “Cigarette Taxation: Raising Revenues and Reducing Consumption,” with Dan Levin, Structural Change and Economic Dynamics, Vol. 3, Issue 2 (December, 1992), 321-335. (88 citations by Google Scholar). Page 5 Badi H. Baltagi

 

38. “Useful Matrix Transformations for Panel Data Analysis: A Survey,” Statistical Papers, Vol. 34 (November, 1993), 281-301.

 

39. “A Simple Recursive Estimation Method for Regression Models with AR(p) Disturbances,” with Qi Li, Statistical Papers, Vol.35 (May, 1994), 93-100.

 

40. “Incomplete Panels: A Comparative Study of Alternative Estimators for the Unbalanced One-Way Error Component Regression Model,” with Young-Jae Chang, Journal of Econometrics, Vol. 62, Issue 2 (June, 1994), 67-89. (185 citations by Google Scholar).

 

41. “Estimating Error Component Models With General MA(q) Disturbances,” with Qi Li, Econometric Theory, Vol. 10 (June, 1994), 396-408. (23 citations by Google Scholar).

 

42. “Consistency, Asymptotic Unbiasedness and Bounds on the Bias of s2 in the Linear Regression Model with Error Component Disturbances,” with Walter Krämer, Statistical Papers, Vol. 35 (November, 1994), 323-328.

 

43. “Airline Deregulation: The Cost Pieces of the Puzzle,” with James M. Griffin and Daniel Rich, International Economic Review, Vol. 36, Issue 1 (February, 1995), 245-258. (144 citations by Google Scholar).

 

44. “Editor’s Introduction: Panel Data,” Journal of Econometrics, Vol. 68, Issue 1 (July, 1995), 1-4. (18 citations by Google Scholar)

 

45. “Testing AR(1) Against MA(1) Disturbances in an Error Component Model,” with Qi Li, Journal of Econometrics, Vol. 68, Issue 1 (July, 1995), 133-151. (165 citations by Google Scholar).

 

46. “Public Capital Stock and State Productivity Growth: Further Evidence from an Error Components Model,” with Nat Pinnoi, Empirical Economics, Vol. 20 (June, 1995), 351-359. (164 citations by Google Scholar).

 

47. “A Dynamic Demand Model for Liquor: The Case for Pooling,” with James M. Griffin, The Review of Economics and Statistics, Vol. 77, Issue 3 (August, 1995), 545-554. (72 citations by Google Scholar).

 

48. “The Measurement of Firm-Specific Indexes of Technical Change,” with James M. Griffin and Daniel Rich, The Review of Economics and Statistics, Vol. 77, Issue 4 (November, 1995), 654-663. (39 citations by Google Scholar).

 

49. “A General Condition for an Optimal Limiting Efficiency of OLS in the General Linear Regression Model,” with Walter Krämer, Economics Letters, Vol. 50, Issue 1 (January, 1996), 13-17.

 

50. “Testing for Random Individual Effects Using Recursive Residuals,” with Young-Jae Chang, Econometric Reviews, Vol. 15, Issue 3 (January, 1996), 331-338

 

51.“Testing for Random Individual and Time Effects Using a Gauss-Newton Regression,” Economics Letters, Vol. 50, Issue 2 (February, 1996), 189-192. (11 citations by Google Scholar).

 

52. “A Nonparametric Test for Poolability Using Panel Data,” with Javier Hidalgo and Qi Li, Journal of Econometrics, Vol. 75, Issue 2 (December, 1996), 345-367. (74 citations by Google Scholar). Page 6 Badi H. Baltagi

 

53. “Pooled Estimators v.s. Their Heterogeneous Counterparts in the Context of Dynamic Demand for Gasoline,” with James M. Griffin, Journal of Econometrics, Vol. 77, Issue 2 (April, 1997), 303-327. (296 citations by Google Scholar).

 

54. “Testing for Linear and Loglinear Error Component Regression Against Box-Cox Alternatives,” Statistics and Probability Letters, Vol. 33, Issue 1 (April, 1997), 63-68. (9 citations by Google Scholar).

 

55. “Monte Carlo Results on Pure and Pretest Estimators of An Error Component Model With Autocorrelated Disturbances,” with Qi Li, Annales D'Économie et de Statistique, Vol. 48 (October-December, 1997), 69-82.

 

56. “Worldwide Institutional Rankings in Econometrics: 1989-1995,” Econometric Theory, Vol. 14 (February, 1998), 1-43. (24 citations by Google Scholar).

 

57. “The German Wage Curve: Evidence from the IAB Employment Sample,” with Uwe Blien, Economics Letters, Vol. 61, Issue 2 (November, 1998), 135-142. (137 citations by Google Scholar).

 

58. “Testing for Random Individual and Time Effects Using Unbalanced Panel Data,” with Young-Jae Chang and Qi Li, Advances in Econometrics, Vol. 13 (1998), 1-20.

 

59. “Excess Capacity: A Permanent Characteristic of U.S. Airlines,” with James M. Griffin and Sharada Vadali, Journal of Applied Econometrics, Vol. 13, Issue 6 (December, 1998), 645-657. (23 citations by Google Scholar).

 

60. “Double Length Regressions for Linear and Log-Linear Regressions With AR(1) Disturbances,” Statistical Papers, Vol. 40 (April, 1999), 199-209.

 

61. “Applied Econometrics Rankings: 1989-1995,” Journal of Applied Econometrics, Vol. 14, Issue 4 (JulyAugust, 1999), 423-441. (36 citations by Google Scholar).

 

62. “Unequally Spaced Panel Data Regressions with AR(1) Disturbances,” with Ping X. Wu, Econometric Theory, Vol. 15 (December, 1999), 814-823. (655 citations by Google Scholar).

 

63. “Specification Tests in Panel Data Models Using Artificial Regressions,” Annales D’Économie et de Statistique, Vol. 55-56 (September-December, 1999), 277-297. (23 citations by Google Scholar).