Panel Unit Root Tests and Spatial Dependence

By Badi H. Baltagi, Georges Bresson, Alain Pirotte. 2006

225 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ddc532130a70a75097239d33953e9923814410df

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In Economics and Econometrics

Citations in the corpus

Inflation and financial development: evidence from Brazil (2007, unknown): “FDit = �i + �iINFLit + iGOVit + �iFDPit + �FDit 1 + uit; ( 5 )”
Testing for Panel Cointegration Using Common Correlated Effects Estimators (2017, methodology): “Our final specification of the DGP follows Baltagi et al. (2007) and introduces weak cross section dependence in the panel data set-up using a spatial error model.”
Regional productivity variation and the impact of public capital stock: an analysis with spatial interaction, with reference to Spain (2012, unknown): “(2003), Baltagi and Li (2004, 2006), Baltagi et al. (2007) and Fingleton (2008).”
The repercussions of foreign direct investment, renewable energy and health expenditure on environmental decay? An econometric analysis of B&RI countries (2020, methodology): “The test for crosssection dependence is simple and is denoted as below; CD ¼ 2T=nðn 1Þ XN 1 i¼1 XN j¼iþ1 qij 2 4 3 5 (2) This test adopts the standard normal distribution CD Nð0, 1Þ for small T and large N. and is useful for issues of spatial dependence (Baltagi, Bresson, and Pirotte 2007).”
Spatial Vector Autoregressions (2007, background): “A very large body of literature (Hsiao, 2003; Baltagi, 2005) deals with the econometric analysis of temporal dynamics in panel data.”
Some recent developments in spatial panel data models (2010, methodology): “The spatial effect in µn, if allowed, could be considered as the permanent spillover effects as described in Baltagi et al. (2007a).”
Do Natural Resources Attract Nonresource FDI? (2013, background): “Export-platform FDI has the proximity benefits of horizontal FDI without the costs of setting up affiliates in surrounding countries (Ekholm et al., 2007; Baltagi et al., 2007).”
Unit Roots and Cointegration in Panels (2005, unknown): “This paper reviews some recent work in this rapidly developing research area and thereby updating the earlier excellent surveys of Banerjee (1999), Baltagi and Kao (2000) and Choi (2006).”
Health Care Expenditure and Income in the OECD Reconsidered: Evidence from Panel Data (2010, unknown): “However, Monte Carlo experiments have indicated that this test is robust also to the presence of other sources of cross section dependence such as the spatial autoregressive process (3) (see Baltagi et al., 2007).”