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Problems and Solutions References

Baltagi, B.H., 1988a, Prediction with a two-way error component regression model,
Problem 88.1.1, Econometric Theory 4, 171.

Baltagi, B.H., 1988b, An alternative heteroscedastic error components model, Problem


88.2.2, Econometric Theory 4, 349–350.

Baltagi, B.H., 1989a, The equivalence of the Boothe–MacKinnon and the Hausman
specification tests in the context of panel data, Problem 89.3.3, Econometric Theory 5,
454.

Baltagi, B.H., 1993a, Nested effects, Problem 93.4.2, Econometric Theory 9, 687–688.

Baltagi, B.H., 1995c, Testing for correlated effects in panels, Problem 95.2.5,
Econometric Theory 11, 401–402.

Baltagi, B.H., 1995d, Testing for fixed effects in logit and probit models using an
artificial regression, Problem 95.5.4, Econometric Theory 11, 1179.

Baltagi, B.H., 1996b, Heteroskedastic fixed effects models, Problem 96.5.1, Econometric
Theory 12, 867.

Baltagi, B.H., 1997b, A joint test for functional form and random individual effects,
Problem 97.1.3, Econometric Theory 13, 307–308.

Baltagi, B.H., 1997c, Hausman’s specification test as a Gauss–Newton regression,


Problem 97.4.1, Econometric Theory 13, 757.

Baltagi, B.H., 1998, Within two way is equivalent to two withins one way, Problem
98.5.2, Econometric Theory 14, 687.

Baltagi, B.H., 1999b, The relative efficiency of the between estimator with respect to the
within estimator, Problem 99.4.3, Econometric Theory 15, 630–631.

Baltagi, B.H., 2004, A Hausman Test Based on the Difference Between Fixed Effects
Two-Stage Least Squares and Error Components Two-Stage Least Squares, Problem
04.1.1, Econometric Theory 20, 223-224.

Baltagi, B.H. and W. Krämer, 1995, A mixed error component model, Problem 95.1.4,
Econometric Theory 11, 192–193.

Baltagi, B.H. and W. Krämer, 1997, A simple linear trend model with error components,
Problem 97.2.1, Econometric Theory 13, 463.

© 2008 John Wiley & Sons Ltd.


www.wileyeurope.com/college/baltagi
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Baltagi, B.H. and Q. Li, 1990a, A comparison of variance components estimators using
balanced versus unbalanced data, Problem 90.2.3, Econometric Theory 6, 283–285.

Baltagi, B.H. and Q. Li, 1991c, Variance component estimation under misspecification,
Problem 91.3.3, Econometric Theory 7, 418–419.

Baltagi, B.H. and Q. Li, 1992a, Variance component estimation under misspecification,
Solution 91.3.3, Econometric Theory 8, 430–433.

Baltagi, B.H. and Q. Li, 1992e, An approximate transformation for the error component
model with MA (q) disturbances, Problem 92.4.3, Econometric Theory 8, 582–583.

Baltagi, B.H. and Q. Li, 1993, An approximate transformation for the error component
model with MA (q) disturbances, Solution 92.4.3, Econometric Theory 9, 692–694.

Baltagi, B.H. and D. Li, 1999, Prediction in the spatially autocorrelated error component
model, Problem 99.2.4, Econometric Theory 15, 259.

Gurmu, S., 1996, Testing for fixed effects in logit and probit models using an artificial
regression, Solution 95.5.4, Econometric Theory 12, 872–874.

Gurmu, S., 2000, The relative efficiency of the between-estimator with respect to the
within-estimator, Solution 99.4.3, Econometric Theory 16, 454–456.

Kleiber, C., 1997, Heteroskedastic fixed effects models, Solution 96.5.1, Econometric
Theory 13, 891–893.

Koning, R.H., 1989, Prediction with a two-way error component regression model,
Solution 88.1.1, Econometric Theory 5, 175.

Koning, R.H., 1990, The equivalence of the Boothe–MacKinnon and the Hausman
specification tests in the context of panel data, Solution 89.3.3, Econometric Theory 6,
409.

Koning, R.H., 1991, A comparison of variance components estimators using balanced


versus unbalanced data, Solution 90.2.3, Econometric Theory 6, 425–427.

Li, D., 1998, A joint test for functional form and random individual effects, Solution
97.1.3, Econometric Theory 14, 154–156.

Li, D., 1999, Within two way is equivalent to two withins one-way, Solution 98.5.2,
Econometric Theory 15, 781–783.

Song, S.H. and B.C. Jung, 1998, A simple linear trend model with error components,
Solution 97.2.1, Econometric Theory 14, 286–289.

© 2008 John Wiley & Sons Ltd.


www.wileyeurope.com/college/baltagi
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Song, S.H. and B.C. Jung, 2000, Prediction in the spatially autocorrelated error
component model, Solution 99.2.4, Econometric Theory 16, 149–150.

Wansbeek, T.J., 1989, An alternative heteroscedastic error components model, Solution


88.1.1, Econometric Theory 5, 326.

Xiong, W., 1995, Nested effects, Solution 93.4.2, Econometric Theory 11, 658–659.

Xiong, W., 1996a, A mixed-error component model, Solution 95.1.4, Econometric


Theory 12, 401–402.

Xiong, W., 1996b, Testing for correlated effects in panels, Solution 95.2.5, Econometric
Theory 12, 405–406.

© 2008 John Wiley & Sons Ltd.


www.wileyeurope.com/college/baltagi

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