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Articles 1 - 8 of 8
Full-Text Articles in Social and Behavioral Sciences
Prediction In A Generalized Spatial Panel Data Model With Serial Correlation, Badi H. Baltagi, Long Liu
Prediction In A Generalized Spatial Panel Data Model With Serial Correlation, Badi H. Baltagi, Long Liu
Center for Policy Research
This paper considers the generalized spatial panel data model with serial correlation proposed by Lee and Yu (2012) which encompasses a lot of the spatial panel data models considered in the literature, and derives the best linear unbiased predictor (BLUP) for that model. This in turn provides valuable BLUP for several spatial panel models as special cases.
Testing For Spatial Lag And Spatial Error Dependence In A Fixed Effects Panel Data Model Using Double Length Artificial Regressions, Badi H. Baltagi, Long Liu
Testing For Spatial Lag And Spatial Error Dependence In A Fixed Effects Panel Data Model Using Double Length Artificial Regressions, Badi H. Baltagi, Long Liu
Center for Policy Research
This paper revisits the joint and conditional Lagrange Multiplier tests derived by Debarsy and Ertur (2010) for a fixed effects spatial lag regression model with spatial auto-regressive error, and derives these tests using artificial Double Length Regressions (DLR). These DLR tests and their corresponding LM tests are compared using an empirical example and a Monte Carlo simulation.
Welfare Reform And Children’S Health, Badi H. Baltagi, Yin -Fang Yen
Welfare Reform And Children’S Health, Badi H. Baltagi, Yin -Fang Yen
Center for Policy Research
This study investigates the effect of the Temporary Aid to Needy Families (TANF) program on children’s health outcomes using data from the Survey of Income and Program Participation (SIPP) over the period 1994 to 2005. The TANF policies have been credited with increased employment for single mothers and a dramatic drop in welfare caseload. Our results show that these policies also had a significant effect on various measures of children’s medical utilization among low-income families. These health measures include a rating of the child’s health status reported by the parents; the number of times that parents consulted a doctor; and …
The Spatial Polish Wage Curve With Gender Effects: Evidence From The Polish Labor Survey, Badi H. Baltagi, Bartlomiej Rokicki
The Spatial Polish Wage Curve With Gender Effects: Evidence From The Polish Labor Survey, Badi H. Baltagi, Bartlomiej Rokicki
Center for Policy Research
This paper reconsiders the Polish wage curve using individual data from the Polish Labor Force Survey (LFS) at the 16 NUTS2 level allowing for spatial spillovers between regions. In addition it estimates the total and gender-specific regional unemployment rate elasticities on individual wages. The paper finds significant spatial unemployment spillovers across Polish regions. In addition, it finds that the results for the Polish wage curve are sensitive to gender-specific regional unemployment rates. This is especially true for women.
Test Of Hypotheses In A Time Trend Panel Data Model With Serially Correlated Error Component Disturbances, Chihwa Kao, Badi H. Baltagi, Long Liu
Test Of Hypotheses In A Time Trend Panel Data Model With Serially Correlated Error Component Disturbances, Chihwa Kao, Badi H. Baltagi, Long Liu
Center for Policy Research
This paper studies test of hypotheses for the slope parameter in a linear time trend panel data model with serially correlated error component disturbances. We propose a test statistic that uses a bias corrected estimator of the serial correlation parameter. The proposed test statistic which is based on the corresponding fixed effects feasible generalized least squares (FE-FGLS) estimator of the slope parameter has the standard normal limiting distribution which is valid whether the remainder error is I(0) or I(1). This performs well in Monte Carlo experiments and is recommended.
A Lagrange Multiplier Test For Cross-Sectional Dependence In A Fixed Effects Panel Data Model, Badi Baltagi, Qu Feng, Chihwa Kao
A Lagrange Multiplier Test For Cross-Sectional Dependence In A Fixed Effects Panel Data Model, Badi Baltagi, Qu Feng, Chihwa Kao
Center for Policy Research
It is well known that the standard Breusch and Pagan (1980) LM test for cross-equation correlation in a SUR model is not appropriate for testing cross-sectional dependence in panel data models when the number of cross-sectional units (n) is large and the number of time periods (T) is small. In fact, a scaled version of this LM test was proposed by Pesaran (2004) and its finite sample bias was corrected by Pesaran, Ullah and Yamagata (2008). This was done in the context of a heterogeneous panel data model. This paper derives the asymptotic bias of this scaled version of the …
The Hausman-Taylor Panel Data Model With Serial Correlation, Badi Baltagi, Long Liu
The Hausman-Taylor Panel Data Model With Serial Correlation, Badi Baltagi, Long Liu
Center for Policy Research
This paper modifies the Hausman and Taylor (1981) panel data estimator to allow for serial correlation in the remainder disturbances. It demonstrates the gains in efficiency of this estimator versus the standard panel data estimators that ignore serial correlation using Monte Carlo experiments.
The Turkish Wage Curve; Evidence From The Household Labor Force Survey, Badi H. Baltagi, Yusuf Soner Baskaya, Timur Hulagu
The Turkish Wage Curve; Evidence From The Household Labor Force Survey, Badi H. Baltagi, Yusuf Soner Baskaya, Timur Hulagu
Center for Policy Research
This paper examines the Turkish wage curve using individual data from the Household Labor Force Survey (HLFS) including 26 NUTS-2 regions over the period 2005 - 2008. When the local unemployment rate is treated as predetermined, there is evidence in favor of the wage curve only for younger and female workers. However, if the lagged unemployment rate is used as an instrument for current unemployment rate, we find an unemployment elasticity of -0.099. We also find a higher elasticity for younger, less educated, low experienced workers than for older, more educated and more experienced workers. Another important finding is that …