Variance Component Estimation Under MisspecificationBaltagi, Badi H.; Li, Qi · Econometric Theory · 1991

ESTIMATION OF ECONOMETRIC MODELS WITH NONPARAMETRICALLY SPECIFIED RISK TERMSBaltagi, Badi H.; Li, Qi · Econometric Reviews · 2001

Estimating Error Component Models With General MA( q) DisturbancesBaltagi, Badi H.; Li, Qi · Econometric Theory · 1994

A Note on the Estimation of Simultaneous Equations with Error ComponentsBaltagi, Badi H.; Li, Qi · Econometric Theory · 1992

A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced DataBaltagi, Badi H.; Li, Qi · Econometric Theory · 1990

A lagrange multiplier test for the error components model with incomplete panelsBaltagi, Badi H.; Li, Qi · Econometric Reviews · 1990

An Approximate Transformation for the Error Component Model with MA(q) DisturbancesBaltagi, Badi H.; Li, Qi · Econometric Theory · 1992

[untitled]Review by: Francis X. Diebold · Econometric Theory · 1992

On Differentiating Eigenvalues and EigenvectorsJan R. Magnus · Econometric Theory · 1985

MINIMIZING AVERAGE RISK IN REGRESSION MODELSClaeskens, Gerda; Hjort, Nils Lid · Econometric Theory · 2008

Interviewed by Nicholas M. KieferGoldberger, Arthur S. · Econometric Theory · 1989

ESTIMATION-ADJUSTED VARGourieroux, Christian; Zakoïan, Jean-Michel · Econometric Theory · 2013

UNIT ROOT TESTS WITH WAVELETSFan, Yanqin; Gençay, Ramazan · Econometric Theory · 2010

GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATIONMcAleer, Michael; Chan, Felix; Hoti, Suhejla; Lieberman, Offer · Econometric Theory · 2008

Causality in the Long RunClive, W.J.; Lin, Jin-Lung · Econometric Theory · 1995