Book Chapters
"Spatial Panels,” Chapter 15 in The Handbook of Empirical Economics and Finance, Aman Ullah and David E.A. Giles, editors, Chapman and Hall (2011), pp. 435454. 

"Autocorrelation in Regression," International Encyclopedia of Statistical Science, Miodrag Lovric, editor, Springer, Heidelberg, 2011, Part I, 7677.

“To Pool or Not to Pool,” with Georges Bresson and Alain Pirotte, Chapter 16 in Panel Data Econometrics, László Mátyás and Patrick Sevestre, editors, Springer, Heidelberg, (2008), pp. 517546. “Error Components Models,” with László Mátyás and Patrick Sevestre, Chapter 3 in Panel Data Econometrics, László Mátyás and Patrick Sevestre, editors, Springer, Heidelberg, (2008) ),pp. 4987; “To Pool or Not to Pool,” with Georges Bresson and Alain Pirotte, Chapter 16 in Panel Data Econometrics, László Mátyás and Patrick Sevestre, editors, Springer, Heidelberg, (2008), pp. 517546.

“Panel data analysis,” entry in the Encyclopedia of Survey Research Methods, Paul J. Lavrakas, editor, Sage Publications, Thousand Oaks, California, Sage Publications, (2008), pp 567569. “Fixed Effects and Random Effects,” entry in The New Palgrave Dictionary of Economics, 2nd Edition, Steven Durlauf and Lawrence Blume, editors, Palgrave Macmillan, Basingstoke, (2008). 
“Panel Data Models,” Chapter 17 in Palgrave Handbook of Econometrics: Volume 1 Econometric Theory, T.C. Mills and K. Patterson, editors, Palgrave Macmillan, Basingstoke, (2006), pp. 633661. "Swedish Liquor Consumption: New Evidence on Taste Change," with James M. Griffin, Chapter 7 in Panel Data Econometrics: Theoretical Contributions and Empirical Applications, Badi H. Baltagi, editor, Elsevier Science, Amsterdam, (2006), pp. 167192. 
"Prediction in the Panel Data Model with Spatial Correlation" with Dong Li, Chapter 13 in Advances in Spatial Econometrics: Methodology, Tools and Applications, Luc Anselin and Raymond J.G.M. Florax, editors, Springer, Berlin, (2004), pp. 283295. “Panel Data Analysis” entry in the Encyclopedia of Research Methods for the Social Sciences, edited by Michael LewisBeck, Alan Bryman and Tim Futing Liao, Sage Publications, 2004. 
"Testing for Linear and LogLinear Models Against BoxCox Alternatives with Spatial Lag Dependence," with Dong Li, Advances in Econometrics: Spatial and Spatiotemporal Econometrics, James P. Le Sage and R. Kelley Pace, editors, Elsevier, Vol. 18 (2004), pp. 283295. "A Comparative Study of Pure and Pretest Estimators for a Possibly Misspecified TwoWay Error Component Model," with Georges Bresson and Alain Pirotte, Advances in Econometrics: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, Thomas B. Fomby and R. Carter Hill, editors, Elsevier, Vol. 17 (2003), pp. 127. 
Reprints included in Recent Developments in Panel Data, B.H. Baltagi, editor, Edward Elgar Publishing, Cheltenham (2002). “The Unbalanced Nested Error Component Regression Model,” with Seuck Heun Song and Byoung Cheol Jung, Journal of Econometrics, Vol. 101, (April, 2001), pp. 357381. Recent Developments in Panel Data, pp. 270294. “Unequally Spaced Panel Data Regressions with AR(1) Disturbances,” with Ping X. Wu, Econometric Theory, Vol. 15 (December, 1999), pp. 814823. Recent Developments in Panel Data,, pp. 260269. "Testing AR(1) Against MA(1) Disturbances in an Error Component Model," with Qi Li, Journal of Econometrics, Vol. 68 (July, 1995), pp. 133151. Recent Developments in Panel Data, pp. 442460. “Pooled Estimators v.s. Their Heterogeneous Counterparts in the Context of Dynamic Demand for Gasoline,” with James M. Griffin, Journal of Econometrics, Vol. 77 (April, 1997), pp. 303327. Recent Developments in Panel Data, pp. 197221. “A Nonparametric Test for Poolability Using Panel Data,” with Javier Hidalgo and Qi Li, Journal of Econometrics, Vol. 75 (December, 1996), pp. 345367. Recent Developments in Panel Data, pp. 419441. 
"The Mathematical Aspects of Econometrics", Mathematics Unlimited  2001 and Beyond, edited by Bjorn Engquist and Wilfred Schmid, Springer, Berlin, (2001), pp. 6781. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," with Chihwa Kao, Advances in Econometrics: Nonstationary Panels, Cointegration in Panels and Dynamic Panels, Badi Baltagi, Thomas B. Fomby and R. Carter Hill, editors, Vol. 15 (2000), pp. 751. Table of Contents may be accessed at: Emerald Research 
"A Consistent Test for the Parametric Distribution of Regression Disturbances," with Qi Li, Advances in Econometrics: Applying Kernel and Nonparametric Estimation to Economic Topics, Thomas B. Fomby and R. Carter Hill, editors, JAI Press, Connecticut, Vol. 14 (2000), pp. 324. "Further Evidence on the Efficiency of Least Squares in Regression Models," Chapter 13 in Panel Data Econometrics: Future Directions, J. Kirshnakumar and E. Ronchetti, editors, NorthHolland, Amsterdam (2000), pp. 279291. 
"Prediction from the Regression Model With OneWay Error Components", with Richard Baillie, Chapter 10 in Analysis of Panel Data and Limited Dependent Variable Models, Cheng Hsiao, Kajal Lahiri, LungFei Lee and Hashem Pesaran, editors, Cambridge University Press, Cambridge, 1999. "Testing for Random Individual and Time Effects Using Unbalanced Panel Data", with YoungJae Chang and Qi Li,Advances in Econometrics: Messy Data  Missing Observations, Outliers and MixedFrequency Data, Thomas B. Fomby and R. Carter Hill, editors, JAI Press, Connecticut, Vol. 13, 1998, pp. 120. 
“Panel Data Methods,” Chapter 8 in The Handbook of Applied Economic Statistics, Aman Ullah and David E.A. Giles, editors, Marcel Dekker, New York, (1998), pp. 291323. “Panel Data” entry in the Encyclopedia of Statistical Sciences, S. Kotz, C.B. Read and D.L. Banks, editors, John Wiley and Sons, (1998), pp. 514517. 
“Specification Issues,” Chapter 12 in The Econometrics of Panel Data: A Handbook of The Theory With Applications, László Mátyás and Patrick Sevestre, editors, Kluwer Academic Publishers, Dordrecht, (1996), pp. 293306. “Simultaneous Equations With Error Components,” Journal of Econometrics Vol. 17 (November, 1981), pp. 189200. Reprinted in The Econometrics of Panel Data, G.S. Maddala, editor, Edward Elgar Publishing, Cheltenham, (1993), pp. 254265. 

“On Seemingly Unrelated Regressions With Error Components,” Econometrica, Vol. 48 (September, 1980), pp.1547 1551. Reprinted in The Econometrics of Panel Data, G.S. Maddala, editor, Edward Elgar Publishing, Cheltenham, (1993), pp. 249253. “Specification Issues,” Chapter 9 in The Econometrics of Panel Data: Handbook of Theory and Applications, László Mátyás and Patrick Sevestre, editors, Kluwer Academic Publishers, Dordrecht, (1992), pp. 196205. 