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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/19654| Title: | Forecasting with panel data |
| Keywords: | C33 ddc:330 Forecasting BLUP Panel Data Spatial Dependence Serial Correlation Prognoseverfahren Panel Zeitreihenanalyse Theorie |
| Issue Date: | 16-Oct-2013 |
| Description: | This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and surveying best linear unbiased prediction under various assumptions of the disturbance term. This includes various ARMA models as well as spatial autoregressive models. The paper also surveys how these forecasts have been used in panal data applications, running horse races between heterogeneous and homogeneous panel data models using out of sample forecasts. |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/10419/19654 |
| Other Identifiers: | http://hdl.handle.net/10419/19654 ppn:516970666 RePEc:zbw:bubdp1:4754 |
| Appears in Collections: | EconStor |
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