Forecasting with panel data

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/19654

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DC Field	Value	Language
dc.creator	Baltagi, Badi H.	-
dc.date	2006	-
dc.date.accessioned	2013-10-16T07:06:08Z	-
dc.date.available	2013-10-16T07:06:08Z	-
dc.date.issued	2013-10-16	-
dc.identifier	http://hdl.handle.net/10419/19654	-
dc.identifier	ppn:516970666	-
dc.identifier	RePEc:zbw:bubdp1:4754	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/10419/19654	-
dc.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.	-
dc.language	eng	-
dc.relation	Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank 2006,25	-
dc.rights	http://www.econstor.eu/dspace/Nutzungsbedingungen	-
dc.subject	C33	-
dc.subject	ddc:330	-
dc.subject	Forecasting	-
dc.subject	BLUP	-
dc.subject	Panel Data	-
dc.subject	Spatial Dependence	-
dc.subject	Serial Correlation	-
dc.subject	Prognoseverfahren	-
dc.subject	Panel	-
dc.subject	Zeitreihenanalyse	-
dc.subject	Theorie	-
dc.title	Forecasting with panel data	-
dc.type	doc-type:workingPaper	-
Appears in Collections:	EconStor

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