Forecasting with panel data

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

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