Forecasting with spatial panel data

Computational Statistics and Data Analysis

Volumn 56, Issue 11, 2012, Pages 3381-3397

  Baltagi, Badi H ^a   Bresson, Georges ^b   Pirotte, Alain ^b,c  

^a SYRACUSE UNIVERSITY   (United States)

^b UNIVERSITÉ PANTHÉON ASSAS   (France)

^c Lab Economic and Social Dynamics of Transport   (France)

Author keywords

BLUP; Forecasting; Heterogeneity; Panel data; Spatial dependence

Indexed keywords

AUTO-REGRESSIVE; BEST LINEAR UNBIASED PREDICTOR; BLUP; ERROR COMPONENTS; HETEROGENEITY; MISSPECIFICATION; MONTE CARLO EXPERIMENTS; MOVING AVERAGES; PANEL DATA; PANEL DATA MODELS; REGRESSION MODEL; ROOT MEAN SQUARED ERRORS; SPATIAL CORRELATIONS; SPATIAL DEPENDENCE; SPATIAL ERRORS; WEIGHT MATRICES;

REGRESSION ANALYSIS;

FORECASTING;

EID: 84862008842     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.08.006     Document Type: Article

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