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Estimating and forecasting with a dynamic spatial panel data model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2011

Persistent link: https://www.econbiz.de/10009546961

Estimation and prediction in the random effects model with AR(p) remainder disturbances

Baltagi, Badi H.; Liu, Long - In: International journal of forecasting 29 (2013) 1, pp. 100-107

Persistent link: https://www.econbiz.de/10009706170

Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators : some empirical evidence from US electricity and natural-gas consumption

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Economics letters 76 (2002) 3, pp. 375-382

Persistent link: https://www.econbiz.de/10001692022

Special issue in honor of Kajal Lahiri: Forecasting, use of survey data on expectations, and panel data applications

Baltagi, Badi H. (ed.); Lahiri, Kajal (honouree) - 2017

Persistent link: https://www.econbiz.de/10011697144

Prediction in a generalized spatial panel data model with serial correlation

Baltagi, Badi H.; Liu, Long - In: Journal of forecasting 35 (2016) 7, pp. 573-591

Persistent link: https://www.econbiz.de/10011610045

Identification and estimation of a large factor model with structural instability

Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - 2016

Persistent link: https://www.econbiz.de/10011687505

Identification and estimation of a large factor model with structural instability

Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Journal of econometrics 197 (2017) 1, pp. 87-100

Persistent link: https://www.econbiz.de/10011818347

Estimating and forecasting with a dynamic spatial panel data model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 112-138

Persistent link: https://www.econbiz.de/10010439610

Baltagi, Badi H.; Pirotte, Alain - 2011

This paper considers various estimators using panel data seemingly unrelated regressions (SUR) with spatial error correlation. The true data generating process is assumed to be SUR with spatial error of the autoregressive or moving average type. Moreover, the remainder term of the spatial...

Persistent link: https://www.econbiz.de/10014183698

Modeling regional interdependencies using a global error-correcting macroeconometric model

Pesaran, M. Hashem; Schuermann, Til; Weiner, Scott M. - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 2, pp. 129-181

Persistent link: https://www.econbiz.de/10002037011

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