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Persistent link: https://www.econbiz.de/10003738580
This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and … applications, running horse races between heterogeneous and homogeneous panel data models using out of sample forecasts. …
Persistent link: https://www.econbiz.de/10003373876
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This paper compares various forecasts using panel data with spatial error correlation. The true data generating process … rather than homogeneous panel data models. -- Forecasting ; BLUP ; panel data ; spatial dependence ; heterogeneity …
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This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and … applications, running horse races between heterogeneous and homogeneous panel data models using out of sample forecasts. …
Persistent link: https://www.econbiz.de/10003363840