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Forecasting charge-off rates with a panel Tobit model : the role of uncertainty

Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Applied economics letters 29 (2022) 10, pp. 927-931

Persistent link: https://www.econbiz.de/10013411847

Climate risks and state-level stock market realized volatility

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Climate risks and state-level stock-market realized volatility

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Persistent link: https://www.econbiz.de/10013448268

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

Prediction in a spatial nested error components panel data model

Baltagi, Badi H.; Pirotte, Alain - In: International journal of forecasting 30 (2014) 3, pp. 407-414

Persistent link: https://www.econbiz.de/10010511584

Is there a role for uncertainty in forecasting output growth in OECD countries? : evidence from a time-varying parameter-panel vector autoregressive model

Aye, Goodness C.; Gupta, Rangan; Lau, Chi Keung; Sheng, Xin - In: Applied economics 51 (2019) 33, pp. 3624-3631

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Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? : a Bayesian approach

Christou, Christina; Gupta, Rangan; Hassapis, Christis - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 50-60

Persistent link: https://www.econbiz.de/10011792448

Forecasting with spatial panel data

Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - 2009

This paper compares various forecasts using panel data with spatial error correlation. The true data generating process is assumed to be a simple error component regression model with spatial remainder disturbances of the autoregressive or moving average type. The best linear unbiased predictor...

Persistent link: https://www.econbiz.de/10003858869

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

Baltagi, Badi H.; Pirotte, Alain - In: Empirical economics : a journal of the Institute for … 40 (2011) 1, pp. 5-49

Persistent link: https://www.econbiz.de/10008859122