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Prediction in the random effects model with MA(q) remainder disturbances

Baltagi, Badi H.; Liu, Long - In: Journal of forecasting 32 (2013) 4, pp. 333-338

Persistent link: https://www.econbiz.de/10009775501

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

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

Forecasting with panel data

Baltagi, Badi H. - In: Journal of forecasting 27 (2008) 2, pp. 153-173

Persistent link: https://www.econbiz.de/10003738580

Forecasting with panel data

Baltagi, Badi H. - 2006

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...