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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 …
Persistent link: https://www.econbiz.de/10010295814
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Forecasting with panel data
Baltagi, Badi H. - Deutsche Bundesbank - 2006
This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and …
Persistent link: https://www.econbiz.de/10005083228
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Panel data forecasting
Baltagi, Badi H. - 2013
Persistent link: https://www.econbiz.de/10011507037
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Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - Center for Policy Research, Maxwell School - 2013
This paper sets up a nested random effects spatial autoregressive panel data model to explain annual house price variation for 2000-2007 across 353 local authority districts in England. The estimation problem posed is how to allow for the endogeneity of the spatial lag variable producing the...
Persistent link: https://www.econbiz.de/10010751563
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Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results
Jönsson, Kristian - 2005
In this paper, we study the small sample properties of the panel data stationarity test of Hadri (2000). We find that the previously suggested moments, that are to be used when standardizing the panel data stationarity test, cause size distortions when samples are small and serial correlation in...
Persistent link: https://www.econbiz.de/10013208476
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Testing for Stationarity in Panel Data when Errors are Serially Correlated. Finite-Sample Results
Jönsson, Kristian - Nationalekonomiska Institutionen, Ekonomihögskolan - 2005
Abstract: In this paper, we study the small sample properties of the panel data stationarity test of Hadri (2000). We find that the previously suggested moments, that are to be used when standardizing the panel data stationarity test, cause size distortions when samples are small and serial...
Persistent link: https://www.econbiz.de/10005645128
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Can Panel Data Really Improve the Predictability of the Monetary Exchange Rate Model?
Westerlund, Joakim; Basher, Syed A. - Volkswirtschaftliche Fakultät, … - 2006
A common explanation for the inability of the monetary model to beat the random walk in forecasting future exchange …. This paper provides an extensive evaluation of this power argument to the use of panel data in the forecasting context. In … power gains, pooling only the parameters of the forecasting equation, as has been suggested in the previous literature, does …
Persistent link: https://www.econbiz.de/10005789565
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Identifying reduced-form relations with panel data
Vollebergh, Herman R. J.; Melenberg, Bertrand; … - 2007 - This version: September 13, 2007
The literature that tests for U-shaped relationships using panel data, such as those between pollution and income or inequality and growth, reports widely divergent (parametric and non-parametric) empirical findings. We explain why lack of identification lies at the root of these differences. To...
Persistent link: https://www.econbiz.de/10011372978
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How does energy-vost lead to energy efficiency? : panel evidence from Canada
Gamtessa, Samuel; Olani, Adugna - 2016
An increase in energy-cost can induce energy efficiency improvement - a reduction in energy-output ratio. There are well-established theoretical conjectures of how this can take place. As the relative energy-cost increases, it induces firms to reallocate and selectively utilize the most...
Persistent link: https://www.econbiz.de/10011532109
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Panel data with measurement errors : instrumental variables and GMM procedures combining levels and differences
Biørn, Erik - 1998
The estimation of linear, static regression equations from panel data with measurement errors in the regressors is considered. If the latent regressor is autocorrelated or non-stationary, several consistent instrumental variables (IV) and generalized method of moments (GMM) estimators usually...
Persistent link: https://www.econbiz.de/10011518479