Showing 1 - 10 of 30
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/10010268987
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
Persistent link: https://www.econbiz.de/10001692022
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/10013158526
Persistent link: https://www.econbiz.de/10010439610
Persistent link: https://www.econbiz.de/10010511584
Persistent link: https://www.econbiz.de/10009546961
Persistent link: https://www.econbiz.de/10008859122
Persistent link: https://www.econbiz.de/10010344460
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