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 …

account impacts from oil price return and oil price volatility on forecast changes. The panel smooth transition regression …

This paper compares various forecasts using panel data with spatial error correlation. The true data generating process … rather than homogeneous panel data models …

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 …

We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …

This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression model … ARMA models as well as spatial auto-regressive models. The paper also surveys how these forecasts have been used in panel … data applications, running horse races between heterogeneous and homogeneous panel data models using out of sample …

over all panel units and over time. The second, called C-statistics, focuses on the clustered EPA hypothesis where the EPA … holds jointly for a fixed number of clusters of panel units. The asymptotic properties of the proposed tests are evaluated …