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...

his textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of moreadvanced topics in time-series, limited dependent variables and panel d¤ata models, as well as specification testing, Gauss-Newton...

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...