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Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor
Baltagi, Badi H.; Li, Dong - Center for Policy Research, Maxwell School - 2006
This paper considers the problem of prediction in a panel data regression model with spatial autocorrelation in the context of a simple demand equation for liquor. This is based on a panel of 43 states over the period 1965-1994. The spatial autocorrelation due to neighboring states and the...
Persistent link: https://www.econbiz.de/10005504097
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On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?
Brücker, Herbert; Siliverstovs, Boriss - 2005
This paper performs a comparative analysis of estimation as well as of out-of-sample forecasting results of more than … estimates of the migration function. Out-of-sample forecasting results indicate the following: (i) the standard fixed effects … variables estimators, (iv) forecasting performance of heterogenous estimators is mediocre in our data set. …
Persistent link: https://www.econbiz.de/10010267584
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The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners
Khan, Abdul Jalil; Azim, Parvez; Syed, Shabib Haider - In: Lahore Journal of Economics 19 (2014) 1, pp. 31-66
This study investigates the impact of domestic and foreign currency-valued exchange rate volatility on the export and import demand functions with reference to Pakistan’s trading partners. We use GARCH-based exchange rate volatilities and the least-squares dummy variable technique with...
Persistent link: https://www.econbiz.de/10010861908
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On the Estimation and Forecasting of International Migration: How Relevant Is Heterogeneity Across Countries?
Brücker, Herbert; Siliverstovs, Boriss - Institute for the Study of Labor (IZA) - 2005
This paper performs a comparative analysis of estimation as well as of out-of-sample forecasting results of more than … estimates of the migration function. Out-of-sample forecasting results indicate the following: (i) the standard fixed effects … variables estimators, (iv) forecasting performance of heterogenous estimators is mediocre in our data set. …
Persistent link: https://www.econbiz.de/10005703752
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A fast-forward look at tertiary education attainment in Europe 2020
Dragomirescu-Gaina, Catalin; Elia, Leandro; Weber, Anke - Volkswirtschaftliche Fakultät, … - 2014
This paper provides an answer to the question of whether Europe will be able to reach its tertiary education target by 2020. Insights into the dynamics of future education attainment and areas for effective policy interventions in the long-run are highlighted. We model the dynamics behind...
Persistent link: https://www.econbiz.de/10011110221
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Assessment of a spatial panel model for the efficiency analysis of the heterogonous healthcare systems in the world
Jeleskovic, Vahidin; Schwanebeck, Benjamin - 2012
Various panel models were presented to resolve the ranking of global health care systems according to efficiency. However, in terms of the spatial distribution of statistical units, spatial dependence as a result of various forms of spatial interactions caused biased estimators in classical...
Persistent link: https://www.econbiz.de/10010294387
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Assessment of a spatial panel model for the efficiency analysis of the heterogonous healthcare systems in the world
Jeleskovic, Vahidin; Schwanebeck, Benjamin - Volkswirtschaft Abteilung, Fachbereich … - 2012
Various panel models were presented to resolve the ranking of global health care systems according to efficiency. However, in terms of the spatial distribution of statistical units, spatial dependence as a result of various forms of spatial interactions caused biased estimators in classical...
Persistent link: https://www.econbiz.de/10010593578
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A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018
. Then, a forecasting approach is proposed and a linear predictor is derived. Using Monte Carlo simulations, we compare the …
Persistent link: https://www.econbiz.de/10011873591
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A time-space dynamic panel data model with spatial moving average errors
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018
. Then, a forecasting approach is proposed and a linear predictor is derived. Using Monte Carlo simulations, we compare the …
Persistent link: https://www.econbiz.de/10011872320
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The spatial random effects and the spatial fixed effects model: The Hausman test in a Cliff and Ord panel model
Mutl, Jan; Pfaffermayr, Michael - 2008
This paper studies the spatial random effects and spatial fixed effects model. The model includes a Cliff and Ord type spatial lag of the dependent variable as well as a spatially lagged one-way error component structure, accounting for both heterogeneity and spatial correlation across units. We...
Persistent link: https://www.econbiz.de/10010294030