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Panel unit root tests and spatial dependence
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of applied econometrics 22 (2007) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10003455449
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Joint LM test for homoskedasticity in a one-wa error component model
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Journal of econometrics 134 (2006) 2, pp. 401-417
Persistent link: https://www.econbiz.de/10003374325
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Panel data inference under spatial dependence
Baltagi, Badi H.; Pirotte, Alain - In: Economic modelling 27 (2010) 6, pp. 1368-1381
Persistent link: https://www.econbiz.de/10008825770
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Forecasting with spatial panel data
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - 2009
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
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Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2011
Persistent link: https://www.econbiz.de/10009546961
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Prediction in a spatial nested error components panel data model
Baltagi, Badi H.; Pirotte, Alain - In: International journal of forecasting 30 (2014) 3, pp. 407-414
Persistent link: https://www.econbiz.de/10010511584
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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 - In: Journal of urban economics 80 (2014), pp. 76-86
Persistent link: https://www.econbiz.de/10010378815
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Prediction in an unbalanced nested error components panel data model
Baltagi, Badi H.; Pirotte, Alain - In: Journal of forecasting 32 (2013) 8, pp. 755-768
Persistent link: https://www.econbiz.de/10010344460
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Adaptive estimation of heteroskedastic error component models
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Econometric reviews 24 (2005) 1, pp. 39-58
Persistent link: https://www.econbiz.de/10002655589
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Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators : some empirical evidence from US electricity and natural-gas consumption
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Economics letters 76 (2002) 3, pp. 375-382
Persistent link: https://www.econbiz.de/10001692022