Forecasting with spatial panel data

DOI10.1016/j.csda.2010.08.006zbMath1255.62293OpenAlexW2137899428MaRDI QIDQ1927120

Georges Bresson, Alain Pirotte, Badi H. Baltagi

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/35367

zbMATH Keywords

heterogeneitypanel dataBLUPspatial dependence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Related Items (7)

Maximum likelihood estimation of spatially and serially correlated panels with random effects ⋮ Testing for serial independence of panel errors ⋮ Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias ⋮ Skew-normal generalized spatial panel data model ⋮ The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers ⋮ Estimation of fixed effects panel regression models with separable and nonseparable space-time filters ⋮ Multistep forecast selection for panel data

Cites Work

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• A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
• A Panel Analysis of Liquidity Constraints and Firm Investment
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model

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