How helpful are spatial effects in forecasting the growth of Chinese provinces?

DOI10.1002/FOR.1193MaRDI QIDQ3096856zbMATH OpenOpenAlexFDO

Authors Eric Girardin, Konstantin A. Kholodilin

Publication date 15 November 2011

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://helda.helsinki.fi/bof/bitstream/123456789/8077/1/167007.pdf

zbMATH Keywords

forecastingspatial autocorrelationdynamic panel modelchinese provincesgroup-specific spatial dependence

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

Recommendations

• Forecasting with spatial panel data
• Aggregation of space-time processes.
• Using spatial contiguity as prior information in vector autoregressive models
• The information content of regional employment data for forecasting aggregate conditions
• Prediction in a generalized spatial panel data model with serial correlation

Cites work

• Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption.
• Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

Cited in

(1)

• Forecasting the unemployment rate over districts with the use of distinct methods

This page was built for publication: How helpful are spatial effects in forecasting the growth of Chinese provinces?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3096856)