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

DOI10.1002/for.1193zbMath1225.91051OpenAlexW3122069934MaRDI QIDQ3096856

Konstantin A. Kholodilin, Eric Girardin

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)

Related Items (1)

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

Cites Work

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

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