Prediction in a generalized spatial panel data model with serial correlation

DOI10.1002/FOR.2410MaRDI QIDQ4596034zbMATH OpenOpenAlexFDO

Authors Badi H. Baltagi, Long Liu

Publication date 8 December 2017

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

Full work available at URL https://surface.syr.edu/cpr/219

zbMATH Keywords

fixed effectspanel datarandom effectsspatial error correlation

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from stochastic processes and prediction (62M20) Spatial models in economics (91B72)

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