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Deutsche Bundesbank, Forschungszentrum, Frankfurt am Main >
Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/19654
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Baltagi, Badi H. | | en_US |
| dc.date.accessioned | | 2009-01-28T16:01:46Z | | - |
| dc.date.available | | 2009-01-28T16:01:46Z | | - |
| dc.date.issued | | 2006 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/19654 | | - |
| dc.description.abstract | | This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and surveying best linear unbiased prediction under various assumptions of the disturbance term. This includes various ARMA models as well as spatial autoregressive models. The paper also surveys how these forecasts have been used in panal data applications, running horse races between heterogeneous and homogeneous panel data models using out of sample forecasts. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.relation.ispartofseries | | Discussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank 2006,25 | | en_US |
| dc.subject.jel | | C33 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Forecasting | | en_US |
| dc.subject.keyword | | BLUP | | en_US |
| dc.subject.keyword | | Panel Data | | en_US |
| dc.subject.keyword | | Spatial Dependence | | en_US |
| dc.subject.keyword | | Serial Correlation | | en_US |
| dc.subject.stw | | Prognoseverfahren | | en_US |
| dc.subject.stw | | Panel | | en_US |
| dc.subject.stw | | Zeitreihenanalyse | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | Forecasting with panel data | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 516970666 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank
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