Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/19654 
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dc.contributor.authorBaltagi, Badi H.en
dc.date.accessioned2009-01-28T16:01:46Z-
dc.date.available2009-01-28T16:01:46Z-
dc.date.issued2006-
dc.identifier.urihttp://hdl.handle.net/10419/19654-
dc.description.abstractThis 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
dc.language.isoengen
dc.publisher|aDeutsche Bundesbank |cFrankfurt a. M.en
dc.relation.ispartofseries|aDiscussion Paper Series 1 |x2006,25en
dc.subject.jelC33en
dc.subject.ddc330en
dc.subject.keywordForecastingen
dc.subject.keywordBLUPen
dc.subject.keywordPanel Dataen
dc.subject.keywordSpatial Dependenceen
dc.subject.keywordSerial Correlationen
dc.subject.stwPrognoseverfahrenen
dc.subject.stwPanelen
dc.subject.stwZeitreihenanalyseen
dc.subject.stwTheorieen
dc.titleForecasting with panel data-
dc.typeWorking Paperen
dc.identifier.ppn516970666en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:bubdp1:4754en

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