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dc.contributor.authorBaltagi, Badi H.en_US
dc.date.accessioned2009-01-28T16:01:46Z-
dc.date.available2009-01-28T16:01:46Z-
dc.date.issued2006en_US
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_US
dc.language.isoengen_US
dc.relation.ispartofseriesDiscussion paper Series 1 / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank 2006,25en_US
dc.subject.jelC33en_US
dc.subject.ddc330en_US
dc.subject.keywordForecastingen_US
dc.subject.keywordBLUPen_US
dc.subject.keywordPanel Dataen_US
dc.subject.keywordSpatial Dependenceen_US
dc.subject.keywordSerial Correlationen_US
dc.subject.stwPrognoseverfahrenen_US
dc.subject.stwPanelen_US
dc.subject.stwZeitreihenanalyseen_US
dc.subject.stwTheorieen_US
dc.titleForecasting with panel dataen_US
dc.typeWorking Paperen_US
dc.identifier.ppn516970666en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:bubdp1:4754-
Appears in Collections:Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank

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