Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/35367 
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dc.contributor.authorBaltagi, Badi H.en
dc.contributor.authorBresson, Georgesen
dc.contributor.authorPirotte, Alainen
dc.date.accessioned2009-08-05-
dc.date.accessioned2010-07-07T11:51:01Z-
dc.date.available2010-07-07T11:51:01Z-
dc.date.issued2009-
dc.identifier.piurn:nbn:de:101:1-2009070340en
dc.identifier.urihttp://hdl.handle.net/10419/35367-
dc.description.abstractThis paper compares various forecasts using panel data with spatial error correlation. The true data generating process is assumed to be a simple error component regression model with spatial remainder disturbances of the autoregressive or moving average type. The best linear unbiased predictor is compared with other forecasts ignoring spatial correlation, or ignoring heterogeneity due to the individual effects, using Monte Carlo experiments. In addition, we check the performance of these forecasts under misspecification of the spatial error process, various spatial weight matrices, and heterogeneous rather than homogeneous panel data models.en
dc.language.isoengen
dc.publisher|aInstitute for the Study of Labor (IZA) |cBonnen
dc.relation.ispartofseries|aIZA Discussion Papers |x4242en
dc.subject.jelC33en
dc.subject.ddc330en
dc.subject.keywordForecastingen
dc.subject.keywordBLUPen
dc.subject.keywordpanel dataen
dc.subject.keywordspatial dependenceen
dc.subject.keywordheterogeneityen
dc.subject.stwPrognoseverfahrenen
dc.subject.stwPanelen
dc.subject.stwRäumliche Interaktionen
dc.subject.stwTheorieen
dc.titleForecasting with spatial panel data-
dc.type|aWorking Paperen
dc.identifier.ppn605236445en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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