Forecasting with panel data Export

@article{Baltagi2008, abstract = {This paper gives a brief survey of forecasting with panel data. It begins with a simple error component regression model and surveys the 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 panel data applications, running horse races between heterogeneous and homogeneous panel data models using out-of-sample forecasts.   Copyright {\copyright} 2008 John Wiley \& Sons, Ltd.}, address = {Department of Economics and Center for Policy Research, Syracuse University, Syracuse, New York, USA; Department of Economics, University of Leicester, Leicester, UK}, author = {Baltagi, Badi}, citeulike-article-id = {3722291}, citeulike-linkout-0 = {http://dx.doi.org/10.1002/for.1047}, citeulike-linkout-1 = {http://www3.interscience.wiley.com/cgi-bin/abstract/117891170/ABSTRACT}, doi = {10.1002/for.1047}, journal = {Journal of Forecasting}, keywords = {forecasting, heterogeneous\_estimators, panel\_methods, spatial\_autoregression}, number = {2}, pages = {153--173}, posted-at = {2008-11-28 18:45:22}, priority = {2}, title = {Forecasting with panel data}, url = {http://dx.doi.org/10.1002/for.1047}, volume = {27}, year = {2008} }

TY - JOUR ID - Baltagi2008 L3 - citeulike-article-id:3722291 N2 - This paper gives a brief survey of forecasting with panel data. It begins with a simple error component regression model and surveys the 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 panel data applications, running horse races between heterogeneous and homogeneous panel data models using out-of-sample forecasts.   Copyright © 2008 John Wiley & Sons, Ltd. IS - 2 JF - Journal of Forecasting AD - Department of Economics and Center for Policy Research, Syracuse University, Syracuse, New York, USA; Department of Economics, University of Leicester, Leicester, UK EP - 173 TI - Forecasting with panel data VL - 27 SP - 153 KW - forecasting KW - heterogeneous_estimators KW - panel_methods KW - spatial_autoregression AU - Baltagi, Badi PY - 2008/// UR - http://dx.doi.org/10.1002/for.1047 ER -