Forecasting with dynamic spatial panel data: practical implementation methods
نویسندگان
چکیده
منابع مشابه
Forecasting with spatial panel data
Forecasting with Spatial Panel Data This 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...
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ژورنال
عنوان ژورنال: Economics and Business Letters
سال: 2014
ISSN: 2254-4380
DOI: 10.17811/ebl.3.4.2014.194-207