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Prediction in the Panel Data Model with Spatial Correlation

In: Advances in Spatial Econometrics

Citations

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Cited by:

  1. Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2019. "A time-space dynamic panel data model with spatial moving average errors," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 13-31.
  2. Qian Zhang & Decai Tang & Brandon J. Bethel, 2021. "Impact of Urbanization on the Environmental Regulation Efficiency in the Yangtze River Basin Based on the Empirical Analysis of Spatial Econometrics," IJERPH, MDPI, vol. 18(17), pages 1-20, August.
  3. Michael Beenstock & Daniel Felsenstein, 2010. "Spatial error correction and cointegration in nonstationary panel data: regional house prices in Israel," Journal of Geographical Systems, Springer, vol. 12(2), pages 189-206, June.
  4. Yang, Zhenlin & Li, Chenwei & Tse, Y.K., 2006. "Functional form and spatial dependence in dynamic panels," Economics Letters, Elsevier, vol. 91(1), pages 138-145, April.
  5. Riccardo Corradini, 2006. "Advanced estimates of regional accounts: an alternative approach by spatial panels," Computing in Economics and Finance 2006 287, Society for Computational Economics.
  6. Schanne, N. & Wapler, R. & Weyh, A., 2010. "Regional unemployment forecasts with spatial interdependencies," International Journal of Forecasting, Elsevier, vol. 26(4), pages 908-926, October.
  7. Ana Angulo & Jesús Mur & Javier Trivez, 2014. "Measure of the resilience to Spanish economic crisis: the role of specialization," Economics and Business Letters, Oviedo University Press, vol. 3(4), pages 263-275.
  8. Shiyun Cao & Qiankun Zhou, 2022. "Common Correlated Effects Estimation for Dynamic Heterogeneous Panels with Non-Stationary Multi-Factor Error Structures," Econometrics, MDPI, vol. 10(3), pages 1-27, August.
  9. Konstantin Arkadievich Kholodilin & Boriss Siliverstovs & Stefan Kooths, 2008. "A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder," Spatial Economic Analysis, Taylor & Francis Journals, vol. 3(2), pages 195-207.
  10. Herrera Gómez, Marcos, 2017. "Fundamentos de Econometría Espacial Aplicada [Fundamentals of Applied Spatial Econometrics]," MPRA Paper 80871, University Library of Munich, Germany.
  11. Mollah, Sabur & Skully, Michael & Liljeblom, Eva, 2021. "Strong Boards and Risk-taking in Islamic Banks," Review of Corporate Finance, now publishers, vol. 1(1-2), pages 135-180, April.
  12. A. M. Angulo & J. Mur & F. J. Trívez, 2018. "Measuring resilience to economic shocks: an application to Spain," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(2), pages 349-373, March.
  13. Cattaneo, Cristina & Manera, Matteo & Scarpa, Elisa, 2011. "Industrial coal demand in China: A provincial analysis," Resource and Energy Economics, Elsevier, vol. 33(1), pages 12-35, January.
  14. Laila Al-Harthy & Revenio Jalagat, Jr. & Karima Sayari, 2021. "Determinants of bank profitability during oil price decline: Evidence from selected banks in Oman," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 10(8), pages 200-217, December.
  15. Nikolas Kuschnig, 2021. "Bayesian Spatial Econometrics and the Need for Software," Department of Economics Working Papers wuwp318, Vienna University of Economics and Business, Department of Economics.
  16. Aparna Sengupta, 2017. "Testing for a Structural Break in a Spatial Panel Model," Econometrics, MDPI, vol. 5(1), pages 1-17, March.
  17. Badi H. Baltagi, 2008. "Forecasting with panel data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
  18. Matías Mayor & Roberto Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Advances in Spatial Science, in: Esteban Fernández Vázquez & Fernando Rubiera Morollón (ed.), Defining the Spatial Scale in Modern Regional Analysis, edition 127, chapter 0, pages 173-192, Springer.
  19. Nicolas DEBARSY (CERPE De Namur) & Cem ERTUR & James P. LeSAGE, 2010. "Interpreting Dynamic Space-Time Panel Data Models," LEO Working Papers / DR LEO 800, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  20. Kelejian, Harry H. & Prucha, Ingmar R., 2010. "Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances," Journal of Econometrics, Elsevier, vol. 157(1), pages 53-67, July.
  21. W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021. "Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting," Cardiff Economics Working Papers E2021/8, Cardiff University, Cardiff Business School, Economics Section.
  22. Baltagi, Badi H., 2013. "Panel Data Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 995-1024, Elsevier.
  23. Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2012. "Forecasting with spatial panel data," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3381-3397.
  24. repec:asg:wpaper:1013 is not listed on IDEAS
  25. Longhi, Simonetta & Nijkamp, Peter, 2006. "Forecasting regional labor market developments under spatial heterogeneity and spatial correlation," Serie Research Memoranda 0015, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  26. Kapoor, Mudit & Kelejian, Harry H. & Prucha, Ingmar R., 2007. "Panel data models with spatially correlated error components," Journal of Econometrics, Elsevier, vol. 140(1), pages 97-130, September.
  27. Ana Angulo & F. Trívez, 2010. "The impact of spatial elements on the forecasting of Spanish labour series," Journal of Geographical Systems, Springer, vol. 12(2), pages 155-174, June.
  28. Fonseca Morello, Thiago & Marchetti Ramos, Rossano & O. Anderson, Liana & Owen, Nathan & Rosan, Thais Michele & Steil, Lara, 2020. "Predicting fires for policy making: Improving accuracy of fire brigade allocation in the Brazilian Amazon," Ecological Economics, Elsevier, vol. 169(C).
  29. W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021. "Modeling and predicting agricultural land use in England based on spatially high-resolution data," Cardiff Economics Working Papers E2021/7, Cardiff University, Cardiff Business School, Economics Section.
  30. Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2023. "Forecasting regional GDPs: a comparison with spatial dynamic panel data models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 18(4), pages 530-551, October.
  31. Kelejian, Harry H. & Prucha, Ingmar R., 2007. "HAC estimation in a spatial framework," Journal of Econometrics, Elsevier, vol. 140(1), pages 131-154, September.
  32. Baltagi, Badi H. & Pirotte, Alain, 2014. "Prediction in a spatial nested error components panel data model," International Journal of Forecasting, Elsevier, vol. 30(3), pages 407-414.
  33. Giuseppe Arbia & Gianfranco Piras, 2004. "Convergence in per-capita GDP across European regions using panel data models extended to spatial autocorrelation effects," ERSA conference papers ersa04p524, European Regional Science Association.
  34. Kathleen P. Bell & Timothy J. Dalton, 2007. "Spatial Economic Analysis in Data‐Rich Environments," Journal of Agricultural Economics, Wiley Blackwell, vol. 58(3), pages 487-501, September.
  35. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
  36. Ousmane Traoré, 2020. "Economic Growth and Human Capital Accumulation across Countries: Evidence from WAEMU Region," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 26(2), pages 147-159, May.
  37. Hujer Reinhard & Rodrigues Paulo J. M. & Wolf Katja, 2008. "Dynamic Panel Data Models with Spatial Correlation," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 228(5-6), pages 612-629, October.
  38. Harald Badinger & Peter Egger, 2009. "Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models," CESifo Working Paper Series 2556, CESifo.
  39. repec:rri:wpaper:201302 is not listed on IDEAS
  40. Nikolas Kuschnig, 2022. "Bayesian spatial econometrics: a software architecture," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-25, December.
  41. Takafumi Kato, 2020. "Likelihood-based strategies for estimating unknown parameters and predicting missing data in the simultaneous autoregressive model," Journal of Geographical Systems, Springer, vol. 22(1), pages 143-176, January.
  42. Semerikova, Elena & Demidova, Olga, 2016. "Using spatial econometric models for regional unemployment forecasting," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 43, pages 29-51.
  43. Mark V. JANIKAS & Sergio J. REY, 2008. "On The Relationships Between Spatial Clustering, Inequality, And Economic Growth In The United States : 1969-2000," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 27, pages 13-34.
  44. Kelejian, Harry H. & Piras, Gianfranco, 2014. "Estimation of spatial models with endogenous weighting matrices, and an application to a demand model for cigarettes," Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 140-149.
  45. J. Paul Elhorst, 2014. "Matlab Software for Spatial Panels," International Regional Science Review, , vol. 37(3), pages 389-405, July.
  46. Ana Angulo & Jesús Mur & Javier Trívez, 2013. "Forecasting heterogeneous regional data: the case of European employment," ERSA conference papers ersa13p953, European Regional Science Association.
  47. Simonetta Longhi & Peter Nijkamp, 2005. "Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation," Tinbergen Institute Discussion Papers 05-041/3, Tinbergen Institute.
  48. Ignacio Sacristán López-Bravo & Carlos San Juan Mesonada, 2022. "Effects of Policy Mix on European Regional Convergence," EconPol Working Paper 73, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
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