Forecasting with Panel Data
暂无分享,去创建一个
[1] C. R. Henderson,et al. Best linear unbiased estimation and prediction under a selection model. , 1975, Biometrics.
[2] Cheng Hsiao,et al. Bayes Estimation of Short-run Coefficients in Dynamic Panel Data Models , 1998 .
[3] Paul Temple,et al. The effect of uncertainty on UK investment authorisation: Homogenous vs. heterogeneous estimators , 2004 .
[4] Richard Schmalensee,et al. World Carbon Dioxide Emissions: 19502050 , 1998, Review of Economics and Statistics.
[5] Badi H. Baltagi,et al. Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators , 2004 .
[6] S. Mittnik. Macroeconomic Forecasting Using Pooled International Data , 1990 .
[7] Wayne A. Fuller,et al. Estimation of linear models with crossed-error structure , 1974 .
[8] Gary Chamberlain,et al. Predictive Distributions based on Longitudinal Earnings Data , 1999 .
[9] Kajal Lahiri,et al. Modelling multi-period inflation uncertainty using a panel of density forecasts , 2006 .
[10] Erik Hjalmarsson,et al. Predictive Regressions with Panel Data , 2006 .
[11] Badi H. Baltagi,et al. Prediction in the one‐way error component model with serial correlation , 1992 .
[12] M. Pesaran,et al. Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model , 2004 .
[13] Badi H. Baltagi,et al. Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: Some empirical evidence from US electricity and natural-gas consumption , 2002 .
[14] Badi H. Baltagi,et al. Analysis of panels and limited dependent variable models: Prediction from the regression model with one-way error components , 1999 .
[15] T. J. Wansbeek,et al. The separation of individual variation and systematic change in the analysis of panel survey data , 1978 .
[16] Arnold Zellner,et al. Macroeconomic Forecasting Using Pooled International Data , 1987 .
[17] Yu Luo,et al. Case Studies Using Panel Data Models , 2001 .
[18] M. Hashem Pesaran,et al. Pooled Mean Group Estimation of Dynamic Heterogeneous Panels , 1999 .
[19] D. Hendry,et al. Forecasting Economic Aggregates by Disaggregates , 2006, SSRN Electronic Journal.
[20] A. Zellner,et al. Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques , 1991 .
[21] Cheng Hsiao,et al. Analysis of Panel Data , 1987 .
[22] Rand R. Wilcox,et al. The statistical implications of pre-test and Stein-rule estimators in econometrics , 1978 .
[23] R. W. Farebrother,et al. The statistical implications of pre-test and Stein-rule estimators in econometrics , 1978 .
[24] Thomas MaCurdy,et al. The use of time series processes to model the error structure of earnings in a longitudinal data analysis , 1982 .
[25] C. Granger,et al. Aggregation of Space-Time Processes , 2001 .
[26] Allan J. Taub. Prediction in the context of the variance-components model , 1979 .
[27] F. Diebold,et al. Comparing Predictive Accuracy , 1994, Business Cycles.
[28] Cheng Hsiao,et al. A Panel Analysis of Liquidity Constraints and Firm Investment , 1997 .
[29] Michael P. Clements,et al. A companion to economic forecasting , 2004 .
[30] Donggyu Sul,et al. Nominal exchange rates and monetary fundamentals , 2001 .
[31] William E. Griffiths,et al. The Prior Likelihood and Best Linear Unbiased Prediction in Stochastic Coefficient Linear Models , 1979 .
[32] David E. Runkle,et al. Testing the Rationality of Price Forecasts: New Evidence from Panel Data , 1990 .
[33] F. Diebold,et al. Forecast Evaluation and Combination , 1996 .
[34] R. N. Kackar,et al. Approximations for Standard Errors of Estimators of Fixed and Random Effects in Mixed Linear Models , 1984 .
[35] P. Egger,et al. The Determinants of Intra-Firm Trade , 2005 .
[36] David A. Harville,et al. Extension of the Gauss-Markov Theorem to Include the Estimation of Random Effects , 1976 .
[37] John S. Landon-Lane,et al. Inter-State Dynamics of Invention Activities, 1930-2000 ¤ , 2006 .
[38] Michael E. Wetzstein,et al. A Stein-rule method for pooling data , 1983 .
[39] Donggyu Sul,et al. Nominal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel , 1998 .
[40] Badi H. Baltagi,et al. Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline , 1997 .
[41] L. Anselin. Spatial Econometrics: Methods and Models , 1988 .
[42] Michel Mouchart,et al. Clustered Panel Data Models: An Efficient Approach for Nowcasting from Poor Data , 2003 .
[43] Badi H. Baltagi,et al. Prediction in the Panel Data Model with Spatial Correlation: the Case of Liquor , 2006 .
[44] Yu Luo,et al. A longitudinal data analysis interpretation of credibility models , 1999 .
[45] Ronald Smith,et al. Dynamic Linear Models for Heterogenous Panels , 1996 .
[46] Clive W. J. Granger,et al. Evaluation of Panel Data Models: Some Suggestions from Time Series , 1997 .
[47] Jeff Dominitz,et al. Comparing predictions and outcomes: theory and application to income changes. , 1999 .
[48] Nikolaos V. Sahinidis,et al. The Pooling Problem , 2002 .
[49] Donald Robertson,et al. Some strange properties of panel data estimators , 1992 .
[50] David A. Harville,et al. Decomposition of Prediction Error , 1985 .
[51] E. Frees,et al. Sales forecasting using longitudinal data models , 2004 .
[52] Gary Koop,et al. Forecasting in Large Macroeconomic Panels Using Bayesian Model Averaging , 2003 .
[53] A. Zellner,et al. Forecasting international growth rates using Bayesian shrinkage and other procedures , 1989 .
[54] David E. Rapach,et al. Testing the monetary model of exchange rate determination: a closer look at panels , 2004 .
[55] Francis X. Diebold,et al. Elements of Forecasting , 1997 .
[56] Gerard A. Pfann,et al. Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates , 2000 .
[57] A. Goldberger. Best Linear Unbiased Prediction in the Generalized Linear Regression Model , 1962 .
[58] Dennis Fok,et al. Forecasting aggregates using panels of nonlinear time series , 2004 .
[59] Hongyi Li,et al. Estimation of Short-Run and Long-Run Elasticities of Energy Demand From Panel Data Using Shrinkage Estimators , 1997 .
[60] G. Battese,et al. Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data , 1988 .
[61] Rachel M. Harter,et al. An Error-Components Model for Prediction of County Crop Areas Using Survey and Satellite Data , 1988 .
[62] William T. Gavin,et al. A common model approach to macroeconomics: using panel data to reduce sampling error , 2003 .
[63] John W. Galbraith,et al. Transforming the error-components model for estimation with general ARMA disturbances , 1995 .
[64] Boriss Siliverstovs,et al. On the estimation and forecasting of international migration: how relevant is heterogeneity across countries? , 2005, SSRN Electronic Journal.
[65] G. Robinson. That BLUP is a Good Thing: The Estimation of Random Effects , 1991 .
[66] Badi H. Baltagi,et al. To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand , 2000, Review of Economics and Statistics.
[67] D. Holtz-eakin,et al. Stoking the Fires? Co2 Emissions and Economic Growth , 1992 .
[68] Sune Karlsson,et al. Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects , 2004 .
[69] M. Pesaran,et al. ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION , 2000, Econometric Theory.
[70] J. Stock,et al. Macroeconomic forecasting in the Euro area: Country specific versus area-wide information , 2003 .
[71] M. Pesaran,et al. Estimating Long-Run Relationships From Dynamic Heterogeneous Panels , 1995 .
[72] N. M. van Dijk,et al. To Pool or Not to pool , 2000 .
[73] Balgobin Nandram,et al. A Bayesian Analysis of Autoregressive Time Series Panel Data , 1997 .
[74] Hao Zhang. On Estimation and Prediction for Spatial Generalized Linear Mixed Models , 2002, Biometrics.
[75] Badi H. Baltagi,et al. Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption , 2003 .
[76] Antoine Martin,et al. Financial Intermediaries, Markets, and Growth , 2008 .
[77] J. Stock,et al. Combination forecasts of output growth in a seven-country data set , 2004 .
[78] Fabio Canova,et al. Forecasting and Turning Point Predictions in a Bayesian Panel VAR Model , 2001 .
[79] J. Campbell,et al. In Search of Distress Risk , 2006, SSRN Electronic Journal.
[80] Badi H. Baltagi,et al. Estimating Error Component Models With General MA(q) Disturbances , 1994, Econometric Theory.
[81] Badi H. Baltagi,et al. UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES , 1999, Econometric Theory.
[82] Daniel Porath,et al. Accounting for Distress in Bank Mergers , 2005, SSRN Electronic Journal.
[83] Badi H. Baltagi,et al. Prediction in the Panel Data Model with Spatial Correlation , 2004 .
[84] Jörg Breitung,et al. Unit Roots and Cointegration in Panels , 2005, SSRN Electronic Journal.