Forecasting with panel data
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Badi H. Baltagi
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Article
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2008
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John Wiley and Sons
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English
โ 221 KB
## 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