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ArticleComparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators

Badi H. Baltagi2002

Article2002

Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators

Badi H. Baltagi · Georges Bresson · Alain Pirotte

88 citations·0/0 files stored·Economics Letters

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Forecasting Techniques and Applications Energy, Environment, Economic Growth Energy, Environment, and Transportation Policies

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References

1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations 1995Estimating long-run relationships from dynamic heterogeneous panels 1982Formulation and estimation of dynamic models using panel data 1970Efficient Inference in a Random Coefficient Regression Model 1992On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous 2000To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand 1991ON ERROR CORRECTION MODELS: SPECIFICATION, INTERPRETATION, ESTIMATION

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2008NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS 2013A spatial panel data approach to estimating U.S. state-level energy emissions n.d.Weak and Strong Cross-Sectional Dependence: a Panel Data Analysis of International Technology Diffusion 2006On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?2010Forecasting with spatial panel data 2018Pooling in Tourism Demand Forecasting

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Year2002

Typearticle

Published2002-08-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations88

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/s0165-1765(02)00065-4

openalex_workW1514307559

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2008To Pool or Not to Pool?

2013Panel Data Forecasting