Prediction in a Generalized Spatial Panel Data Model with Serial Correlation
journal contribution
posted on 2017-03-10, 10:12 authored by Badi H. Baltagi, Long LiuThis paper considers the generalized spatial panel data model with serial correlation proposed by Lee and Yu (Spatial panels: random components versus fixed effects. International Economic Review 2012; 53: 1369–1412.), which encompasses many of the spatial panel data models considered in the literature, and derives the best linear unbiased predictor (BLUP) for that model. This in turn provides valuable BLUP for several spatial panel models as Special Cases.
Funding
This work received computational support from Computational System Biology Core, funded by the National Institute on Minority Health and Health Disparities (G12MD007591) from the National Institutes of Health.
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Citation
Journal of Forecasting, 2016, 35 (7), pp. 573-591 (19)Author affiliation
/Organisation/COLLEGE OF SOCIAL SCIENCES, ARTS AND HUMANITIES/Department of EconomicsVersion
- AM (Accepted Manuscript)
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Journal of ForecastingPublisher
Wileyissn
0277-6693eissn
1099-131XAcceptance date
2016-01-13Copyright date
2016Available date
2018-03-21Publisher DOI
Publisher version
http://onlinelibrary.wiley.com/doi/10.1002/for.2410/abstractNotes
The file associated with this record is under embargo until 24 months after publication, in accordance with the publisher's self-archiving policy. The full text may be available through the publisher links provided above.Language
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