Forecasting with dynamic spatial panel data: practical implementation methods

Authors

  • Bernard Fingleton University of Cambridge

DOI:

https://doi.org/10.17811/ebl.3.4.2014.194-207

Abstract

This paper addresses the issue of how in practice one might predict given that the data generating process is a dynamic spatial panel model. One period ahead predictions are calculated using various alternative predictors, some of which are misspecified, and their relative performance evaluated.

References

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Published

30-12-2014

How to Cite

Fingleton, B. (2014). Forecasting with dynamic spatial panel data: practical implementation methods. Economics and Business Letters, 3(4), 194–207. https://doi.org/10.17811/ebl.3.4.2014.194-207