Forecasting with dynamic spatial panel data: practical implementation methods

Bernard Fingleton ()

Economics and Business Letters, 2014, vol. 3, issue 4, 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.

Date: 2014
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Citations: View citations in EconPapers (8)

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