Predication in a Generalized Spatial Panel Data Model with Serial Correlation

Badi Baltagi and Long Liu (long.liu@utsa.edu)
Additional contact information
Long Liu: College of Business, University of Texas at San Antonio, UTSA Circle, Texa 78249

No 188, Center for Policy Research Working Papers from Center for Policy Research, Maxwell School, Syracuse University

Abstract: This paper considers the generalized spatial panel data model with serial correlation proposed by Lee and Yu (2012) which encompasses a lot 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.

Keywords: Prediction; Panel Data; Fixed Effects; Random Effects; Serial Correlation; Spatial Error Correlation (search for similar items in EconPapers)
JEL-codes: C33 (search for similar items in EconPapers)
Pages: 32 pages
Date: 2016-02
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-ure
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Citations: View citations in EconPapers (1)

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https://surface.syr.edu/cpr/219/ (application/pdf)

Related works:
Journal Article: Prediction in a Generalized Spatial Panel Data Model with Serial Correlation (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:max:cprwps:188

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