forecasting of such counts has to take the integer and non-negative nature of the data into account. Spatial panel data models … that meet the criterion of coherency are relatively sparse. This paper proposes a new spatial panel regression … specification, estimation and inference are based either on a pseudo maximum likelihood method or on quasi-differenced generalized …

reliability of survey measures. Using data from the British Household Panel Survey this paper shows how the assumptions of the …

We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …

We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …

with random effects, while the in-sample and out-sample forecasting performance is higher in random effects estimation than …

This paper uses a panel VAR (PVAR) approach to estimating, analysing and forecasting price dynamics in four different …

account impacts from oil price return and oil price volatility on forecast changes. The panel smooth transition regression …

We propose an observation-driven dynamic common factor model for missing value imputation in high-dimensional panel …