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A dynamic panel data approach to the forecasting of the GDP of German Länder

Kholodilin, Konstantin; Siliverstovs, Boriss; Kooths, Stefan - 2007 - Corrected version

(states) simultaneously. Beside the usual panel data models, such as pooled and fixed-effects models, we apply panel models …

Persistent link: https://www.econbiz.de/10012039490

Prediction in the Panel Data Model with Spatial Correlation : The Case of Liquor

Baltagi, Badi H.; Li, Dong - 2011

This paper considers the problem of prediction in a panel data regression model with spatial auto-correlation in the … context of a simple demand equation for liquor. This is based on a panel of 43 states over the period 1965-1994. The spatial …

Persistent link: https://www.econbiz.de/10014183179

To Pool or Not to Pool : What Is a Good Strategy for Parameter Estimation and Forecasting in Panel Regressions?

Wang, Wendun - 2018

This paper considers estimating the slope parameters and forecasting in potentially heterogeneous panel data …

Persistent link: https://www.econbiz.de/10012927647

Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?

Girardin, Eric; Kholodilin, Konstantin - 2009

provinces simultaneously. Beside the usual panel data models, we use panel models that explicitly account for spatial dependence …

Persistent link: https://www.econbiz.de/10014046018

Does accounting for spatial effects help forecasting the growth of Chinese provinces?

Girardin, Eric; Kholodilin, Konstantin - 2009

provinces simultaneously. Beside the usual panel data models, we use panel models that explicitly account for spatial dependence …-year horizon). -- Chinese provinces ; forecasting ; dynamic panel model ; spatial autocorrelation ; group-specific spatial …

Persistent link: https://www.econbiz.de/10003889550

How Helpful are Spatial Effects in Forecasting the Growth of Chinese Provinces?

Girardin, Eric - 2010

each of the 31 Chinese provinces simultaneously. Beside the usual panel data models, we use panel models that explicitly …

Persistent link: https://www.econbiz.de/10013138903

Forecasting the Prices and Rents for Flats in Large German Cities

Kholodilin, Konstantin; Mense, Andreas - 2012

German cities. Given the small time dimension, the forecasts are done in a panel-data format. In addition, we use panel …

Persistent link: https://www.econbiz.de/10014040904

Business confidence and forecasting of housing prices and rents in large German cities

Kholodilin, Konstantin; Siliverstovs, Boriss - 2014

In this paper, we evaluate the forecasting ability of 115 indicators to predict the housing prices and rents in 71 German cities. Above all, we are interested in whether the local business confidence indicators can allow substantially improving the forecasts, given the local nature of the...

Persistent link: https://www.econbiz.de/10010238830

Forecasting the prices and rents for flats in large German cities

Kholodilin, Konstantin; Mense, Andreas - 2012

German cities. Given the small time dimension, the forecasts are done in a panel-data format. In addition, we use panel … ; forecasting ; dynamic panel model ; spatial autocorrelation ; German cities …

Persistent link: https://www.econbiz.de/10009579231

Think national, forecast local : a case study of 71 German urban housing markets

Kholodilin, Konstantin; Siliverstovs, Boriss - 2015

possible to detect when using full-sample estimation information. On average, the forecast improvements attain about 20 …

Persistent link: https://www.econbiz.de/10010482020