This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and surveying best linear unbiased prediction under various assumptions of the disturbance term. This includes various ARMA models as well as spatial autoregressive models. The paper...

This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression and surveying best linear unbiased prediction under various assumptions of the disturbance term. This includes various ARMA models as well as spatial autoregressive models. The paper...

This paper gives a brief survey of forecasting with panel data. Starting with a simple error component regression model and surveying best linear unbiased prediction under various assumptions of the disturbance term. This includes various ARMA models as well as spatial auto-regressive models....

What Is Econometrics? -- A Review of Some Basic Statistical Concepts -- Simple Linear Regression -- Multiple Regression Analysis -- Violations of the Classical Assumptions -- Distributed Lags and Dynamic Models -- The General Linear Model: The Basics -- Regression Diagnostics and Specification...