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Title: Prediction in a Generalized Spatial Panel Data Model with Serial Correlation
Authors: Baltagi, Badi H.
Liu, Long
First Published: 21-Mar-2016
Publisher: Wiley
Citation: Journal of Forecasting, 2016, 35 (7), pp. 573-591 (19)
Abstract: This paper considers the generalized spatial panel data model with serial correlation proposed by Lee and Yu (Spatial panels: random components versus fixed effects. International Economic Review 2012; 53: 1369–1412.), which encompasses many 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.
DOI Link: 10.1002/for.2410
ISSN: 0277-6693
eISSN: 1099-131X
Version: Post-print
Status: Peer-reviewed
Type: Journal Article
Rights: Copyright © 2016, Wiley. Deposited with reference to the publisher’s open access archiving policy.
Description: The file associated with this record is under embargo until 24 months after publication, in accordance with the publisher's self-archiving policy. The full text may be available through the publisher links provided above.
Appears in Collections:Published Articles, Dept. of Economics

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