Pages that link to "Item:Q1927120"
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The following pages link to Forecasting with spatial panel data (Q1927120):
Displaying 12 items.
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
- Aggregation of space-time processes. (Q1421310) (← links)
- Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption. (Q1608838) (← links)
- Maximum likelihood estimation of spatially and serially correlated panels with random effects (Q1621373) (← links)
- Testing for serial independence of panel errors (Q1623526) (← links)
- Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias (Q1663316) (← links)
- A new framework for analyzing survey forecasts using three-dimensional panel data (Q1899231) (← links)
- Evaluating panel data forecasts under independent realization (Q2018600) (← links)
- How helpful are spatial effects in forecasting the growth of Chinese provinces? (Q3096856) (← links)
- Skew-normal generalized spatial panel data model (Q5082780) (← links)
- Multistep forecast selection for panel data (Q5861003) (← links)
- The asymptotic distribution of robust maximum likelihood estimator with Huber function for the mixed spatial autoregressive model with outliers (Q6164707) (← links)
