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Keyword: error components;
3 results found.
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This paper focuses on the estimation and predictive performance of several estimators for the dynamic and autoregressive spatial lag panel data model with spatially correlated disturbances. In the spirit of Arellano and ...Read more...
Badi H. Baltagi, Bernard Fingleton and Alain Pirotte
3 November 2011
This paper presents new models for aggregate UK data on mortgage possessions (foreclosures) and mortgage arrears (payment delinquencies). The innovations include the treatment of difficult to observe variations in loan q...Read more...
Janine Aron and John Muellbauer
This paper considers some of the issues and difficulties relating to the use of spatial panel data regression in prediction, illustrated by the effects of mass immigration on wages and income levels in local authority ar...Read more...