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Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: Some empirical evidence from US electricity and natural-gas consumption

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Baltagi, Badi H.
Bresson, Georges
Pirotte, Alain

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File URL: http://www.sciencedirect.com/science/article/B6V84-45X0BTS-2/2/5948363420abbdb4480ba454961e21b2
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 76 (2002)
Issue (Month): 3 (August)
Pages: 375-382
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Handle: RePEc:eee:ecolet:v:76:y:2002:i:3:p:375-382

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  1. Massimiliano Mazzanti & Anna Montini & Roberto Zoboli, 2006. "Municipal Waste Production, Economic Drivers, and ‘New’ Waste Policies: EKC Evidence from Italian Regional and Provincial Panel Data," Working Papers 2006.155, Fondazione Eni Enrico Mattei. [Downloadable!]
  2. Herbert Brücker & Boriss Siliverstovs, 2006. "On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?," Empirical Economics, Springer, vol. 31(3), pages 735-754, September. [Downloadable!] (restricted)
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  3. Massimiliano Mazzanti & Anna Montini & Roberto Zoboli, 2007. "Economic Dynamics, Emission Trends and the EKC Hypothesis New Evidence Using NAMEA and Provincial Panel Data for Italy," Working Papers 2007.24, Fondazione Eni Enrico Mattei. [Downloadable!]
  4. Baltagi, Badi H. & Bresson, Georges & Pirotte, Alain, 2009. "Forecasting with Spatial Panel Data," IZA Discussion Papers 4242, Institute for the Study of Labor (IZA). [Downloadable!]
  5. G. Bresson & J.L. Madre & A. Pirotte, 2004. "Is urban sprawl stimulated by economic growth ? A hierarchical Bayes estimation on the largest metropolitan areas in France," Working Papers ERMES 0404, ERMES, University Paris 2. [Downloadable!]
  6. G. Bresson & K. Logossah, 2003. "Hétérogénéité de l'offre et de la demande touristiques des communes de la Martinique : une estimation non paramétrique sur données de panel," Working Papers ERMES 0310, ERMES, University Paris 2. [Downloadable!]
  7. Konstantin A. Kholodilin & Boriss Siliverstovs & Stefan Kooths, 2007. "A Dynamic Panel Data Approach to the Forecasting of the GDP of German Länder," Discussion Papers of DIW Berlin 664, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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  8. Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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