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Citations for "Aggregationn of Space-Time Processes"

by Giacomini, Raffaella & Granger, Clive W.J.

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  1. Auffhammer, Maximilian & Carson, Richard Taylor, 2004. "Forecasting the path of China's CO2 emissions using province level information," CUDARE Working Paper Series 0971, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy, revised 2007.
  2. Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
  3. Alberto Baffigi & Roberto Golinelli & Giuseppe Parigi, 2002. "Real-time GDP forecasting in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 456, Bank of Italy, Economic Research and International Relations Area.
  4. Youri Davydov & Vygantas Paulauskas, 2008. "On estimation of parameters for spatial autoregressive model," Statistical Inference for Stochastic Processes, Springer, Springer, vol. 11(3), pages 237-247, October.
  5. Arnab Bhattacharjee & Sean Holly, 2011. "Structural interactions in spatial panels," Empirical Economics, Springer, Springer, vol. 40(1), pages 69-94, February.
  6. M. Mayor-Fernández & R. Patuelli, 2012. "Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions," Working Papers wp835, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. Hashem M. Pesaran & Alexander Chudik, 2011. "Aggregation in Large Dynamic Panels," CESifo Working Paper Series 3346, CESifo Group Munich.
  8. Guillermo Carlomagnol & Antoni Espasa, 2014. "The pairwise approach to model a large set of disaggregates with common trends," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws141309, Universidad Carlos III, Departamento de Estadística y Econometría.
  9. Michael Beenstock & Daniel Felsenstein, 2010. "Spatial error correction and cointegration in nonstationary panel data: regional house prices in Israel," Journal of Geographical Systems, Springer, Springer, vol. 12(2), pages 189-206, June.
  10. Juan de Dios Tena & Antoni Espasa & Gabriel Pino, 2008. "Forecasting Spanish inflation using information from different sectors and geographical areas," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws080101, Universidad Carlos III, Departamento de Estadística y Econometría.
  11. Auffhammer, Maximilian & Steinhauser, Ralf, 2006. "The Future Trajectory of US CO2 Emissions: The Role of State vs. Aggregate Information," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley qt4878j5w0, Department of Agricultural & Resource Economics, UC Berkeley.
  12. Gabriel Pino & Juan de Dios Tena & Antoni Espasa, 2013. "Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws130807, Universidad Carlos III, Departamento de Estadística y Econometría.
  13. Carson, Richard T. & Cenesizoglu, Tolga & Parker, Roger, 2011. "Forecasting (aggregate) demand for US commercial air travel," International Journal of Forecasting, Elsevier, Elsevier, vol. 27(3), pages 923-941, July.
  14. Qin, Duo & Cagas, Marie Anne & Ducanes, Geoffrey & Magtibay-Ramos, Nedelyn & Quising, Pilipinas F., 2007. "Measuring Regional Market Integration in Developing Asia: a Dynamic Factor Error Correction Model (DF-ECM) Approach," Working Papers on Regional Economic Integration 8, Asian Development Bank.
  15. Kristie M. Engemann & Rubén Hernández-Murillo & Michael T. Owyang, 2011. "Regional aggregation in forecasting: an application to the Federal Reserve’s Eighth District," Review, Federal Reserve Bank of St. Louis, issue May, pages 207-222.
  16. Frédérick Demers & David Dupuis, 2005. "Forecasting Canadian GDP: Region-Specific versus Countrywide Information," Working Papers 05-31, Bank of Canada.
  17. H. Marques & G. Pino & JD. Tena, 2009. "Regional inflation dynamics using space-time models," Working Paper CRENoS 200915, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  18. Arnab Bhattacharjee & Eduardo Castro & Jo�o Marques, 2012. "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Spatial Economic Analysis, Taylor & Francis Journals, Taylor & Francis Journals, vol. 7(1), pages 133-167, March.
  19. You, Jing, 2013. "China's challenge for decarbonized growth: Forecasts from energy demand models," Journal of Policy Modeling, Elsevier, Elsevier, vol. 35(4), pages 652-668.
  20. Kamarianakis, Yiannis & Prastacos, Poulicos, 2002. "Space-time modeling of traffic flow," ERSA conference papers ersa02p141, European Regional Science Association.
  21. Hernandez-Murillo, Ruben & Owyang, Michael T., 2006. "The information content of regional employment data for forecasting aggregate conditions," Economics Letters, Elsevier, vol. 90(3), pages 335-339, March.
  22. Caporin Massimiliano & Paruolo Paolo, 2005. "Spatial effects in multivariate ARCH," Economics and Quantitative Methods, Department of Economics, University of Insubria qf0501, Department of Economics, University of Insubria.
  23. David F. Hendry & Kirstin Hubrich, 2011. "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 29(2), pages 216-227, April.
  24. Peter Robinson, 2008. "Developments in the analysis of spatial data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 25473, London School of Economics and Political Science, LSE Library.
  25. Schanne, N. & Wapler, R. & Weyh, A., 2010. "Regional unemployment forecasts with spatial interdependencies," International Journal of Forecasting, Elsevier, Elsevier, vol. 26(4), pages 908-926, October.
  26. Paulauskas, Vygantas, 2007. "On unit roots for spatial autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 98(1), pages 209-226, January.
  27. Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Nedelyn Magtibay-Ramos & Pilipinas F. Quising, 2006. "Measuring Regional Market Integration by Dynamic Factor Error Correction Model (DF-ECM) Approach - The Case of Developing Asia," Working Papers, Queen Mary, University of London, School of Economics and Finance 565, Queen Mary, University of London, School of Economics and Finance.
  28. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Working Papers 05-44, Bank of Canada.
  29. Patrick Doupe, 2014. "The Costs of Error in Setting Reference Rates for Reduced Deforestation," CCEP Working Papers 1415, Centre for Climate Economics & Policy, Crawford School of Public Policy, The Australian National University.
  30. Espasa, Antoni & Mayo-Burgos, Iván, 2013. "Forecasting aggregates and disaggregates with common features," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(4), pages 718-732.
  31. Arnab Bhattacharjee & Chris Jensen-Butler, 2005. "Estimation of Spatial Weights Matrix in a Spatial Error Model, with an Application to Diffusion in Housing Demand," CRIEFF Discussion Papers 0519, Centre for Research into Industry, Enterprise, Finance and the Firm.
  32. Arnab Bhattacharjee & Chris Jensen-Butler, 2005. "A Model of Regional Housing Markets in England and Wales," CRIEFF Discussion Papers 0508, Centre for Research into Industry, Enterprise, Finance and the Firm.
  33. Bhattacharjee, Arnab & Jensen-Butler, Chris, 2013. "Estimation of the spatial weights matrix under structural constraints," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 617-634.
  34. Xiaoxia Shi & Peter C. B. Phillips, 2010. "Nonlinear Cointegrating Regression under Weak Identification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1768, Cowles Foundation for Research in Economics, Yale University.
  35. Shoesmith, Gary L., 2013. "Space–time autoregressive models and forecasting national, regional and state crime rates," International Journal of Forecasting, Elsevier, Elsevier, vol. 29(1), pages 191-201.
  36. Badi H. Baltagi, 2008. "Forecasting with panel data," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
  37. Kelejian, Harry H. & Prucha, Ingmar R., 2004. "Estimation of simultaneous systems of spatially interrelated cross sectional equations," Journal of Econometrics, Elsevier, Elsevier, vol. 118(1-2), pages 27-50.
  38. Arnab Bhattacharjee & Chris Jensen-Butler, 2011. "Estimation of the Spatial Weights Matrix under Structural Constraints," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee 254, Economic Studies, University of Dundee.
  39. Paelinck, J. & Mur, J. & Trívez, J., 2004. "Econometría espacial: más luces que sombras," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-19, Diciembre.
  40. Trívez Bielsa, F.J., 2004. "Economía espacial: Una disciplina en auge," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 1-18, Diciembre.