A Constrained State-Space Approach to the Prediction of Comparable Real Income Across Countries
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Keywordsstate-space model; unbalanced panel; spatial autocorrelation;
All these keywords.
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ETS-2004-08-16 (Econometric Time Series)
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