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2013
The study of empirical models based on cross-section times series data dates back well into the early 1950s. However, the first modern attempt to consistently model the behavior of agents in such contexts can be traced to Balestra and Nerlove (1966), hereafter referred to as BN, who studied the demand for natural gas by state in the US, over the period
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The study of empirical models based on cross-section times series data dates back well into the early 1950s. However, the first modern attempt to consistently model the behavior of agents in such contexts can be traced to Balestra and Nerlove (1966), hereafter referred to as BN, who studied the demand for natural gas by state in the US, over the period
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1998
Panel data refers to data sets consisting of multiple observations on each sampling unit. This could be generated by pooling time-series observations across a variety of cross-sectional units including countries, states, regions, firms, or randomly sampled individuals or households. Two well-known examples in the United States are the Panel Study of
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Panel data refers to data sets consisting of multiple observations on each sampling unit. This could be generated by pooling time-series observations across a variety of cross-sectional units including countries, states, regions, firms, or randomly sampled individuals or households. Two well-known examples in the United States are the Panel Study of
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Bringing together the recent advances and innovative methods in macroeconomic forecasting, this erudite Handbook outlines how to forecast, including following world events such as the Covid-19 pandemic and the global financial crisis. With contributions from global experts, chapters explore the use of machine-learning techniques, the value of social ...
Pick, Andreas, Timmermann, Allan
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Pick, Andreas, Timmermann, Allan
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2019
This chapter extends the statistical model under increasing block rate pricing to panel data. Panel data are often used in econometrics to control for the endogeneity caused by omitted variables or to control for time-invariant factors (see, e.g., Angrist and Pischke 2009). To this end, individual effects are introduced as parameters in the statistical
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This chapter extends the statistical model under increasing block rate pricing to panel data. Panel data are often used in econometrics to control for the endogeneity caused by omitted variables or to control for time-invariant factors (see, e.g., Angrist and Pischke 2009). To this end, individual effects are introduced as parameters in the statistical
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2013
Abstract This chapter reviews the panel data forecasting literature. Starting with simple forecasts based on fixed and random effects panel data models. Next, these forecasts are extended to allow for various ARMA type structure on the disturbances, as well as spatial autoregressive and moving average type disturbances.
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Abstract This chapter reviews the panel data forecasting literature. Starting with simple forecasts based on fixed and random effects panel data models. Next, these forecasts are extended to allow for various ARMA type structure on the disturbances, as well as spatial autoregressive and moving average type disturbances.
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2003
AbstractThis book reviews some of the main topics in panel data econometrics. It analyses econometric models with non-exogenous explanatory variables, and the problem of distinguishing between dynamic responses and unobserved heterogeneity in panel data models. The book is divided into three parts. Part I deals with static models.
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AbstractThis book reviews some of the main topics in panel data econometrics. It analyses econometric models with non-exogenous explanatory variables, and the problem of distinguishing between dynamic responses and unobserved heterogeneity in panel data models. The book is divided into three parts. Part I deals with static models.
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