Forecasting Publications
| Topic Ckassification | Year | Article | Notes |
| Panel Data, Spatial Econometrics |
“Forecasting with Spatial Panel Data,” with Georges Bresson and Alain Pirotte, Computational Statistics and Data Analysis. Vol. 56 (November, 2012), pp. 3381-3397, | IZA#4242 | |
| Panel Data, Spatial Econometrics |
2006 | “Prediction in the Panel Data Model with Spatial Correlation: The Case of Liquor,” with Dong Li, Spatial Economic Analysis, Vol. 1 (November, 2006), pp. 175-185. | CPR#84 |
| Panel Data | 2004 | “Tobin q: Forecast Performance for Hierarchical Bayes, Shrinkage, Heterogeneous and Homogeneous Panel Data Estimators,” with Georges Bresson and Alain Pirotte, Empirical Economics, Vol. 29 (January, 2004), pp. 107-113. | |
| Panel Data, Spatial Econometrics |
2004 | “Prediction in the Panel Data Model with Spatial Correlation,” with Dong Li, Chapter 13 in Advances in Spatial Econometrics: Methodology, Tools and Applications , Luc Anselin , Raymond J.G.M. Florax and Sergio J. Rey, editors, Springer, Berlin, (2004), pp. 283-295. | |
| Panel Data, Gasoline Demand |
2003 | “Homogeneous, Heterogeneous or Shrinkage Estimators? Some Empirical Evidence from French Regional Gasoline Consumption,” with James M. Griffin, Georges Bresson and Alain Pirotte, Empirical Economics, Vol. 28, (November, 2003), pp. 795-811. | |
| Panel Data | 2002 | “Comparison of Forecast Performance for Homogeneous, Heterogeneous and Shrinkage Estimators. Some Empirical Evidence from US Electricity and Natural-Gas Consumption,” with Georges Bresson and Alain Pirotte, Economics Letters, Vol. 76 (August, 2002), pp. 375-382. | |
| Panel Data, Cigarette |
2000 | “To Pool or Not to Pool: Homogeneous versus Heterogeneous Estimators Applied to Cigarette Demand,”with James M. Griffin and Weiwen Xiong, The Review of Economics and Statistics, Vol. 82 (February, 2000), pp. 117-126. | |
| Panel Data | 1999 | “Prediction from the Regression Model With One-Way Error Components,” with Richard Baillie, Chapter 10 in Analysis of Panels and Limited Dependent Variable Models, Cheng Hsiao, Kajal Lahiri, Lung-Fei Lee and Hashem Pesaran, editors, Cambridge University Press, Cambridge, (1999), pp. 255-267. | |
| Panel Data, Gasoline Demand |
1997 | “Pooled Estimators v.s. Their Heterogeneous Counterparts in the Context of Dynamic Demand for Gasoline,” with James M. Griffin, Journal of Econometrics, Vol. 77 (April, 1997), pp. 303-327. | |
| Panel Data, Serial Correlation |
1992 | “Prediction in a One-Way Error Component Model with Serial Correlation,” with Qi Li, Journal of Forecasting, Vol. 11 (September, 1992), pp. 561-567. | |
| 1990 | “Recovering Precision from Seemingly Redundant Rounded Data,” with Irwin L. Collier, Jr., Journal of Forecasting, Vol. 9 (October-December, 1990), pp. 457-465. |