Forecasting consumption expenditure using a dynamic panel model with cross-sectional dependence: the case of Japan

Author:

Ogura Manami

Funder

otemon gakuin university

Publisher

Springer Science and Business Media LLC

Subject

General Medicine

Reference11 articles.

1. Annual Report on the Aging Society (2020) Cabinet Office Web. https://www8.cao.go.jp/kourei/english/annualreport/2020/pdf/2020.pdf. Accessed 8 April 2021

2. Baltagi BH (2008) Forecasting with panel data. J Forecast 27:153–173

3. Baltagi BH, Bresson G, Pirotte A (2012) Forecasting with spatial panel data. Comput Stat Data Anal 56:3381–3397

4. Fujimura T, Sato M (2017) Shinia setai no shohi to shotoku no genjo (in Japanese). Ministry of Finance Web. https://www.mof.go.jp/public_relations/finance/201712/201712l.pdf. Accessed 30 March 2021

5. Im KS, Pesaran HM, Shin Y (2003) Testing for unit roots in heterogeneous panels. J Econ 115(1):53–74

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