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Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach. (2019). Miller, J. ; Kim, Changsik ; Choi, Yongok ; Chang, Yoosoon ; Park, Joon Y.
In: Working Papers.
RePEc:umc:wpaper:1915.

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  25. Supplementary Online Material Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach Yoosoon Chang, Yongok Choi, Chang Sik Kim, J. Isaac Miller, Joon Y. Park A Bootstrapping the Fitted Residuals To implement the bootstrap procedure, we allow the fitted residuals from equation (1) to have both a common component and an idiosyncratic component. We use a low-dimensional VAR to model the common factors and an AR for the idiosyncratic component. For countries in the developed group, this procedure is identical to that employed in our earlier work (Chang et al., 2019b). However, the procedure differs slightly for the group of all countries. For the sake of completeness, we describe the general procedure.
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  26. There are 21 countries with data deficiencies in the developing group. Cambodia, Tonga, and Samoa, and Yemen are missing data until 1980, 1981, 1982, and 1989. Macedonia and Uzbekistan are missing data until 1990, and Namibia is missing data until 1991. Armenia, For both the developed group and the full sample, we omit outliers exceeding (−0.06345, 0.054107) following Chang et al. (2019).
    Paper not yet in RePEc: Add citation now
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