Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Year of publication: |
April 2022
|
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Authors: | Pesaran, M. Hashem ; Pick, Andreas ; Timmermann, Allan |
Publisher: |
Munich, Germany : CESifo, Center for Economic Studies & Ifo Institute |
Subject: | forecasting | panel data | heterogeneity | forecast evaluation | forecast combination | shrinkage | pooling | Theorie | Theory | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Panel | Panel study | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (circa 61 Seiten) Illustrationen |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. no. 9690 (2022) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/260820 [Handle] |
Classification: | C33 - Models with Panel Data ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
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