Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity

Documenti analoghi

• The Output Convergence Debate Revisited: Lessons from recent developments in the analysis of panel data models
  di: Pesaran, M Hashem, et al.
  Pubblicazione: (2026)
• Heterogeneous autoregressions in short T panel data models
  di: M. Hashem Pesaran, et al.
  Pubblicazione: (2024)
• Estimation of Average Effects in Short $T$ Heterogeneous Panels
  di: Pesaran, M. Hashem, et al.
  Pubblicazione: (2023)
• How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test
  di: Pesaran, M. Hashem, et al.
  Pubblicazione: (2021)
• Heterogeneous Autoregressions in Short T Panel Data Models
  di: Pesaran, M. Hashem, et al.
  Pubblicazione: (2023)