Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kutta, Tim, Schumann, Martin, Dette, Holger
Format:	Preprint
Published:	2025
Subjects:	Methodology Econometrics Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2512.15592