Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
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- Pesaran, M. H. & Pick, A. & Timmermann, A., 2022. "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," Cambridge Working Papers in Economics 2219, Faculty of Economics, University of Cambridge.
- Timmermann, Allan & Pesaran, M. Hashem & Pick, Andreas, 2022. "Forecasting with panel data: estimation uncertainty versus parameter heterogeneity," CEPR Discussion Papers 17123, C.E.P.R. Discussion Papers.
- M. Hashem Pesaran & Andreas Pick & Allan Timmermann, 2022. "Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity," CESifo Working Paper Series 9690, CESifo.
References listed on IDEAS
- Pesaran, M. Hashem, 2015. "Time Series and Panel Data Econometrics," OUP Catalogue, Oxford University Press, number 9780198759980.
- G. Elliott & C. Granger & A. Timmermann (ed.), 2006. "Handbook of Economic Forecasting," Handbook of Economic Forecasting, Elsevier, edition 1, volume 1, number 1.
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JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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