Forecasting with Unobserved Heterogeneity
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References listed on IDEAS
- Constantijn W.A. Panis, 2003. "Microsimulations in the Presence of Heterogeneity," Working Papers wp048, University of Michigan, Michigan Retirement Research Center.
- Li, Jinjing & O'Donoghue, Cathal, 2012. "A methodological survey of dynamic microsimulation models," MERIT Working Papers 002, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
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- Matteo Richiardi & Ambra Poggi, 2012.
"Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method,"
Carlo Alberto Notebooks
267, Collegio Carlo Alberto.
- Richiardi Matteo & Poggi Ambra, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201213, University of Turin.
- Ambra Poggi & Matteo G. Richiardi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models.An application of the Rank Method," LABORatorio R. Revelli Working Papers Series 124, LABORatorio R. Revelli, Centre for Employment Studies.
- Matteo Richiardi & Ambra Poggi, 2014. "Imputing Individual Effects in Dynamic Microsimulation Models. An application to household formation and labour market participation in Italy," International Journal of Microsimulation, International Microsimulation Association, vol. 7(2), pages 3-39.
More about this item
Keywordsforecasting; microsimulation; random intercept models; unobserved heterogeneity;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-13 (All new papers)
- NEP-CMP-2012-10-13 (Computational Economics)
- NEP-ECM-2012-10-13 (Econometrics)
- NEP-FOR-2012-10-13 (Forecasting)
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