Aggregation of linear models for panel data
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- Alexandre Petkovic & David Veredas, 2010. "Aggregation of linear models for panel data," ULB Institutional Repository 2013/136203, ULB -- Universite Libre de Bruxelles.
References listed on IDEAS
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- Sbrana, Giacomo & Silvestrini, Andrea, 2013.
"Aggregation of exponential smoothing processes with an application to portfolio risk evaluation,"
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- SBRANA, Giacomo & SILVESTRINI, Andrea, 2010. "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," LIDAM Discussion Papers CORE 2010039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Giacomo Sbrana & Andrea Silvestrini, 2012. "Aggregation of exponential smoothing processes with an application to portfolio risk evaluation," Post-Print hal-00779483, HAL.
- Kurz, Michael & Kleimeier, Stefanie, 2019. "Credit Supply: Are there negative spillovers from banks’ proprietary trading?," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
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More about this item
Keywords
panel data; temporal aggregation; model specification; efficiency;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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