A Robust Method for Microforecasting and Estimation of Random Effects
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DOI: 10.21033/wp-2023-26
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- Pietro Giorgio Lovaglio, 2025. "Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(2), pages 753-780, March.
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More about this item
Keywords
Forecast combination; Robustness;JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2023-09-18 (Discrete Choice Models)
- NEP-FOR-2023-09-18 (Forecasting)
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