Forecasting with a Panel Tobit Model
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References listed on IDEAS
- Martin Burda & Matthew Harding, 2013. "Panel Probit With Flexible Correlated Effects: Quantifying Technology Spillovers In The Presence Of Latent Heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(6), pages 956-981, September.
- Steven Wei, 1999. "A bayesian approach to dynamic tobit models," Econometric Reviews, Taylor & Francis Journals, vol. 18(4), pages 417-439.
- Peter E. Rossi, 2014. "Bayesian Non- and Semi-parametric Methods and Applications," Economics Books, Princeton University Press, edition 1, number 10259.
- Z. I. Botev, 2017. "The normal law under linear restrictions: simulation and estimation via minimax tilting," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 125-148, January.
More about this item
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: 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
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2020-02-03 (Banking)
- NEP-FOR-2020-02-03 (Forecasting)
- NEP-ORE-2020-02-03 (Operations Research)
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