Hoogstrate, Andre J; Palm, Franz C; Pfann, Gerard A - In: Journal of Business & Economic Statistics 18 (2000) 3, pp. 274-83
In this article, we analyze issues of pooling models for a given set of N individual units observed over T periods of time. When the parameters of the models are different but exhibit some similarity, pooling may lead to a reduction of the mean squared error of the estimates and forecasts. We...