Showing 1 - 10 of 49
Persistent link: https://www.econbiz.de/10014448423
We use dynamic panel data models to generate density forecasts for daily Covid-19 infections for a panel of countries … level. Weekly forecasts from our model are published at https://laurayuliu.com/covid19-panel-forecast …
Persistent link: https://www.econbiz.de/10012833111
panel data. We construct point predictors using Tweedie's formula for the posterior mean of heterogeneous coefficients under … Carlo study. In an empirical application we use the predictor to forecast revenues for a large panel of bank holding …
Persistent link: https://www.econbiz.de/10012910300
We use a dynamic panel Tobit model with heteroskedasticity to generate point, set, and density forecasts for a large … and residential real estate loans, comparing various versions of the panel Tobit model.Institutional subscribers to the …
Persistent link: https://www.econbiz.de/10012857740
Persistent link: https://www.econbiz.de/10013206021
We use a dynamic panel Tobit model with heteroskedasticity to generate point, set, and density forecasts for a large … and residential real estate loans, comparing various versions of the panel Tobit model …
Persistent link: https://www.econbiz.de/10012480513
panel data. We construct point predictors using Tweedie's formula for the posterior mean of heterogeneous coefficients under … Carlo study. In an empirical application we use the predictor to forecast revenues for a large panel of bank holding …
Persistent link: https://www.econbiz.de/10012480753
We use dynamic panel data models to generate density forecasts for daily Covid-19 infections for a panel of countries … level. Weekly forecasts from our model are published at https://laurayuliu.com/covid19-panel-forecast …
Persistent link: https://www.econbiz.de/10012481831
Persistent link: https://www.econbiz.de/10012239137
Persistent link: https://www.econbiz.de/10012223913