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The predictability of aggregate consumption growth in OECD countries : a panel data analysis
Everaert, Gerdie; Pozzi, Lorenzo - In: Journal of applied econometrics 29 (2014) 3, pp. 431-453
Persistent link: https://www.econbiz.de/10010414886
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Observation driven mixed-measurement dynamic factor models with an application to credit risk
Creal, Drew; Schwaab, Bernd; Koopman, Siem Jan; Lucas, … - 2011
model for mixed-measurement and mixed-frequency panel data. In this framework time series observations may come from a range …
Persistent link: https://www.econbiz.de/10011383248
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Panel data nowcasting : the case of price-earnings ratios
Babii, Andrii; Ball, Ryan T.; Ghysels, Eric; Striaukas, … - In: Journal of applied econometrics 39 (2024) 2, pp. 292-307
Persistent link: https://www.econbiz.de/10014517329
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Modelling multi-period inflation uncertainty using a panel of density forecasts
Lahiri, Kajal; Liu, Fushang - In: Journal of applied econometrics 21 (2006) 8, pp. 1199-1219
Persistent link: https://www.econbiz.de/10003406289
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Forecasting cross-sections of frailty-correlated default
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - 2008
Persistent link: https://www.econbiz.de/10003706012
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Forecasting cross-sections of frailty-correlated default
Koopman, Siem Jan; Lucas, André; Schwaab, Bernd - 2008
using dynamic factors from a large panel of selected macroeconomic and financial data as well as common unobserved risk …
Persistent link: https://www.econbiz.de/10011374412
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Efficient aggregation of panel qualitative survey data
Mitchell, James; Smith, Richard J.; Weale, Martin - In: Journal of applied econometrics 28 (2013) 4, pp. 580-603
Persistent link: https://www.econbiz.de/10009757124
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EViews 7.2
McKenzie, Colin; Takaoka, Sumiko - In: Journal of applied econometrics 27 (2012) 7, pp. 1205-1210
Persistent link: https://www.econbiz.de/10009677965
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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …
Persistent link: https://www.econbiz.de/10013176894
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Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition
Engelberg, Joseph; Manski, Charles F.; Williams, Jared - In: Journal of applied econometrics 26 (2011) 7, pp. 1059-1078
Persistent link: https://www.econbiz.de/10009423338