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Panel data nowcasting
Fosten, Jack; Greenaway-McGrevy, Ryan - In: Econometric reviews 41 (2022) 7, pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
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A James-Stein-type adjustment to bias correction in fixed effects panel models
Ghanem, Dalia - In: Econometric reviews 41 (2022) 6, pp. 633-651
Persistent link: https://www.econbiz.de/10013364899
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Estimating long and short run effects in static panel models
Egger, Peter; Pfaffermayr, Michael - In: Econometric reviews 23 (2004) 3, pp. 199-214
Persistent link: https://www.econbiz.de/10002263037
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Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix
Bun, Maurice J. G. - In: Econometric reviews 22 (2003) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10001749175
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First difference transformation in panel VAR models : robustness, estimation, and inference
Juodis, Artūras - In: Econometric reviews 37 (2018) 6/10, pp. 650-693
Persistent link: https://www.econbiz.de/10012040399
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Robust block bootstrap panel predictability tests
Smeekes, Stephan; Westerlund, Joakim - In: Econometric reviews 38 (2019) 9, pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
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Multistep forecast selection for panel data
Greenaway-McGrevy, Ryan - In: Econometric reviews 39 (2020) 4, pp. 373-406
Persistent link: https://www.econbiz.de/10012181429
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A predictive approach for selection of diffusion index models
Ando, Tomohiro; Tsay, Ruey S. - In: Econometric reviews 33 (2014) 1/4, pp. 68-99
Persistent link: https://www.econbiz.de/10010358477
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Online learning and forecast combination in unbalanced panels
Lahiri, Kajal; Peng, Huaming; Zhao, Yongchen - In: Econometric reviews 36 (2017) 1/3, pp. 257-288
Persistent link: https://www.econbiz.de/10011795201
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Factor model forecasts of exchange rates
Engel, Charles; Mark, Nelson C.; West, Kenneth D. - In: Econometric reviews 34 (2015) 1/2, pp. 32-55
Persistent link: https://www.econbiz.de/10011373312