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~person:"Schorfheide, Frank"
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Schorfheide, Frank
Grabka, Markus M.
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Forecasting with a
Panel
Tobit Model
Liu, Laura
-
2019
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
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2
Forecasting with Dynamic
Panel
Data Models
Liu, Laura
-
2018
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
Saved in:
3
Panel
Forecasts of Country-Level Covid-19 Infections
Liu, Laura
-
2020
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
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