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 …

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 …

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 …