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In this paper, we consider a model selection issue in semiparametric panel data models with fixed effects. The modelling framework under investigation can accommodate both nonlinear deterministic trends and cross-sectional dependence. And we consider the so-called "large panels" where both the...
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We use a dynamic panel Tobit model with heteroskedasticity to generate point, set, and density forecasts for a large cross-section of short time series of censored observations. Our fully Bayesian approach allows us to flexibly estimate the cross-sectional distribution of heterogeneous...
Persistent link: https://www.econbiz.de/10012846192
Inequality between private and public patients in Australia has been an ongoing concern due to its two tiered insurance system. This paper investigates the variations in hospital length of stay for hip replacements using Victorian Admitted Episodes Dataset from 2003/2004 to 2014/2015, employing...
Persistent link: https://www.econbiz.de/10012942719
This paper considers the problem of forecasting a collection of short time series using cross sectional information in panel data. We construct point predictors using Tweedie's formula for the posterior mean of heterogeneous coefficients under a correlated random effects distribution. This...
Persistent link: https://www.econbiz.de/10014034574
We use a dynamic panel Tobit model with heteroskedasticity to generate forecasts for a large cross‐section of short time series of censored observations. Our fully Bayesian approach allows us to flexibly estimate the cross‐sectional distribution of heterogeneous coefficients and then...
Persistent link: https://www.econbiz.de/10014306360
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