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Pick, Andreas
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Forecasting With Panel Data: Estimation Uncertainty Versus Parameter Heterogeneity
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
stock returns, we show that no single forecasting approach dominates uniformly. However, forecast combination and
shrinkage
…
Persistent link: https://www.econbiz.de/10013266655
Saved in:
2
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013165978
Saved in:
3
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
stock returns, we show that no single forecasting approach dominates uniformly. However, forecast combination and
shrinkage
…
Persistent link: https://www.econbiz.de/10013176894
Saved in:
4
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
Saved in:
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