We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …

We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …

forecasting of such counts has to take the integer and non-negative nature of the data into account. Spatial panel data models … that meet the criterion of coherency are relatively sparse. This paper proposes a new spatial panel regression …

reliability of survey measures. Using data from the British Household Panel Survey this paper shows how the assumptions of the …

This paper considers estimating the slope parameters and forecasting in potentially heterogeneous panel data …

20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the …

20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the … migration ; panel data ; forecasting …

The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …

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 …

forecasts for short dynamic panel data. We implement a nonparametric Bayesian approach to simultaneously identify coefficients … accurate estimates and score predictive gains over standard panel data estimators. With a data-driven group structure, the BGRE … standard panel data estimators …