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Assessing and relaxing assumptions in quasi-simplex models
Cernat, Alexandru; Lugtig, Peter; Uhrig, S.C. Noah; … - 2014
reliability of survey measures. Using data from the British Household Panel Survey this paper shows how the assumptions of the …
Persistent link: https://www.econbiz.de/10010251137
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Forecasting with Panel Data : Estimation Uncertainty Versus Parameter Heterogeneity
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022
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 …
Persistent link: https://www.econbiz.de/10013292495
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Seemingly Unrelated Regressions with Spatial Error Components
Baltagi, Badi H.; Pirotte, Alain - 2011
This paper considers various estimators using panel data seemingly unrelated regressions (SUR) with spatial error …, and heterogeneous versus homogeneous panel data models …
Persistent link: https://www.econbiz.de/10014183698
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On the estimation and forecasting of international migration : how relevant is heterogeneity across countries?
Brücker, Herbert (contributor);  … - 2005
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 …
Persistent link: https://www.econbiz.de/10003053134
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Asymptotically Efficient Model Selection for Panel Data Forecasting
Greenaway-McGrevy, Ryan - 2018
This paper develops new model selection methods for forecasting panel data using a set of least squares (LS) vector …
Persistent link: https://www.econbiz.de/10012926591
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Estimating Fixed Effects : Perfect Prediction and Bias in Binary Response Panel Models, with an Application to the Hospital Readmissions Reduction Program
Kunz, Johannes - 2017
The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …
Persistent link: https://www.econbiz.de/10012942104
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Estimating Fixed Effects : Perfect Prediction and Bias in Binary Response Panel Models, with an Application to the Hospital Readmissions Reduction Program
Kunz, Johannes - 2017
The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …
Persistent link: https://www.econbiz.de/10012943201
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On the Estimation and Forecasting of International Migration : How Relevant is Heterogeneity Across Countries?
Brücker, Herbert; Siliverstovs, Boriss - 2021
20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the …
Persistent link: https://www.econbiz.de/10013318340
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Estimating fixed effects : perfect prediction and bias in binary response panel models, with an application to the hospital readmissions reduction program
Kunz, Johannes; Staub, Kevin E.; Winkelmann, Rainer - 2017
The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …
Persistent link: https://www.econbiz.de/10011764680
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Robust Value at Risk Prediction : Appendix
Mancini, Loriano - 2010
This appendix extends simulation and empirical results reported in Mancini and Trojani (2010). It discusses the choice of the robustness tuning constants; describes the unconditional, independence and conditional coverage tests for VaR forecast evaluation; provides additional Monte Carlo...
Persistent link: https://www.econbiz.de/10013138328