Showing 1 - 10 of 3,177
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 …
Persistent link: https://www.econbiz.de/10013238764
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
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
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/10013176894
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
This paper considers estimating the slope parameters and forecasting in potentially heterogeneous panel data …
Persistent link: https://www.econbiz.de/10012927647
The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …
Persistent link: https://www.econbiz.de/10011764680
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
This paper constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear … model with common and heterogeneous coefficients and cross-sectional heteroskedasticity. The panel considered in this paper …
Persistent link: https://www.econbiz.de/10012956589
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