Narrow search
Showing 1 - 10 of 3,177
Cover Image
Spatial Panel Count Data : Modeling and Forecasting of Urban Crimes
Glaser, Stephanie; Jung, Robert; Schweikert, Karsten - 2021
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
Cover Image
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
Cover Image
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
Cover Image
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/10013176894
Cover Image
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
Cover Image
To Pool or Not to Pool : What Is a Good Strategy for Parameter Estimation and Forecasting in Panel Regressions?
Wang, Wendun - 2018
This paper considers estimating the slope parameters and forecasting in potentially heterogeneous panel data …
Persistent link: https://www.econbiz.de/10012927647
Cover Image
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
Cover Image
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
Cover Image
Density Forecasts in Panel Models : A Semiparametric Bayesian Perspective
Liu, Laura - 2017
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
Cover Image
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