panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel …-of-sample performance prior to comparing it to two final panel specifications. Robustness of the results is supported by recently introduced … cross-sectionally augmented panel unit root tests by Pesaran (2007) and bootstrapped error correction-based panel …

(states) simultaneously. Beside the usual panel data models, such as pooled and fixed-effects models, we apply panel models …

panel data. We use long-term panel data from Germany and apply different regression models, based on household covariates …. Estimates based on cross-sectional data are much less accurate than those based on panel data, but for Germany, the accuracy of … vulnerability predictions is limited even when panel data are used. In part this low accuracy is due to low poverty incidence and …

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 …

derivatives such as synthetic single-tranche collateralized debt obligation swaps. This paper suggests a dynamic panel regression …

forecast evaluation; provides additional Monte Carlo simulation results on GARCH model estimation and VaR prediction; extends …

The forward unbiasedness regression is revisited by varying the prediction horizons from 1 day to 1 year. The panel …