In this article, we link the realized accuracy of predictive panels to changes in distributions that occur between the training (in-sample) phase and the testing (out-of-sample) phase. We obtain polynomial upper bounds for the loss of accuracy between training and testing. We model covariate...

Our aim in this article is to predict local airline market shares in the United States at the company level combining traditional economic indicators (at the national and local levels) with Google search engine requests. We resort both to simple econometric models and to more sophisticated...