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Persistent link: https://www.econbiz.de/10012798612

Panel data tests of return models with applications to global stock returns

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Hyper-parameterised dynamic regressions for nowcasting Spanish GDP growth in real time

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Bayesian model averaging and principal component regression forecasts in a data rich environment

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Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth

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Testing for stock return predictability in a large Chinese panel

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Bias corrections for two-step fixed effects panel data estimators

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Persistent link: https://www.econbiz.de/10003428365

Bias corrections for two-step fixed effects panel data estimators

Fernández-Val, Iván (contributor); … - 2007

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …/selection bias. We then estimate the primary equation by fixed effects including an appropriately constructed control function from … both steps might employ nonlinear fixed effects procedures it is necessary to bias adjust the estimates due to the …

Persistent link: https://www.econbiz.de/10003540299

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Real-time forecasting of the US federal government budget : a simple mixed frequency data regression approach

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