indirectly affected by rising export demand. Furthermore, we examine potential impacts on specific worker groups, such as high …

This paper introduces structured machine learning regressions for prediction and nowcasting with panel data consisting … series panel data structures and we find that it empirically outperforms the unstructured machine learning methods. We obtain … oracle inequalities for the pooled and fixed effects sparse-group LASSO panel data estimators recognizing that financial and …

This paper promotes the use of panel data in nowcasting. We shift the existing focus of the literature, which has … propose a mixed-frequency panel VAR model and a bias-corrected least squares (BCLS) estimator which attenuates the bias … inherent to fixed effects dynamic panel settings. We demonstrate how existing panel model selection and combination methods can …

-year panel survey data for Mozambique, and then apply the same technique to the 1996/97, 2002/03, 2008/09, and 2014/15 cross … using synthetic panels provide results that are close to the true values obtained using the 2014/15 panel data. With respect …

-of-sample performance in a panel of emerging market economies following the collapse of Lehman Brothers …