Using telematics data, we study the relationship between claim frequency and distance driven through different models … Additive Models for Location, Scale, and Shape (GAMLSS) that we generalize for panel count data. To correctly observe the … because it removes residual heterogeneity that was incorrectly captured by previous models based on GAM and GAMLSS theory. We …

Asian region based on the endogenous growth theory using the non-parametric analysis. Design/methodology/approach This paper … applies panel quantile regression with Markov chain Monte Carlo optimization as an optimal non-parametric approach to …-economic growth nexus in Southeast Asia using a robust non-parametric approach based on the endogenous growth theory for better …

This chapter reviews the panel data forecasting literature. Starting with simple forecasts based on fixed and random … effects panel data models. Next, these forecasts are extended to allow for various ARMA type structure on the disturbances, as … context of seemingly unrelated regressions. We highlight several forecasting empirical applications using panel data, as well …