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Forecasting with a Panel Tobit Model
Liu, Laura - 2019
We use a dynamic panel Tobit model with heteroskedasticity to generate point, set, and density forecasts for a large … and residential real estate loans, comparing various versions of the panel Tobit model …
Persistent link: https://www.econbiz.de/10012480513
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Forecasting with a Panel Tobit Model
Liu, Laura - 2020
We use a dynamic panel Tobit model with heteroskedasticity to generate point, set, and density forecasts for a large … and residential real estate loans, comparing various versions of the panel Tobit model …
Persistent link: https://www.econbiz.de/10012846192
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Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin; Gupta, Rangan; Ji, Qiang - In: Applied economics letters 29 (2022) 10, pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
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Forecasting with a panel Tobit model
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - In: Quantitative economics : QE ; journal of the … 14 (2023) 1, pp. 117-159
We use a dynamic panel Tobit model with heteroskedasticity to generate forecasts for a large cross‐section of short …
Persistent link: https://www.econbiz.de/10014306360
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Forecasting with a panel Tobit model
Liu, Laura; Moon, Hyungsik Roger; Schorfheide, Frank - 2019 - This version: December 10, 2019
Persistent link: https://www.econbiz.de/10012223913
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Unbalanced panel data : a survey
Baltagi, Badi H.; Song, Seuck-heun - In: Statistical papers 47 (2006) 4, pp. 493-523
Persistent link: https://www.econbiz.de/10003344723
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Monte Carlo investigation of the initial values problem in censored dynamic Random-effects panel data models
Akay, Alpaslan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003591052
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The behavior of the maximum likelihood estimator of dynamic panel data sample selection models
Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz C.; … - 2007
Persistent link: https://www.econbiz.de/10003492463
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The behavior of the maximum likelihood estimator of dynamic panel data sample selection models
Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz C.; … - 2007
Persistent link: https://www.econbiz.de/10003497689
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Essays in econometrics
Hosseinkouchack, Mehdi - 2011
Persistent link: https://www.econbiz.de/10009375590