Forecasting with a Panel Tobit Model
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We use a dynamic panel Tobit model with heteroskedasticity to generate point, set, and density forecasts for a large cross-section of short time series of censored observations. Our fully Bayesian approach allows us to flexibly estimate the cross-sectional distribution of heterogeneous coefficients
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美国国家经济研究局创建时间：
2019-12-01
