Forecasting with Dynamic Panel Data Models
收藏NBER2018-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25102
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资源简介：
This paper considers the problem of forecasting a collection of short time series using cross sectional information in panel data. We construct point predictors using Tweedie's formula for the posterior mean of heterogeneous coefficients under a correlated random effects distribution. This formula
提供机构：
美国国家经济研究局
创建时间：
2018-10-01
