Forecast Combination for Panel Data Vectorautoregressions
Year of publication: |
2019
|
---|---|
Authors: | Greenaway-McGrevy, Ryan |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Panel | Panel study | Prognoseverfahren | Forecasting model | Theorie | Theory |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 20, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3407008 [DOI] |
Classification: | C23 - Models with Panel Data ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Adjusting for information content when comparing forecast performance
Andersson, Michael K., (2016)
-
Density forecasts in panel data models : a semiparametric Bayesian perspective
Liu, Laura, (2018)
-
Does central bank transparency and communication affect financial and macroeconomic forecasts?
Lustenberger, Thomas, (2018)
- More ...
-
Asymptotic distribution of factor augmented estimators for panel regression
Greenaway-McGrevy, Ryan, (2012)
-
Exchange Rates as Exchange Rate Common Factors
Greenaway-McGrevy, Ryan, (2012)
-
Estimating the number of common factors in serially dependent approximate factor models
Greenaway-McGrevy, Ryan, (2012)
- More ...