Forecasting with a panel Tobit model
Laura Liu, Hyungsik Roger Moon, Frank Schorfheide
| Year of publication: |
December 10, 2019 ; This version: December 10, 2019
|
|---|---|
| Authors: | Liu, Laura ; Moon, Hyungsik Roger ; Schorfheide, Frank |
| Publisher: |
[Bloomington, IN] : CAEPR, Center for Applied Economics and Policy Research |
| Subject: | Bayesian inference, | density forecasts, | interval forecasts, | loan charge-offs | panel data | point forecasts | set forecasts | Tobit model | Prognoseverfahren | Forecasting model | Tobit-Modell | Bayes-Statistik | Bayesian inference | Panel | Panel study | Theorie | Theory | Prognose | Forecast |
freely available
| Extent: | 1 Online-Ressource (circa 58 Seiten) Illustrationen |
|---|---|
| Series: | CAEPR working papers. - Bloomington, Ind., ZDB-ID 2407655-7. - Vol. #2019, 005 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012223913