Forecasting with panel data: estimation uncertainty versus parameter heterogeneity
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Cites work
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- Analysis of panel data
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- Handbook of economic forecasting. Volume 1
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- scientific article; zbMATH DE number 1410633 (Why is no real title available?)
- scientific article; zbMATH DE number 3390151 (Why is no real title available?)
- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
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- Optimal forecasts in the presence of structural breaks
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- Robust empirical Bayes confidence intervals
- Split-panel jackknife estimation of fixed-effect models
- Tweedie’s Formula and Selection Bias
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
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