Multistep forecast selection for panel data
DOI10.1080/07474938.2019.1651490zbMATH Open1490.62246OpenAlexW2974571791MaRDI QIDQ5861003FDOQ5861003
Authors: Ryan Greenaway-McGrevy 
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2019.1651490
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model selectionforecastingpanel datamisspecificationbias-correctionMallows criterionfinal prediction error
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)
Cites Work
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- scientific article; zbMATH DE number 777876 (Why is no real title available?)
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- Asymptotically efficient model selection for panel data forecasting
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Cited In (6)
- Multistep prediction of panel vector autoregressive processes
- Evaluating panel data forecasts under independent realization
- Panel data nowcasting
- Asymptotically efficient model selection for panel data forecasting
- Selection between models through multi-step-ahead forecasting
- Variable selection, estimation and inference for multi-period forecasting problems
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