Panel data nowcasting
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Publication:5867566
Cites work
- scientific article; zbMATH DE number 1034046 (Why is no real title available?)
- Asymptotic Inference about Predictive Ability
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Asymptotically efficient model selection for panel data forecasting
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
- Bias in dynamic panel models under time series misspecification
- Biases in Dynamic Models with Fixed Effects
- Cross-Sectional Dependence in Panel Data Analysis
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
- Econometric analysis of cross section and panel data.
- Estimating long-run relationships from dynamic heterogeneous panels
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Forecasting With Dynamic Panel Data Models
- Identifying latent structures in panel data
- MIDAS Regressions: Further Results and New Directions
- Macroeconomics and the reality of mixed frequency data
- Model selection in the presence of incidental parameters
- Multistep forecast selection for panel data
- Multistep prediction of panel vector autoregressive processes
- Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
- The Model Confidence Set
- VAR forecasting under misspecification
- Weak and strong cross-section dependence and estimation of large panels
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