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Forecasting With Dynamic Panel Data Models - MaRDI portal

Forecasting With Dynamic Panel Data Models (Q4992085)

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scientific article; zbMATH DE number 7355665
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English
Forecasting With Dynamic Panel Data Models
scientific article; zbMATH DE number 7355665

    Statements

    title
    Forecasting With Dynamic Panel Data Models (English)
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    author
    Laura Liu
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    Hyungsik Roger Moon
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    Frank Schorfheide
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    published in
    Econometrica
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    publication date
    7 June 2021
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    zbMATH Keywords
    bank stress tests
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    empirical Bayes
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    forecasting
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    panel data
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    ratio optimality
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    Tweedie's formula
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    Identifiers

    DOI
    10.3982/ECTA14952
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    Mathematics Subject Classification ID
    62P20
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    62D20
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    62M20
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    zbMATH DE Number
    7355665
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    arXiv ID
    1709.10193
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    OpenAlex ID
    W2182464748
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