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Forecasting with a panel Tobit model - MaRDI portal

Forecasting with a panel Tobit model (Q6067208)

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scientific article; zbMATH DE number 7766838
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English
Forecasting with a panel Tobit model
scientific article; zbMATH DE number 7766838

    Statements

    title
    Forecasting with a panel Tobit model (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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    publication date
    16 November 2023
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    zbMATH Keywords
    Bayesian inference
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    density forecasts
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    loan charge-offs
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    panel data
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    set forecasts
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    Tobit model
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    cites work
    Bayes theory
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    Q5200700
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    Q3239675
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    Q4312914
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    Q5416779
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    Asymptotic Statistics
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    Q3324909
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    Identifiers

    arXiv ID
    2110.14117
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    DOI
    10.3982/qe1505
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    zbMATH DE Number
    7766838
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    OpenAlex ID
    W3156113567
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