A panel data approach to economic forecasting: the bias-corrected average forecast

DOI10.1016/j.jeconom.2009.01.002zbMath1431.62631OpenAlexW2101349458MaRDI QIDQ2630076

João Victor Issler, Luiz Renato Lima

Publication date: 25 July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10438/1002

zbMATH Keywords

panel dataforecast combinationcommon featuresbias-corrected average forecastforecast-combination puzzle

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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