Forecasting With Dynamic Panel Data Models

DOI10.3982/ECTA14952zbMath1467.62176arXiv1709.10193OpenAlexW2182464748MaRDI QIDQ4992085

Laura Liu, Frank Schorfheide, Hyungsik Roger Moon

Publication date: 7 June 2021

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.10193

zbMATH Keywords

empirical Bayespanel dataforecastingbank stress testsratio optimalityTweedie's formula

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Causal inference from observational studies (62D20)

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