Schorfheide (2017): "Forecasting With Dynamic Panel Data Models," Manuscript, arXiv, 1709.10193.Liu, L., Moon, H. R. and Schorfheide, F. (2017). Forecasting with dynamic panel data models.Liu, L., H. R. Moon, and F. Schorfheide (2017): "Forecasting with Dynamic Panel Data Models,"...
GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model In this paper, we make multi-step forecasts of the annual growth rates of the real gross regional product (GRP) for each of the 31 Chines...
In fact, the atmosphere is an intricate dynamic system that is quite difficult to model (Kurt and Oktay, 2010). Therefore, forecasting the AQI or any other pollution index is not easy. Faced with such a problem, some researchers have proposed techniques to forecast PM10, PM2.5 and other ...
The first group of methods considered is forecast combination (forecast pooling), in which a single forecast is produced from a panel of many forecasts. The second group of methods is based on dynamic factor models, in which the comovements among a large number of economic variables are treated...
Forecasting with Dynamic Regression Models; Wiley-Interscience: Hoboken, NJ, USA, 1991. [Google Scholar] Kaufmann, R.K.; Ullman, B. Oil prices, speculation, and fundamentals: Interpreting causal relations among spot and futures prices. Energy Econ. 2009, 31, 550–558. [Google Scholar] [Cross...
We can now explore the main methods used in forecasting, each with specific strengths and times when they're best applied: Quantitative methods in forecasting Quantitative forecasting techniques rely on numerical data and statistical models to predict future outcomes. These methods are particularly usefu...
First of all, according to the stationarity of data series, static panel model has two specific forms: stable -static panel data model and nonstable-static panel data model. In addition, dynamic panel model also has the same two forms, but the data sequence of the corresponding articles is ...
Pooling in Dynamic Panel-Data Models: An Application to Forecasting GDP Growth Rates Pooling in dynamic panel-data models: an application to forecasting GDP growth rates. Journal of Business and Economic Statistics 18, 274-283... Andrx/xJ. Hoogstrate,Franzx/xC. Palm,Gerardx/xA. Pfann - 《...
Subject Re: st: Panel data, statsby, dynamic forecasting Date Fri, 20 Sep 2013 17:10:23 -0400Prev by Date: Re: st: How to get coefficient and R square from time series regression Next by Date: [no subject] Previous by thread: Re: st: Panel data, statsby, dynamic forecasting Ne...
Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach 2023, Journal of Commodity Markets Show abstract Unveiling commodities-financial markets intersections from a bibliometric perspective 2023, Resources Policy Citation Excerpt : Additionally, terms such as models, ...