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Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators
7 references·12 citing·46 second hop
Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators (2002)Comparison of forecast performance for ho…To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand (2000)To Pool or Not to Pool: Homog…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous (1992)On the Estimation of Panel-Da…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…ON ERROR CORRECTION MODELS: SPECIFICATION, INTERPRETATION, ESTIMATION (1991)ON ERROR CORRECTION MODELS: S…Formulation and estimation of dynamic models using panel data (1982)Formulation and estimation of…Efficient Inference in a Random Coefficient Regression Model (1970)Efficient Inference in a Rand…Peer directors’ effort, firm efficiency and performance of diversified firms: An efficacy-based view of governance (2022)Peer directors’ effort, firm …Female Representation on Corporate Boards in Europe: The Interplay of Organizational Social Consciousness and Institutions (2021)Female Representation on Corp…Pooling in Tourism Demand Forecasting (2018)Pooling in Tourism Demand For…Panel Data Forecasting (2013)Panel Data ForecastingA spatial panel data approach to estimating U.S. state-level energy emissions (2013)A spatial panel data approach…Forecasting with spatial panel data (2010)Forecasting with spatial pane…Optimal forecasting with heterogeneous panels: A Monte Carlo study (2009)Optimal forecasting with hete…To Pool or Not to Pool? 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this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1982Formulation and estimation of dynamic models using panel data2,852 cited
  • 1970Efficient Inference in a Random Coefficient Regression Model2,282 cited
  • 1992On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous337 cited
  • 2000To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand333 cited
  • 1991ON ERROR CORRECTION MODELS: SPECIFICATION, INTERPRETATION, ESTIMATION187 cited

Cited by

  • 2008NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS125 cited
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  • n.d.Weak and Strong Cross-Sectional Dependence: a Panel Data Analysis of International Technology Diffusion98 cited
  • 2006On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?75 cited
  • 2010Forecasting with spatial panel data68 cited
  • 2018Pooling in Tourism Demand Forecasting67 cited
  • 2008To Pool or Not to Pool?

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66 cited
  • 2007Environmental Efficiency, Emission Trends and Labour Productivity: Trade-Off or Joint Dynamics? Empirical Evidence Using NAMEA Panel Data62 cited
  • 2013Panel Data Forecasting43 cited
  • 2021Female Representation on Corporate Boards in Europe: The Interplay of Organizational Social Consciousness and Institutions38 cited
  • 2009Optimal forecasting with heterogeneous panels: A Monte Carlo study31 cited
  • 2022Peer directors’ effort, firm efficiency and performance of diversified firms: An efficacy-based view of governance15 cited