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Optimal forecasting with heterogeneous panels: A Monte Carlo study
16 references·0 citing·31 second hop
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References

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  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 2021Econometric Analysis of Panel Data15,089 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 2003Analysis of Panel Data7,858 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1982Formulation and estimation of dynamic models using panel data2,852 cited
  • 1970Efficient Inference in a Random Coefficient Regression Model2,282 cited
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  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 2001Panel Data Models: Some Recent Developments575 cited
  • 19968 Forecast evaluation and combination

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