Browsing by Keyword "Bias-corrected average forecast"

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

Lima, Luiz Renato Regis de Oliveira; Issler, João Victor
2007-09-01

In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using ...
A panel data approach to economic forecasting: the bias-corrected average forecast

Lima, Luiz Renato Regis de Oliveira; Issler, João Victor
2008-01-01

In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using ...