Forecasting using cross-section average–augmented time series regressions
نویسندگان
چکیده
منابع مشابه
Time-Series–Cross-Section Methods
Time-series–cross-section (TSCS) data consist of comparable time series data observed on a variety of units. The paradigmatic applications are to the study of comparative political economy, where the units are countries (often the advanced industrial democracies) and where for each country we observe annual data on a variety of political and economic variables. A standard question for such stud...
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ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2020
ISSN: 1368-4221,1368-423X
DOI: 10.1093/ectj/utaa031