Forecasting using heterogeneous panels with cross-sectional dependence
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DOI: 10.1016/j.ijforecast.2019.11.007
Abstract: Abstract In this paper, we focus on forecasting methods that use heterogeneous panels in the presence of cross-sectional dependence in terms of both spatial error dependence and common factors. We propose two main approaches to… read more here.
Keywords: forecasting using; cross sectional; dependence; using heterogeneous ... See more keywords
Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels with Logistic Smooth Breaks
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DOI: 10.3390/sym15030747
Abstract: In this study, we investigate the validity of the purchasing power parity (PPP) proposition for 34 European and selected global countries. For this purpose, we propose a new unit root test for cross-sectionally dependent heterogeneous… read more here.
Keywords: testing unit; unit roots; unit; roots nonlinear ... See more keywords