A common model approach to macroeconomics: Using panel data to reduce sampling error

Journal of Forecasting

Volumn 24, Issue 3, 2005, Pages 203-219

  Gavin, William T ^a   Theodorou, Athena T ^a  

^a FEDERAL RESERVE BANK OF ST LOUIS   (United States)

Author keywords

Common model; Forecast evaluation; Panel data; Vector autoregression

Indexed keywords

DATA REDUCTION; ERROR ANALYSIS; FORECASTING; MATHEMATICAL MODELS; REGRESSION ANALYSIS; VECTORS;

COMMON MODELS; FORECAST EVALUATION; PANEL DATA; VECTOR AUTOREGRESSION;

INDUSTRIAL ECONOMICS;

EID: 17644391392     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.954     Document Type: Article

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