Optimal forecasting with heterogeneous panels: A Monte Carlo study

International Journal of Forecasting

Volumn 25, Issue 3, 2009, Pages 567-586

  Trapani, Lorenzo ^a,b   Urga, Giovanni ^a,b  

^a CITY UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF BERGAMO   (Italy)

Author keywords

Cross dependence; Forecasting; Heterogeneity; Monte Carlo simulations

Indexed keywords

EID: 67649815008     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2009.02.001     Document Type: Article

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