5 citations · 7 across the 4 of their papers we have counts for
5 papers
Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models
Boyuan Zhang
The assumption of group heterogeneity has become popular in panel data models. We develop a constrained Bayesian grouped estimator that exploits researchers' prior beliefs on group…
When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume
Francis X. Diebold, Glenn D. Rudebusch, Maximilian Goebel +2
Rapidly diminishing Arctic summer sea ice is a strong signal of the pace of global climate change. We provide point, interval, and density forecasts for four measures of Arctic sea…
On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates
Francis X. Diebold, Minchul Shin, Boyuan Zhang
We propose methods for constructing regularized mixtures of density forecasts. We explore a variety of objectives and regularization penalties, and we use them in a substantive exp…
Forecasting with Bayesian Grouped Random Effects in Panel Data
Boyuan Zhang
In this paper, we estimate and leverage latent constant group structure to generate the point, set, and density forecasts for short dynamic panel data. We implement a nonparametric…
Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach
Francis X. Diebold, Maximilian Göbel, Philippe Goulet Coulombe +2
The diminishing extent of Arctic sea ice is a key indicator of climate change as well as an accelerant for future global warming. Since 1978, Arctic sea ice has been measured using…