2 papers
econ.EM2020
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…
stat.AP2020
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…