1 citations · 1 across the 1 of their papers we have counts for
2 papers
econ.EM2020★ 1 cited
Robust Forecasting
Timothy Christensen, Hyungsik Roger Moon, Frank Schorfheide
We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distribu…
econ.EM2017
Forecasting with Dynamic Panel Data Models
Laura Liu, Hyungsik Roger Moon, Frank Schorfheide
This paper considers the problem of forecasting a collection of short time series using cross sectional information in panel data. We construct point predictors using Tweedie's for…