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Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity.

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Title: Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity.
Authors: Pesaran, M. Hashem1,2 (AUTHOR) mhp1@cam.ac.uk, Pick, Andreas3,4 (AUTHOR) andreas.pick@cantab.net, Timmermann, Allan5 (AUTHOR) atimmermann@ucsd.edu
Source: Quantitative Economics. May2026, Vol. 17 Issue 2, p342-393. 52p.
Database: Mathematics Source
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  Data: Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity.
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  Data: <searchLink fieldCode="AR" term="%22Pesaran%2C+M%2E+Hashem%22">Pesaran, M. Hashem</searchLink><relatesTo>1,2</relatesTo> (AUTHOR)<i> mhp1@cam.ac.uk</i><br /><searchLink fieldCode="AR" term="%22Pick%2C+Andreas%22">Pick, Andreas</searchLink><relatesTo>3,4</relatesTo> (AUTHOR)<i> andreas.pick@cantab.net</i><br /><searchLink fieldCode="AR" term="%22Timmermann%2C+Allan%22">Timmermann, Allan</searchLink><relatesTo>5</relatesTo> (AUTHOR)<i> atimmermann@ucsd.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22Quantitative+Economics%22">Quantitative Economics</searchLink>. May2026, Vol. 17 Issue 2, p342-393. 52p.
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        Value: 10.3982/QE2589
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      – Code: eng
        Text: English
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        PageCount: 52
        StartPage: 342
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      – TitleFull: Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity.
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            NameFull: Pesaran, M. Hashem
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            NameFull: Pick, Andreas
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              Text: May2026
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