Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators

Badi Baltagi, Georges Bresson and Alain Pirotte
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Alain Pirotte: IFSTTAR/DEST - Département Économie et Sociologie des Transports - IFSTTAR - Institut Français des Sciences et Technologies des Transports, de l'Aménagement et des Réseaux - PRES Université Paris-Est

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Date: 2002
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Published in Economics Letters, 2002, 76 (3), pp.375--382. ⟨10.1016/s0165-1765(02)00065-4⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04103094

DOI: 10.1016/s0165-1765(02)00065-4

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