Supplementary replication material for articles published in the journals of the Econometric Society (Econometrica, Quantitative Economics, and Theoretical Economics)
Published November 7, 2025 | Version v1
Software Open

Replication Package for "Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity"

Authors/Creators

  • 1. ROR icon University of Cambridge
  • 2. ROR icon Erasmus University Rotterdam
  • 3. ROR icon University of California, San Diego

Description

This software replicates the simulation and empirical results in the paper "Forecating with panel data: Estimation uncertainty versus parameter heterogeneity" co-authored by M. Hashem Pesaran, Andreas Pick, and Allan Timmermann

Files

panelForecasting_replicationFiles_8Oct2025.zip

Files (15.8 MB)

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md5:9f1b48409eb021c07502d9b944b8d366
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