Concepedia

Panel Forecasting

Panel Forecasting is a multivariate forecasting method that integrates heterogeneous cross-sectional time series data through structured dependency modeling to enable joint predictions across multiple related units or entities.

104

Publications

6.1K

Citations

176

Authors

139

Institutions

Publications per year

2017–2026

16

Parents

Publications

104

The Generalized Dynamic Factor Model

Mario Forni, Marc Hallin, Marco Lippi et al. · Journal of the American Statistical Association · 2005 · 858 citations

, , +17

Forecasting with panel data

Badi H. Baltagi · Journal of Forecasting · 2008 · 549 citations

, , +16

Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion

Andrew J. Patton, Allan Timmermann · Journal of Monetary Economics · 2010 · 355 citations

, , +13

The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting

Mario Forni, Marc Hallin, Marco Lippi et al. · Econstor (Econstor) · 2002 · 225 citations · Full text

, , +17

A new framework for analyzing survey forecasts using three-dimensional panel data

Anthony Davies, Kajal Lahiri · Journal of Econometrics · 1995 · 187 citations

, , +15

1–5 of 104

Authors

176

  1. BH
    Badi H. Baltagi

    Syracuse University, United States

    6 publications · 792 citations

    6

    h-index

  2. MH
    Marc Hallin

    Université Libre de Bruxelles, Belgium

    5 publications · 1.2K citations

    5

    h-index

  3. DG
    Domenico Giannone

    Centre for Economic Policy Research, United Kingdom

    4 publications · 219 citations

    4

    h-index

  4. KL
    Kajal Lahiri

    University at Albany, State University of New York, United States

    4 publications · 369 citations

    4

    h-index

  5. AT
    Allan Timmermann

    University of California San Diego, United States

    4 publications · 534 citations

    4

    h-index

1–5 of 176

Institutions

139

  1. Centre for Economic Policy Research

    London, United Kingdom

    8 h-index

    10 publications

    742 citations

  2. European Central Bank

    Frankfurt am Main, Germany

    8 h-index

    13 publications

    470 citations

  3. Université Libre de Bruxelles

    Brussels, Belgium

    7 h-index

    10 publications

    573 citations

  4. Deutsche Bundesbank

    Frankfurt am Main, Germany

    6 h-index

    6 publications

    287 citations

  5. University of California San Diego

    San Diego, United States

    4 h-index

    5 publications

    524 citations

  6. Syracuse University

    Syracuse, United States

    4 h-index

    4 publications

    695 citations

  7. Erasmus University Rotterdam

    Rotterdam, The Netherlands

    4 h-index

    8 publications

    186 citations

  8. International Monetary Fund

    Washington D.C., United States

    4 h-index

    4 publications

    185 citations

1–8 of 139

Venues

  1. SSRN Electronic Journal

    Repository · 14 publications · 676 citations

    13

    h-index

  2. International Journal of Forecasting

    12 publications · 326 citations

    12

    h-index

  3. Journal of Forecasting

    9 publications · 981 citations

    9

    h-index

  4. Journal of Business and Economic Statistics

    JBES · 7 publications · 291 citations

    7

    h-index

  5. Empirical Economics

    3 publications · 92 citations

    3

    h-index

1–5