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Laura Liu, Hyungsik Roger Moon, Frank Schorfheide, FORECASTING WITH DYNAMIC PANEL DATA MODELS, Econometrica, Vol. 88, No. 1 (January 2020), pp. 171-201 ...
I can't recall if Nielsen ever ran a commercial, but it just dropped an "explainer video" promoting why its new Big Data + Panel is a "new-and-improved" advertising currency.
Understanding the heterogeneity over spatial locations is an important problem that has been widely studied in applications such as economics and environmental science. We focus on regression models ...