In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using ...

In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using ...

In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the bias-corrected average forecast. Using panel-data ...

The management of water resources is of great importance for many human activities, especially in the operational context of the Brazilian electricity sector, where we have a predominance of hydroelectric generation. In ...

The aggregation of many lay judgements can generate surprisingly accurate estimates. This effect, known as the “wisdom of the crowd”, has been demonstrated in domains such as medical decision-making, factchecking news, ...

Esta investigación se centro en la necesidad de integrar la información adicional causal (factor lluvias), el pronóstico estadístico y el pronóstico generado por el experto del negocio, mediante metodologías de integración ...

Making forecasts of the average consumption spending of the Basic Basket of Porto Alegre, RS, allows us to have a brief approximation of the possible values to be charged for this product. Given this situation, the objective ...

Esta tese estuda o comportamento da inflação no Brasil e consiste em três ensaios. O primeiro capítulo introduz um arcabouço de projeção de inflação de curto prazo usando um conjunto de 5147 séries relacionadas, principalmente, ...