We find significant forecasting gains over both linear panel and nonlinear time-series models. Containment or lockdown policies, as instigated at the national level by governments, are found to have ...

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 ...

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high-dimensional setting. The setting allows the number of time-vary ing ...