Journal of Applied Econometrics Data Archive

Wendun Wang, Xinyu Zhang, and Richard Paap, "To Pool or not to Pool: What is a Good Strategy for Parameter Estimation and Forecasting in Panel Regressions?", Journal of Applied Econometrics, Vol. 34, No. 5, 2019, pp. 724-745.

• Readme file
• wzp-data.zip

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