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Strict convexity of the objective function follows since Ψ ¯𝑁 is positive definite

The limit problem arg min𝑤 ¯𝑁 ∈Δ ¯𝑁 𝑤 ¯𝑁 ′ Ψ ¯𝑁 𝑤 ¯𝑁 is a problem of minimizing a strictly convex continuous function on a compact convex set Δ ¯𝑁, hence it has a unique solution

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Unit Averaging for Heterogeneous Panels

econ.EM · 2022-10-25 · unverdicted · novelty 6.0

Introduces minimum-MSE unit averaging estimator for heterogeneous panels, derives local asymptotic distribution under local heterogeneity, and applies to German regional unemployment forecasting.

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  • Unit Averaging for Heterogeneous Panels econ.EM · 2022-10-25 · unverdicted · none · ref 12

    Introduces minimum-MSE unit averaging estimator for heterogeneous panels, derives local asymptotic distribution under local heterogeneity, and applies to German regional unemployment forecasting.