YourCast
- Citation:
- Girosi, Frederico, and Gary King. YourCast., 2004. copy at http://j.mp/kfG1n3
Abstract:
YourCast is (open source and free) software that makes forecasts by running sets of linear regressions together in a variety of sophisticated ways. YourCast avoids the bias that results when stacking datasets from separate cross-sections and assuming constant parameters, and the inefficiency that results from running independent regressions in each cross-section.
