YourCast

Citation:

Frederico Girosi and Gary King. 2004. “YourCast”. Copy at http://j.mp/2nyaExQ
YourCast

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.
Last updated on 01/31/2014