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Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call

open access: yes
This document is a follow up to the paper by Ahmed and Pesaran (2020, AP) and reports state-level forecasts for the 2024 US presidential election. It updates the 3,107 county level data used by AP and uses the same machine learning techniques as before ...
Song, Hayun, Pesaran, M. Hashem
core  

Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit

open access: yes
This paper extends the analysis of infinite dimensional vector autoregressive models (IVAR) proposed in Chudik and Pesaran (2010) to the case where one of the variables or the cross section units in the IVAR model is dominant or pervasive. This extension
Chudik, A., Pesaran, M.H.
core  

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