NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Forecasting with a Panel Tobit Model

Laura Liu, Hyungsik Roger Moon, Frank Schorfheide

NBER Working Paper No. 26569
Issued in December 2019

---- Acknowledgments ----

We thank Mitchell Berlin, Siddhartha Chib, Tim Armstrong and participants at various seminars and conferences for helpful comments and suggestions. Moon and Schorfheide gratefully acknowledge financial support from the National Science Foundation under Grants SES 1625586 and SES 1424843, respectively. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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