@article{forecastingwithpaneldataestimation,
  title = {Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity},
  author = {M. Hashem Pesaran and Andreas Pick and Allan Timmermann},
  year = {2024},
  eprint = {2404.11198},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2404.11198v2},
}