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Mean and standard deviation (in parentheses) of PMSE (MSE in case of Dec 2010) for prediction of banking balance sheet variables.
| Quarter | Lasso | Grp | Agrp | Thgrp |
|---|---|---|---|---|
| Dec 2010 | 1.59 (0.29) | 0.36 (0.05) | 0.36 (0.05) | 0.37 (0.05) |
| Mar 2011 | 1.46 (0.30) | 0.47 (0.23) | 0.47 (0.23) | 0.46 (0.22) |
| Jun 2011 | 1.33 (0.26) | 0.36 (0.11) | 0.36 (0.11) | 0.35 (0.11) |
| Sep 2011 | 1.72 (0.32) | 0.50 (0.18) | 0.50 (0.18) | 0.47 (0.16) |
