Prediction from the regression model with one-way error components

MaRDI QIDQ2704698zbMATH OpenFDO

Authors Richard T. Baillie, Badi H. Baltagi

Publication date 31 July 2001

zbMATH Keywords

error components regression modelprediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20)

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Cited in

(9)

• Forecasting with spatial panel data
• Prediction from the regression model with two-way error components
• Decomposition of Prediction Error
• Prediction from the one-way error components model with AR(1) disturbances
• Prediction in the random effects model with \(\mathrm{MA}(q)\) remainder disturbances
• Prediction in an unbalanced nested error components panel data model
• Asymptotically efficient model selection for panel data forecasting
• Decomposition of Prediction Error in Multilevel Models
• Prediction and forecasting in linear models with measurement error

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