Prediction from the regression model with two-way error components

DOI10.1002/FOR.1176MaRDI QIDQ3101654zbMATH OpenOpenAlexFDO

Authors

Publication date 29 November 2011

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.1176

zbMATH Keywords

predictorsMonte Carlo resultsmean squared error (MSE)asymptotic mean squared error (AMSE)two-way error components model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

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Cites work

• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• A monotonic property for iterative GLS in the two-way random effects model
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• On the Prediction Efficiency of the Generalized Least Squares Model with an Estimated Variance Covariance Matrix
• Predictions from ARMAX models
• The Estimation of the Variances in a Variance-Components Model

Cited in

(4)

• Prediction from the one-way error components model with AR(1) disturbances
• Decomposition of Prediction Error
• Prediction in TwoEquation Linear Regression Models
• Prediction from the regression model with one-way error components

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