Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand

DOI10.1016/j.csda.2006.04.007zbMath1161.62455OpenAlexW1981156799MaRDI QIDQ1019973

Jatinder S. Mehta, Wisam Yaghi, I-Lok Chang, P. A. V. B. Swamy

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.04.007

zbMATH Keywords

forecasting performancecorrect interpretation of model coefficients

Mathematics Subject Classification ID

Related Items (3)

Best Quadratic Unbiased Prediction in a General Linear Model with Stochastic Regression Coefficients ⋮ An efficient method of estimating the true value of a population characteristic from its discrepant estimates ⋮ THE NEW KEYNESIAN PHILLIPS CURVE IN A TIME-VARYING COEFFICIENT ENVIRONMENT: SOME EUROPEAN EVIDENCE

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