Prediction in the context of the variance-components model

DOI10.1016/0304-4076(79)90068-XMaRDI QIDQ1254081zbMATH OpenOpenAlexFDO

Authors Allan J. Taub

Publication date 1979

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

Full work available at URL https://doi.org/10.1016/0304-4076(79)90068-x

zbMATH Keywords

PredictionResidualsVariance-Components Model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Cites work

• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Specification Tests in Econometrics

Cited in

(6)

• BLUP in the panel regression model with spatially and serially correlated error components
• Forecasting with spatial panel data
• Asymptotically efficient model selection for panel data forecasting
• Multistep prediction of panel vector autoregressive processes
• Multistep forecast selection for panel data
• Imputation of Counterfactual Outcomes when the Errors are Predictable

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