BLUP in the panel regression model with spatially and serially correlated error components

DOI10.1007/S00362-002-0123-XMaRDI QIDQ1856574zbMATH OpenOpenAlexFDO

Authors Seuck Heun Song, Byoung Cheol Jung

Publication date 10 February 2003

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-002-0123-x

zbMATH Keywords

serial correlationbest linear unbiased predictionerror component modelspatial autocorrelation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3965276 (Why is no real title available?)
• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• scientific article; zbMATH DE number 970673 (Why is no real title available?)
• A note on the exact transformation associated with the first-order moving average process
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• On Seemingly Unrelated Regressions with Error Components
• On a simple transformation for second‐order autocorrelated disturbances in regression analysis
• Prediction in the context of the variance-components model

Cited in

(8)

• A note on \(S^{2}\) in a spatially correlated error components regression model for panel data
• BLUP in the nested panel regression model with serially correlated errors
• Panel data models with spatially correlated error components
• Forecasting with spatial panel data
• Serial and spatial error correlation
• Prediction in the random effects model with \(\mathrm{MA}(q)\) remainder disturbances
• Estimation of fixed effects semiparametric single-index panel model with spatio-temporal correlated errors
• Prediction in a generalized spatial panel data model with serial correlation

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