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

DOI10.1007/S00362-002-0123-XzbMATH Open1008.62095OpenAlexW2015534151MaRDI QIDQ1856574FDOQ1856574

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

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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)

Cites Work

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• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• On Seemingly Unrelated Regressions with Error Components
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• A note on the exact transformation associated with the first-order moving average process
• On a simple transformation for second‐order autocorrelated disturbances in regression analysis
• Prediction in the context of the variance-components model

Cited In (8)

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

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