Predictions under a system of linear regression models with correlated errors
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Publication:2074648
DOI10.1007/s42519-021-00237-5zbMath1478.62192OpenAlexW4206129836MaRDI QIDQ2074648
Publication date: 10 February 2022
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42519-021-00237-5
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09) Analysis of variance and covariance (ANOVA) (62J10)
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