Prediction from the regression model with one-way error components

MaRDI QIDQ2704698zbMATH OpenFDO

Authors Richard T. Baillie, Badi H. Baltagi

Publication date 31 July 2001

zbMATH Keywords

predictionerror components regression model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

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(9)

• Prediction from the one-way error components model with AR(1) disturbances
• Prediction in the random effects model with \(\mathrm{MA}(q)\) remainder disturbances
• Prediction in an unbalanced nested error components panel data model
• Decomposition of Prediction Error
• Prediction from the regression model with two-way error components
• Prediction and forecasting in linear models with measurement error
• Asymptotically efficient model selection for panel data forecasting
• Forecasting with spatial panel data
• Decomposition of Prediction Error in Multilevel Models

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