Prediction from the regression model with one-way error components

zbMATH Open0965.62100MaRDI QIDQ2704698FDOQ2704698

Authors: Richard T. Baillie, Badi H. Baltagi 

Publication date: 31 July 2001

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zbMATH Keywords

predictionerror components regression model

Mathematics Subject Classification ID

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

Cited In (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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