BLUP in the nested panel regression model with serially correlated errors

DOI10.1016/S0167-9473(02)00348-1zbMath1429.62292OpenAlexW2074968727MaRDI QIDQ956736

Byoung Cheol Jung, Seuck Heun Song, Myoungshic Jhun Jhun

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(02)00348-1

zbMATH Keywords

panel data modelnested error componentBLUPautocorrelation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05)

Related Items

Second special issue on computational econometrics

Cites Work

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