The use of indicator variables in computing predictions

DOI10.1016/0304-4076(80)90009-3MaRDI QIDQ1135592zbMATH OpenOpenAlexFDO

Authors Wayne A. Fuller

Publication date 1980

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(80)90009-3

zbMATH Keywords

dummy variablesautoregressive time seriesconstruction of predictionsestimation of variances of prediction errorsindicator variables

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites work

• scientific article; zbMATH DE number 3538668 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• scientific article; zbMATH DE number 3551729 (Why is no real title available?)
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• Corrigenda: Properties of Predictors for Autoregressive Time Series
• Nonlinear Regression
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
• The use of dummy variables to compute predictions, prediction errors, and confidence intervals

Cited in

(3)

• Indicator Variables in Spatial Prediction WhenΣIs Unknown
• A note on extended least squares methods for cluster sampling
• Linear restrictions and two step least squares with applications

Describes a project that uses

Uses Software

• SAS

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