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Prediction in the Random Effects Model with MA (<i>q</i>) Remainder Disturbances - MaRDI portal

Prediction in the Random Effects Model with MA (<i>q</i>) Remainder Disturbances (Q4687327)

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scientific article; zbMATH DE number 6951840
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Prediction in the Random Effects Model with MA (<i>q</i>) Remainder Disturbances
scientific article; zbMATH DE number 6951840

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    Prediction in the Random Effects Model with MA (<i>q</i>) Remainder Disturbances (English)
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    11 October 2018
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    panel data
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    serial correlation
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    best linear unbiased predictor
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