Prediction in the context of the variance-components model

DOI10.1016/0304-4076(79)90068-XzbMath0398.62075OpenAlexW2066541700MaRDI QIDQ1254081

Allan J. Taub

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90068-x

zbMATH Keywords

PredictionResidualsVariance-Components Model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items

Forecasting with spatial panel data, MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES, ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING, Multistep forecast selection for panel data, BLUP in the panel regression model with spatially and serially correlated error components

Cites Work

• Specification Tests in Econometrics
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model