BLUP in the panel regression model with spatially and serially correlated error components

DOI10.1007/S00362-002-0123-XzbMath1008.62095OpenAlexW2015534151MaRDI QIDQ1856574

Seuck Heun Song, Byoung Cheol Jung

Publication date: 10 February 2003

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-002-0123-x

zbMATH Keywords

serial correlationerror component modelbest linear unbiased predictionspatial autocorrelation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

BLUP in the nested panel regression model with serially correlated errors

Cites Work

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• A note on the exact transformation associated with the first-order moving average process
• Prediction in the context of the variance-components model
• On Seemingly Unrelated Regressions with Error Components
• Best Linear Unbiased Prediction in the Generalized Linear Regression Model
• On a simple transformation for second‐order autocorrelated disturbances in regression analysis

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