Prediction from the regression model with two‐way error components
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Cited by:
- Baltagi, Badi H. & Liu, Long, 2013.
"Estimation and prediction in the random effects model with AR(p) remainder disturbances,"
International Journal of Forecasting, Elsevier, vol. 29(1), pages 100-107.
- Badi H. Baltagi & Long Liu, 2012. "Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances," Center for Policy Research Working Papers 138, Center for Policy Research, Maxwell School, Syracuse University.
- Baltagi, Badi H., 2013. "Panel Data Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 995-1024, Elsevier.
- Alicia N. Rambaldi & D.S. Prasada Rao, 2013. "Econometric Modeling and Estimation of Theoretically Consistent Housing Price Indexes," CEPA Working Papers Series WP042013, School of Economics, University of Queensland, Australia.
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Keywords
predictors ; two‐way error components model ; mean squared error (MSE) ; asymptotic mean squared error (AMSE) ; Monte Carlo results ;All these keywords.
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