Advanced Search
MyIDEAS: Login

Prediction in the two-way random-effect model with heteroskedasticity

Contents:

Author Info

  • Eugene Kouassi

    (Resource Economics, West Virginia University, Morgantown, West Virginia, USA)

  • Kern O. Kymn

    (Division of Finance and Economics, West Virginia University, Morgantown, West Virginia, USA)

Registered author(s):

    Abstract

    In this paper we extend Taub (1979) approach for prediction in the context of the variance components model. The extension obtained is based on the two-way random-effect model with heteroskedasticity. Prediction functions are then obtained in three heteroskedasticity cases (heteroskedasticity on the individual term, heteroskedasticity on the composite term, and heteroskedasticity on the temporal term ). Copyright © 2008 John Wiley & Sons, Ltd.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://hdl.handle.net/10.1002/for.1016
    File Function: Link to full text; subscription required
    Download Restriction: no

    Bibliographic Info

    Article provided by John Wiley & Sons, Ltd. in its journal Journal of Forecasting.

    Volume (Year): 27 (2008)
    Issue (Month): 5 ()
    Pages: 451-463

    as in new window
    Handle: RePEc:jof:jforec:v:27:y:2008:i:5:p:451-463

    Contact details of provider:
    Web page: http://www3.interscience.wiley.com/cgi-bin/jhome/2966

    Related research

    Keywords:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:jof:jforec:v:27:y:2008:i:5:p:451-463. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.