Prediction from the regression model with two‐way error components
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Bibliographic InfoArticle provided by John Wiley & Sons, Ltd. in its journal Journal of Forecasting.
Volume (Year): 30 (2011)
Issue (Month): 6 (September)
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Web page: http://www3.interscience.wiley.com/cgi-bin/jhome/2966
predictors ; two‐way error components model ; mean squared error (MSE) ; asymptotic mean squared error (AMSE) ; Monte Carlo results ;
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- 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.
- 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.
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