Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances
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- 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.
References listed on IDEAS
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More about this item
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-01-07 (All new papers)
- NEP-ECM-2013-01-07 (Econometrics)
- NEP-ETS-2013-01-07 (Econometric Time Series)
- NEP-FOR-2013-01-07 (Forecasting)
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