## ABSTRACT This paper considers the problem of forecasting in a panel data model with random individual effects and MA (__q__) remainder disturbances. It utilizes a recursive transformation for the MA (__q__) process derived by Baltagi and Li (__Econometric Theory__ 1994; **10**: 396β408) which yi
β¦ LIBER β¦
Estimation and prediction in the random effects model with AR() remainder disturbances
β Scribed by Baltagi, Badi H.; Liu, Long
- Book ID
- 123061995
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 238 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0169-2070
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