In this paper we extend the Baillie and Baltagi (1999) paper (Prediction from the regression model with one-way error components. In Analysis of Panels and Limited Dependent Variables Models, Hsiao C, Lahiri K, Lee LF, Pesaran H (eds). Cambridge University Press, Cambridge, UK). In particular, we de
On predicting the population total under regression models with measurement errors
✍ Scribed by Heleno Bolfarine; Shelemyahu Zacks; Mônica C. Sandoval
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 640 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0378-3758
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This paper derives the best linear unbiased predictor for a one-way error component model with serial correlation. A transformation derived by Baltagi and Li (1991) is used to show how the forecast can be easily computed from the GLS estimates and residuals. This result is useful for panel data appl
## ABSTRACT In this paper we extend the works of Baillie and Baltagi (1999, in __Analysis of Panels and Limited Dependent Variables Models__, Hsiao C __et al.__ (eds). Cambridge University Press: Cambridge, UK; 255–267) and generalize certain results from the Baltagi and Li (1992, __Journal of Fore