๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On prediction error correlation in Bayesian model updating

โœ Scribed by Simoen, Ellen; Papadimitriou, Costas; Lombaert, Geert


Book ID
122003800
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
766 KB
Volume
332
Category
Article
ISSN
0022-460X

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โœ Badi H. Baltagi; Ql Li ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 329 KB

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