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On prediction from the location-scale model with a compound error distribution

โœ Scribed by M. Safiul Haq; Q. M. Rahman

Book ID
112939312
Publisher
Springer-Verlag
Year
1992
Tongue
English
Weight
232 KB
Volume
33
Category
Article
ISSN
0932-5026

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## 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; 255โ€“267) and generalize certain results from the Baltagi and Li (1992, __Journal of Fore