Prediction in the one-way error componen
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Badi H. Baltagi; Ql Li
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Article
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1992
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John Wiley and Sons
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English
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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