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Tests for skewness and kurtosis in the one-way error component model

โœ Scribed by Galvao, Antonio F.; Montes-Rojas, Gabriel; Sosa-Escudero, Walter; Wang, Liang


Book ID
121931954
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
483 KB
Volume
122
Category
Article
ISSN
0047-259X

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Prediction in the one-way error componen
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