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Volumn 43, Issue 4, 2002, Pages 551-566

BLUP in the panel regression model with spatially and serially correlated error components

Author keywords

Best linear unbiased prediction; Error component model; Spatial and Serial autocorrelation

Indexed keywords


EID: 0036823692     PISSN: 09325026     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00362-002-0123-x     Document Type: Article
Times cited : (6)

References (16)
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  • 3
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    • Balestra, P.1
  • 4
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    • On the seemingly unrelated regressions with error components
    • Baltagi, B.H. (1980) On the seemingly unrelated regressions with error components. Econometrica 48, 1547-1551.
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    • Baltagi, B.H.1
  • 5
    • 84972223061 scopus 로고
    • Prediction with a two way error component regression model: Problem 88.1.1
    • Baltagi, B.H. (1989) Prediction with a two way error component regression model: Problem 88.1.1. Econometric Theory 4, 171.
    • (1989) Econometric Theory , vol.4 , pp. 171
    • Baltagi, B.H.1
  • 7
    • 84979330258 scopus 로고
    • Prediction in the one-way error component model with serial correlation
    • Baltagi, B.H. and Li, Q. (1992) Prediction in the one-way error component model with serial correlation. Journal of Forecasting 11, 561-567.
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    • Baltagi, B.H.1    Li, Q.2
  • 8
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    • Prediction in the panel data model with spatial correlation
    • L. Anselin and R, Florax, eds., Springer, Heidelberg
    • Baltagi, B.H. and Li, D. (1999) Prediction in the panel data model with spatial correlation, in: L. Anselin and R, Florax, eds., Advances in Spatial Econometrics, Springer, Heidelberg.
    • (1999) Advances in Spatial Econometrics
    • Baltagi, B.H.1    Li, D.2
  • 10
    • 0000967948 scopus 로고
    • Best linear unbiased prediction in the generalized linear regression model
    • Goldberger, A.S. (1962) Best linear unbiased prediction in the generalized linear regression model. Journal of the American Statistical Association 57, 369-375.
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    • Goldberger, A.S.1
  • 11
    • 0002424976 scopus 로고
    • Spatial correlation: A suggested alternative to the autoregressive model
    • L. Anselin and R. Florax, eds., Springer, Berlin
    • Kelejian, H.H. and Robinson, D.P. (1995) Spatial correlation: a suggested alternative to the autoregressive model, in: L. Anselin and R. Florax, eds., New Directions in Spatial Econometrics, Springer, Berlin.
    • (1995) New Directions in Spatial Econometrics
    • Kelejian, H.H.1    Robinson, D.P.2
  • 12
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    • On a simple transformation for second-order autocorrelated disturbances in regression analysis
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    • (1973) Statistica Neerlandica , vol.27 , pp. 69-75
    • Lempers, F.B.1    Kloek, T.2
  • 14
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    • Prediction in the context of the variance components model
    • Taub, A.J. (1979) Prediction in the context of the variance components model. Journal of Econometrics 10, 103-108.
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    • Taub, A.J.1
  • 16
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    • The seperation of individual variation and systematic change in the analysis of panel data
    • Wansbeek, T. and Kapteyn, A. (1978) The seperation of individual variation and systematic change in the analysis of panel data. Annales de l'INSEE 30-31, 659-680.
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    • Wansbeek, T.1    Kapteyn, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.