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BLUP in the nested panel regression model with serially correlated errors

Computational Statistics & Data Analysis, 2003
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Myoungshic Jhun   +2 more
openaire   +4 more sources

Prediction in an Unbalanced Nested Error Components Panel Data Model

Journal of Forecasting, 2013
ABSTRACTThis paper derives the best linear unbiased predictor for an unbalanced nested error components panel data model. This predictor is useful in many econometric applications that are usually based on unbalanced panel data and have a nested (hierarchical) structure.
Baltagi, Badi H., Pirotte, Alain
openaire   +3 more sources

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