Prediction from the One-Way Error Components Model with AR(1) Disturbances-Reference-Cited by-同舟云学术

Prediction from the One-Way Error Components Model with AR(1) Disturbances

Published:2011-04-07 Issue:7 Volume:31 Page:617-638
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Kouassi Eugene¹,Sango Joel²,Bosson Brou J.M.³,Teubissi Francis N.²,Kymn Kern O.⁴

Affiliation:

1. Resource Economics; West Virginia University; Morgantown; WV; USA

2. Ecole Nationale de la Statistique et d'Economie Appliquée; Abidjan; Côte d'Ivoire

3. Department of Economics; University of Cocody; Abidjan; Côte d'Ivoire

4. Department of Economics; West Virginia University; Morgantown; WV; USA

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference18 articles.

1. The estimation of variances in a variance components model;Amemiya;International Economic Review,1971

2. The asymptotic mean squared error of multistep prediction from the regression model with autoregressive errors;Baillie;Journal of the American Statistical Association,1979

3. Prediction from ARMAX models;Baillie;Journal of Econometrics,1980

4. Prediction from the regression model with one-way error components

5. Pooling cross-section and time-series data in the estimation of a dynamic model: the demand for natural gas;Balestra;Econometrica,1966

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