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

被引：0

作者：

Seuck Heun Song

Byoung Cheol Jung

机构：

[1] Korea University,Department of Statistics

[2] Ewha Womans University,Department of Statistics

来源：

Statistical Papers | 2002年 / 43卷

关键词：

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

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper considers a panel data regression model with spatial and serial correlation. We derive the best linear unbiased predictors for a spatial error component model including remainder disturbances that follow an AR(1) process, an AR(2) process, a special AR(4) process for quarterly data or an MA(1) process.

引用

页码：551 / 566

页数：15

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