Kouassi, Eugene; Kymn, Kern O. - In: Journal of Forecasting 27 (2008) 5, pp. 451-463
In this paper we extend Taub (1979) approach for prediction in the context of the variance components model. The extension obtained is based on the two-way random-effect model with heteroskedasticity. Prediction functions are then obtained in three heteroskedasticity cases (heteroskedasticity on...
