Kouassi, Eugene; Kamdem, Alain Constant; Mougoué, Mbodja; … - In: Journal of Forecasting 33 (2014) 4, pp. 270-283
ABSTRACTThis paper extends the ‘remarkable property’ of Breusch (Journal of Econometrics 1987; <b>36</b>: 383–389) and Baltagi and Li (Journal of Econometrics 1992; <b>53</b>: 45–51) to the three‐way random components framework. Indeed, like its one‐way and two‐way counterparts, the three‐way random...
