Under the traditional linear time series or regression setting, the conditional variance of one-step-ahead prediction is time invariant. Experience in conjunction with data analysis, however, suggests ...

Annales d'Économie et de Statistique, No. 91/92, Econometric Evaluation of Public Policies: Methods and Applications (JULY - DECEMBER 2008), pp. 175-187 (13 pages) In paired randomized experiments ...

In the prediction of genetic values and quantitative trait loci (QTLs) mapping via the mixed model method incorporating marker information in animal populations, it is important to model the genetic ...