Estimation in a linear model with serially correlated errors when observations are missing
Colin McKenzie and
Mathematics and Computers in Simulation (MATCOM), 1997, vol. 44, issue 1, 1-9
This paper compares the asymptotic efficiency of a number of two step estimators developed for estimating a static linear regression model with serially correlated errors when some observations are missing. A Monte Carlo simulation is used to illustrate the results in small samples.
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:44:y:1997:i:1:p:1-9
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