TY - JOUR
T1 - Estimation in a linear model with serially correlated errors when observations are missing
AU - McKenzie, C. R.
AU - Kapuscinski, C. A.
N1 - Funding Information:
The authors would like to thank A. Kapteyn, M. McAleer, R.D. Terrell and T. Wansbeek for their helpful comments on an earlier draft. The first author would like to acknowledge the financial support of Columbia University, the University of Western Australia and a travel grant provided by the Japanese Ministry of Education. An earlier version of this paper was presented at the International Congress on Modelling and Simulation, Newcastle, November 1995.
PY - 1997/5
Y1 - 1997/5
N2 - 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.
AB - 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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U2 - 10.1016/s0378-4754(97)00002-5
DO - 10.1016/s0378-4754(97)00002-5
M3 - Article
AN - SCOPUS:0031141472
SN - 0378-4754
VL - 44
SP - 1
EP - 9
JO - Mathematics and Computers in Simulation
JF - Mathematics and Computers in Simulation
IS - 1
ER -