IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/5ddd9b5c-67f8-4b05-9438-07c592e48897.html
   My bibliography  Save this paper

Estimation in a linear model with serially correlated errors when observations are missing

Author

Listed:
  • Wansbeek, T.J.
  • Kapteyn, A.J.

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • Wansbeek, T.J. & Kapteyn, A.J., 1984. "Estimation in a linear model with serially correlated errors when observations are missing," Other publications TiSEM 5ddd9b5c-67f8-4b05-9438-0, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:5ddd9b5c-67f8-4b05-9438-07c592e48897
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1137209/WTKA5621230.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Beach, Charles M & MacKinnon, James G, 1978. "A Maximum Likelihood Procedure for Regression with Autocorrelated Errors," Econometrica, Econometric Society, vol. 46(1), pages 51-58, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. BEL François & LACROIX Anne & SALANIE François & THOMAS Alban, 2006. "Evaluating the impact of CAP reforms on land use and the environment: a two-step estimation with multiple selection rules and panel data," LERNA Working Papers 06.13.206, LERNA, University of Toulouse.
    2. Tony Smith & Peggy Wu, 2009. "A spatio-temporal model of housing prices based on individual sales transactions over time," Journal of Geographical Systems, Springer, vol. 11(4), pages 333-355, December.
    3. McKenzie, C.R. & Kapuscinski, C.A., 1997. "Estimation in a linear model with serially correlated errors when observations are missing," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 44(1), pages 1-9.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Conybeare, John A C & Murdoch, James C & Sandler, Todd, 1994. "Alternative Collective-Goods Models of Military Alliances: Theory and Empirics," Economic Inquiry, Western Economic Association International, vol. 32(4), pages 525-542, October.
    2. R S Bivand, 1986. "The Evaluation of Norwegian Regional Policy: Parameter Variation in Regional Shift Models," Environment and Planning C, , vol. 4(1), pages 71-90, March.
    3. Barry T. Hirsch, 1985. "Poverty, Transfers, and Economic Growth," Public Finance Review, , vol. 13(1), pages 81-98, January.
    4. Gospodinov, Nikolay & Otsu, Taisuke, 2012. "Local GMM estimation of time series models with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 170(2), pages 476-490.
    5. Robert Mulligan, 1996. "Export-import endogeneity in the context of the Thirlwall- Hussain model: an application of the Durbin-Wu-Hausman test incorporating a Monte Carlo experiment," Applied Economics Letters, Taylor & Francis Journals, vol. 3(4), pages 275-279.
    6. Anders, Sven M. & Caswell, Julie A., 2006. "Assessing the Impact of Stricter Food Safety Standards on Trade: HACCP in U.S. Seafood Trade with the Developing World," 2006 Annual meeting, July 23-26, Long Beach, CA 21338, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Uri, Noel D., 1995. "Estimating the U.S. demand for sugar in the presence of measurement error in the data," Journal of Policy Modeling, Elsevier, vol. 17(1), pages 59-83, February.
    8. James G. MacKinnon, 1978. "On the Role of Jacobian Terms in Maximum Likelihood Estimation," Working Paper 304, Economics Department, Queen's University.
    9. K. Ayinde & A. F. Lukman & O.T. Arowolo, 2015. "Combined Parameters Estimation Methods of Linear Regression Model with Multicollinearity and Autocorrelation," Journal of Asian Scientific Research, Asian Economic and Social Society, vol. 5(5), pages 243-250, May.
    10. Chihwa Kao & Jamie Emerson, 1998. "On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors," Econometrics 9805004, University Library of Munich, Germany.
    11. Rogerio L.F. Werneck & Afonso S. Bevilaqua, 1998. "Delaying Public Sector Reforms: Post-Stabilization Fiscal Strains in Brazil," Research Department Publications 3020, Inter-American Development Bank, Research Department.
    12. Zeynep Ton, 2008. "The Effect of Labor on Profitability: The Role of Quality," Harvard Business School Working Papers 09-040, Harvard Business School, revised Jul 2009.
    13. Ahmed EL-SHAARAWI, 2010. "Voluntary Export Restraints (VERs) and the Question of Quality Upgrading," EcoMod2004 330600049, EcoMod.
    14. Harrell W. Chesson & Paul Harrison & Carol R. Scotton & Beena Varghese, 2005. "Does Funding for HIV and Sexually Transmitted Disease Prevention Matter?," Evaluation Review, , vol. 29(1), pages 3-23, February.
    15. Victor Claar, 2006. "Is the NAIRU more useful in forecasting inflation than the natural rate of unemployment?," Applied Economics, Taylor & Francis Journals, vol. 38(18), pages 2179-2189.
    16. Bischoff, Charles W. & Kokkelenberg, Edward C. & Terregrossa, Ralph A., 1990. "Tax Policy and Business Fixed Investment During the Regan Era," Staff Papers 121533, Cornell University, Department of Applied Economics and Management.
    17. Erkin Bairam, 1994. "The elasticity of scale in large New York Stock Exchange companies and corporations, 1975-92," Applied Economics Letters, Taylor & Francis Journals, vol. 1(8), pages 134-137.
    18. Sven M. Anders & Julie A. Caswell, 2007. "Standards as Barriers Versus Standards as Catalysts: Assessing the Impact of HACCP Implementation on U.S. Seafood Imports," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 91(2), pages 310-321.
    19. Joachim Zietz & Bichaka Fayissa, 1992. "R & D expenditures and import competition: Some evidence for the U.S," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(1), pages 52-66, March.
    20. Xiao, Zhijie, 2004. "Estimating average economic growth in time series data with persistency," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 699-724, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:5ddd9b5c-67f8-4b05-9438-07c592e48897. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.