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Consistent estimation of regression models with incompletely observed exogenous variables

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  • Nijman, T.E.

    (Tilburg University, School of Economics and Management)

  • Palm, F.C.

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  • Nijman, T.E. & Palm, F.C., 1987. "Consistent estimation of regression models with incompletely observed exogenous variables," Other publications TiSEM a1dbc0ec-23d6-4bb1-8a95-7, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:a1dbc0ec-23d6-4bb1-8a95-773dce465666
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    References listed on IDEAS

    as
    1. Nijman, T E & Palm, F C, 1986. "The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 47-58, January.
    2. Denis Conniffe, 1983. "Small-Sample Properties of Estimators of Regression Coefficients Given a Common Pattern of Missing Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 50(1), pages 111-120.
    3. Palm, F. C. & Nijman, T. E., 1982. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 333-343, August.
    4. Eijffinger, S.C.W., 1987. "The determinants of the currencies within the European Monetary System," Research Memorandum FEW 241, Tilburg University, School of Economics and Management.
    5. Palm, Franz C & Nijman, Theo E, 1984. "Missing Observations in the Dynamic Regression Model," Econometrica, Econometric Society, vol. 52(6), pages 1415-1435, November.
    6. Dagenais, Marcel G., 1973. "The use of incomplete observations in multiple regression analysis : A generalized least squares approach," Journal of Econometrics, Elsevier, vol. 1(4), pages 317-328, December.
    7. Griliches, Zvi, 1986. "Economic data issues," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 25, pages 1465-1514, Elsevier.
    8. J. C. G. Boot & W. Feibes & J. H. C. Lisman, 1967. "Further Methods of Derivation of Quarterly Figures from Annual Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 16(1), pages 65-75, March.
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