A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results
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|Date of creation:||03 Jun 2008|
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- E. G. Drettakis, 1973. "Missing Data in Econometric Estimation," Review of Economic Studies, Oxford University Press, vol. 40(4), pages 537-552.
- Dagenais, Marcel G., 1976. "Incomplete observations and simultaneous-equations models," Journal of Econometrics, Elsevier, vol. 4(3), pages 231-241, August.
- Gilbert, Christopher L., 1977. "Regression using mixed annual and quarterly data," Journal of Econometrics, Elsevier, vol. 5(2), pages 221-239, March.
- Oguchi, Noriyoshi & Fukuchi, Takao, 1990. "On Temporal Aggregation of Linear Dynamic Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(1), pages 187-193, February.
- Sargan, J D & Drettakis, E G, 1974. "Missing Data in an Autoregressive Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(1), pages 39-58, February.
- Dimitris Georgoutsos & George Kouretas & Dikaios Tserkezos, "undated". "Temporal Aggregation In Structural Var Models," Working Papers 9505, University of Crete, Department of Economics.
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