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Missing observations in the dynamic regression model

Listed author(s):
  • Palm, F.C.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

  • Nijman, Th.

No abstract is available for this item.

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File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19820018.pdf
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Paper provided by VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics in its series Serie Research Memoranda with number 0018.

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Date of creation: 1982
Handle: RePEc:vua:wpaper:1982-18
Contact details of provider: Web page: http://www.feweb.vu.nl
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  1. Zellner, Arnold & Montmarquette, Claude, 1971. "A Study of Some Aspects of Temporal Aggregation Problems in Econometric Analyses," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 335-342, November.
  2. Christian Gourieroux & Alain Monfort, 1981. "On the Problem of Missing Data in Linear Models," Review of Economic Studies, Oxford University Press, vol. 48(4), pages 579-586.
  3. Litterman, Robert B, 1983. "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-173, April.
  4. 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.
  5. Litterman, Robert B, 1983. "A Random Walk, Markov Model for the Distribution of Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(2), pages 169-173, April.
  6. Sims, Christopher A, 1971. "Discrete Approximations to Continuous Time Distributed Lags in Econometrics," Econometrica, Econometric Society, vol. 39(3), pages 545-563, May.
  7. GINSBURGH, Victor A., "undated". "A further note on the derivation of quarterly figures consistent with annual data," CORE Discussion Papers RP 161, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Hsiao, Cheng, 1979. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 10(2), pages 243-252, June.
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