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Missing observations in the dynamic regression model

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  • 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.

Abstract

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Suggested Citation

  • Palm, F.C. & Nijman, Th., 1982. "Missing observations in the dynamic regression model," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1982-18
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    References listed on IDEAS

    as
    1. Gelauff, G. M. M. & Harkema, R., 1977. "Estimating Quarterly Models With Partly Missing Quarterly Observations," Econometric Institute Archives 272160, Erasmus University Rotterdam.
    2. 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.
    3. Christian Gourieroux & Alain Monfort, 1981. "On the Problem of Missing Data in Linear Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 48(4), pages 579-586.
    4. Dijk, Frans van & Nijkamp, Peter, 1980. "Analysis of conflicts in dynamical environmental systems via catastrophe theory," Regional Science and Urban Economics, Elsevier, vol. 10(3), pages 429-451, August.
    5. 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.
    6. Victor A. Ginsburgh, 1973. "A Further Note on the Derivation of Quarterly Figures Consistent with Annual Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 22(3), pages 368-374, November.
    7. Schreuder, H., 1979. "De maatschappelijke verantwoordelijkheid van ondernemingen," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    8. Blommestein, H.J. & Nijkamp, P. & Veenendaal, W.M. van, 1979. "Shopping perceptions and preferences : a multidimensional attractiviness analysis of consumer and entrepreneurial attitudes," Serie Research Memoranda 0007, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    9. Hulst, N. van, 1980. "De effectiviteit van de geleide loonpolitiek in Nederland," Serie Research Memoranda 0008, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    10. Dijck, P. van & Verbruggen, H., 1980. "Productive employment in developing countries' exporting industries," Serie Research Memoranda 0003, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    11. 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.
    12. Smit, H.P., 1980. "Medium- and long-term models for the escap-region : a review of existing models and a proposal for a new model system," Serie Research Memoranda 0002, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    13. Chow, Gregory C & Lin, An-loh, 1971. "Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series," The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-375, November.
    14. Palm, Franz C & Vogelvang, Engbert & Kodde, David A, 1984. "Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(3), pages 579-601, October.
    15. Sims, Christopher A, 1971. "Discrete Approximations to Continuous Time Distributed Lags in Econometrics," Econometrica, Econometric Society, vol. 39(3), pages 545-563, May.
    16. Vogelvang, E., 1980. "A short term econometric model for the consumer demand of roasted coffee in the Netherlands," Serie Research Memoranda 0007, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    17. Nijkamp, P. & Soffer, A., 1979. "Soft multicriteria decision models for urban renewal plans," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    18. Hsiao, Cheng, 1979. "Linear regression using both temporally aggregated and temporally disaggregated data," Journal of Econometrics, Elsevier, vol. 10(2), pages 243-252, June.
    19. Nijkamp, P., 1980. "Perspectives for urban analyses and policies," Serie Research Memoranda 0010, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    20. 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.
    21. 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.
    22. Arntzen, J.W., 1979. "Duality, segmentation and dynamics on a regional labour market," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
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    Keywords

    Econometrie; Regressiemodellen;

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