Fehlende Beobachtungen in autoregressiven Verhaltensgleichungen
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Fehlende Beobachtungen in autoregressiven Verhaltensgleichungen
Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 104 (1984), Iss. 1 : pp. 21–28
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Hasenkamp, Georg
References
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Abstract
This paper illustrates a method to estimate autoregressive equations whenever some observations are missing. By substituting for the missing observation one obtains a combination of linear and non-linear equations. The common parameters in these equations are estimated by a two-step-method. An empirical illustration of this method is provided by using data on industrial demand for electricity