Best Linear Unbiased Estimation of Missing Observations in an Economic Time Series

DOI10.2307/2285608zbMath0342.62018OpenAlexW4241500927MaRDI QIDQ4110457

Gregory C. Chow, An-loh Lin

Publication date: 1976

Full work available at URL: https://doi.org/10.2307/2285608

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (4)

Linear regression using both temporally aggregated and temporally disaggregated data ⋮ Unnamed Item ⋮ Asymptotic properties of local polynomial regression with missing data and correlated errors ⋮ Cointegrating regressions with messy regressors and an application to mixed-frequency series

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