Linear regression using both temporally aggregated and temporally disaggregated data
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Publication:5917273
DOI10.1016/0304-4076(82)90009-4zbMath0504.62060MaRDI QIDQ5917273
Publication date: 1982
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://research.tilburguniversity.edu/en/publications/dc43de47-0865-4485-8f7c-8d7d5d5d90b8
ordinary least squares estimator; temporal aggregation; generalized least squares estimator; asymptotic covariance-matrix of maximum likelihood-estimators; temporally disaggregated data
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Cites Work
- The use of incomplete observations in multiple regression analysis. A generalized least squares approach
- On an Efficient Two-Step Estimator for Dynamic Simultaneous Equations Models with Autoregressive Errors
- Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
- On the Problem of Missing Data in Linear Models
- Linear regression using both temporally aggregated and temporally disaggregated data