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Fehlende Beobachtungen in autoregressiven Verhaltensgleichungen

Fehlende Beobachtungen in autoregressiven Verhaltensgleichungen
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Year:    1984

Author:    Hasenkamp, Georg

Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 104 (1984), Iss. 1 : pp. 21–28

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

Journal Article Details

Publisher Name:    Global Science Press

Language:    Multiple languages

DOI:    https://doi.org/10.3790/schm.104.1.21

Journal of Contextual Economics – Schmollers Jahrbuch, Vol. 104 (1984), Iss. 1 : pp. 21–28

Published online:    1984-01

AMS Subject Headings:    Duncker & Humblot

Copyright:    COPYRIGHT: © Global Science Press

Pages:    8

Author Details

Hasenkamp, Georg

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Section Title Page Action Price
Georg Hasenkamp: Fehlende Beobachtungen\rin autoregressiven Verhaltensgleichungen 21
I. Einführung 21
II. Der behandelte Fall 23
III. Ein empirisches Beispiel 25
Zusammenfassung 28
Summary 28
Literatur 28