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Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations

Published online by Cambridge University Press:  11 February 2009

Badi H. Baltagi  and
Ping X. Wu
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 13 , Issue 6 , December 1997 , pp. 889
Copyright
Copyright © Cambridge University Press 1997

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References

REFERENCES

Savin, N.E. & White, K.J. (1978) Testing for autocorrelation with missing observations. Econometrica 46, 59–67.CrossRefGoogle Scholar
Shively, T.S. (1993) Testing for autoregressive disturbances in a time series regression with missing observations. Journal of Econometrics 57, 233–255.CrossRefGoogle Scholar