Advances and Applications in Statistics
Volume 63, Issue 1, Pages 109 - 117
(July 2020) http://dx.doi.org/10.17654/AS063010109 |
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ESTIMATION OF AR(1) PANEL DATA MODELS WITH MISSING OBSERVATIONS
Mohamed Khalifa Ahmed Issa and Mahmoud Mohamed Abdelwahab Mahmoud
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Abstract: In this paper, the estimator for the first order autoregressive model AR(1) panel data with missing data is derived by using ordinary least squares method (OLS), which can be considered as an extension of El-Sayed et al. [6]. In addition, the properties of its estimator are discussed (linearity and BLUE). |
Keywords and phrases: time series, AR(1) model, panel data, OLS, missing observations, BLUE.
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