Advances and Applications in Statistics
Volume 41, Issue 2, Pages 129 - 136
(August 2014)
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NEW ESTIMATORS OF AR(2) PANEL DATA MODEL
Sayed Mesheal El-Sayed, Ahmed Amin El-Sheikh and Mohamed Khalifa Ahmed Issa
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Abstract: The paper suggests estimates of the parameters of autoregressive of order two (with and without constant) for panel data model by using ordinary least squares (OLS) method which is an extension of the work of Levin and Lin [14] and Quah [17]. |
Keywords and phrases: autoregressive model, panel data, ordinary least squares, quasi maximum likelihood, AR(2). |
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