Open AccessOn New Two-Step GMM Estimation of the Panel Vector Autoregressive Models with Missing observations
Author(s) -
Mohamed R. Abonazel,
Mohamed Ben Abdallah,
El-Housainy A. Rady
Publication year - 2022
Publication title -
wseas transactions on mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.211
H-Index - 21
eISSN - 2224-2880
pISSN - 1109-2769
DOI - 10.37394/23206.2022.21.79
Subject(s) - estimator , imputation (statistics) , autoregressive model , missing data , mean squared error , statistics , generalized method of moments , computer science , econometrics , mathematics