ΤΑΥΤΟΧΡΟΝΗ ΧΡΗΣΙΜΟΠΟΙΗΣΗ ΣΤΟΙΧΕΙΩΝ ΜΕ ΔΙΑΦΟΡΗ ΧΡΟΝΙΚΗ ΑΘΡΟΙΣΤΙΚΟΤΗΤΑ ΣΤΗΝ ΕΚΤΙΜΗΣΗ ΟΙΚΟΝΟΜΕΤΡΙΚΩΝ ΥΠΟΔΕΙΓΜΑΤΩΝ

IN PRACTICAL MODEL-BUILDING SITUATION THE ECONOMIST FREQUENTLY ENCOUNTERS SERIES WHICH, AT LEAST FOR PART OF THE TIME PERIOD UNDER CONSIDERATION ARE ONLY AVAILABLE AT A HIGHER LEVEL OF TEMPORAL AGGREGATION THAN THE REMAINDER OF THE SERIES HE IS USING . IN THESE CIRCUMSTANCES THE ECONOMIST WILL GENERALLY CHOOSE BETWEEN ESTIMATING AN MODEL IN THE POSSIBLE AGGREGATION LEVEL OR TO INTERPOLATE THEMISSING DATA IN ORDER TO ESTIMATE THE MODEL IN THE PROPER LIVE AGGREGATION LEVEL. IN THIS DISSERTATION WE SUGGEST A METHOD TO ESTIMATE THE MODEL IN THE PROPER AGGREGATION LEVEL. WE TREAT THE MISSING OBSERVATIONS AS UNKNOWN PARAMETERS WHICH HAVE TO BE ESTIMATED SIMULTANEOUSLY WITH THE OTHER PARAMETERS OF THE MODEL,TAKING INTO ACCOUNT ALL THE AVAILABLE INFORMATION. OUR METHOD IS A FULL INFORMATION LIKELIHOOD METHOD.

Grantor dc:publisher

University of Piraeus (UNIPI)

Year dc:date

1989

Author dc:creator

• Τσερκέζος, Δίκαιος

• "MISSING" OBSERVATIONS TECHNIQUES
• CORRECTION OF ELECTRICITY CONJUMPTION DATA
• DYNAMIC SYSTEM OF EQUATIONS
• FULL INFORMATION MAXIMUM LIKELIHOOD TECHNIQUES
• SINCLE EQUATION MODELS (DYNAMIC)
• TIMEAGGREGATION-ECONOMETRIC MODELLING
• ΕΚΤΙΜΗΣΗ ΣΥΣΤΗΜΑΤΟΣ ΚΑΤΑΝΑΛΩΣΗΣ Η/Ε ΣΤΗΝ ΕΛΛΑΔΑ
• ΕΦΑΡΜΟΓΕΣ ΕΜΠΕΙΡΙΚΕΣ ΣΤΗΝ ΔΙΟΡΘΩΣΗ ΤΗΣ Η/Ε
• ΤΕΧΝΙΚΕΣ "MISSING OBSERVATIONS"
• ΤΕΧΝΙΚΕΣ ΜΕΓΙΣΤΗΣ ΠΙΘΑΝΟΦΑΝΕΙΑΣ
• ΥΠΟΔΕΙΓΜΑΤΑ ΔΥΝΑΜΙΚΑ ΑΛΛΗΣ ΕΞΙΣΩΣΗΣ
• ΥΠΟΔΕΙΓΜΑΤΑ ΔΥΝΑΜΙΚΑ ΣΥΣΤΗΜΑΤΟΣ ΕΞΙΣΩΣΕΩΝ
• Κοινωνικές Επιστήμες
• Οικονομικά και Επιχειρήσεις
• Social Sciences
• Economics and Business

Language dc:language

gre

Identifier

10.12681/eadd/1162

OAI identifier oai:identifier

oai:10442/1162