Estimation of Spatial Lag Model Under Random Missing Data in the Dependent Variable. Two Stage Estimator with Imputation
The main goal of this article is to propose estimators for the Spatial Lag Model (SLM) under missing data context. We present three alternatives estimators for the SLM based on Two Stage Least Squares estimation methodology. The estimators are eÿcient within their type and consistent under random mi...
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| Format: | Article |
| Language: | English |
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Pontificia Universidad Católica del Perú
2021-05-01
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| Series: | Economía |
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| Online Access: | http://revistas.pucp.edu.pe/index.php/economia/article/view/23710 |