McKenzie, C.R.; Kapuscinski, C.A. - In: Mathematics and Computers in Simulation (MATCOM) 44 (1997) 1, pp. 1-9
This paper compares the asymptotic efficiency of a number of two step estimators developed for estimating a static linear regression model with serially correlated errors when some observations are missing. A Monte Carlo simulation is used to illustrate the results in small samples.