Microbased Time Series Analysis: Estimating the autocorrelation function using survey samples III
AbstractThe question of minimizing the bias due to the survey sampling error when estimating the autocorrelation function of aggregated AR(1) processes is studied.
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Bibliographic InfoPaper provided by Stockholm School of Economics in its series Working Paper Series in Economics and Finance with number 37.
Length: 14 pages
Date of creation: Nov 1994
Date of revision:
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More information through EDIRC
Microbased time series analysis; superpopulation model; sampling error; autocorrelation function;
Find related papers by JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C42 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Survey Methods
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