Microbased Time Series Analysis: Optimal prediction of eggregated AR(1)- series from survey samples
AbstractUsing a microbased superpopulation approach some aspects of optimal prediction of aggregated AR(1) processes are 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 38.
Length: 22 pages
Date of creation: Nov 1994
Date of revision:
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Postal: The Economic Research Institute, Stockholm School of Economics, P.O. Box 6501, 113 83 Stockholm, Sweden
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More information through EDIRC
Microbased time series analysis; superpopulation model; sampling error; autocorrelation function; optimal prediction;
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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