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Microbased Time Series Analysis: Comparing the technique of pooling time series and cross-sectional data with a microbased superpopulation approach

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  • Cassel, Claes-M.

    ()
    (Dept. of Economic Statistics, Stockholm School of Economics)

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    Abstract

    The purpose of this paper is to point out the similarities and differences between the traditional econometric approach used for analysing cross-sectional time series data and the microbased superpopulation approach. The superpopulation approach is applicable when a probability sample of units is actually drawn from a population of units and followed over time. When this situation is at hand the superpopulation approach offers a flexible way of dealing with the choice of estimation technique for analysing macrorelations. In the superpopulation approach the dummy variable technique is used for estimation conditional on the sample. Population parameters which are not identical for each unit in the population are estimated unconditionally using survey sampling principles. Questions regarding the efficiency of the estimators are discussed.

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    Bibliographic Info

    Paper provided by Stockholm School of Economics in its series Working Paper Series in Economics and Finance with number 42.

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    Length: 10 pages
    Date of creation: Nov 1994
    Date of revision:
    Handle: RePEc:hhs:hastef:0042

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    Related research

    Keywords: Time series; cross-sectional data; superpopulation approach;

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