Forecasting based on Very Small Samples and Additional Non-Sample Information
AbstractGeneralized method of moments estimation and forecasting is introduced for very small samples when additional non-sample information is available. Small simulation experiments are conducted for the linear model with errors-in-variables and for a Poisson regression model. Two empirical illustrations are included. One is based on Ukrainian imports and the other on private schools in a Swedish county.
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Bibliographic InfoPaper provided by Umeå University, Department of Economics in its series Umeå Economic Studies with number 472.
Length: 15 pages
Date of creation: 21 Aug 1998
Date of revision:
Publication status: Published in Festschrift for tarmo Pukkila on his 60th Birthday., Liski, Erkki P, isotalo, Jarkko, Niemelä, Jarmo, Puntanen, Simo, Styan, George P H (eds.), 2006, chapter 3, pages 63-77, University of Tampere.
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Postal: Department of Economics, Umeå University, S-901 87 Umeå, Sweden
Phone: 090 - 786 61 42
Fax: 090 - 77 23 02
Web page: http://www.econ.umu.se/
More information through EDIRC
Generalized method of moments; additional information; forecasting; Ukrainian imports; private schools;
Find related papers by JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- F17 - International Economics - - Trade - - - Trade Forecasting and Simulation
- I20 - Health, Education, and Welfare - - Education - - - General
This paper has been announced in the following NEP Reports:
- NEP-ALL-1998-08-24 (All new papers)
- NEP-ECM-1998-08-24 (Econometrics)
- NEP-GTH-1998-08-24 (Game Theory)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984.
"Pseudo Maximum Likelihood Methods: Applications to Poisson Models,"
Econometric Society, vol. 52(3), pages 701-20, May.
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- Caroline Minter Hoxby, 1994. "Do Private Schools Provide Competition for Public Schools?," NBER Working Papers 4978, National Bureau of Economic Research, Inc.
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- Brannas, Kurt, 1995. "Prediction and control for a time-series count data model," International Journal of Forecasting, Elsevier, vol. 11(2), pages 263-270, June.
- Arthur Lewbel, 1997. "Constructing Instruments for Regressions with Measurement Error when no Additional Data are Available, with an Application to Patents and R&D," Econometrica, Econometric Society, vol. 65(5), pages 1201-1214, September.
- Hellstrom, Jorgen, 2001. "Unit root testing in integer-valued AR(1) models," Economics Letters, Elsevier, vol. 70(1), pages 9-14, January.
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