Microbased Time Series Analysis: An efficient estimator of population parameters, using AR(1)-series and auxiliary information
An estimator of population parameters for cross sectional analysis is suggested. The estimator is basically the generalised regression estimator (TGR) but with an adjustment derived from optimal predictors of AR(1)-series. The P- properties of the estimator are studied and the efficiency of the estimator is compared to that of TGR. It is shown to be more efficient than TGR in some circumstances.
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|Date of creation:||Nov 1994|
|Contact details of provider:|| Postal: The Economic Research Institute, Stockholm School of Economics, P.O. Box 6501, 113 83 Stockholm, Sweden|
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