Forecasting based on Very Small Samples and Additional Non-Sample Information
Generalized 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.
|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.|
|Contact details of provider:|| Postal: |
Phone: 090 - 786 61 42
Fax: 090 - 77 23 02
Web page: http://www.econ.umu.se/
More information through EDIRC
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.:
- Thursby, Jerry G & Thursby, Marie C, 1984. "How Reliable Are Simple, Single Equation Specifications of Import Demand?," The Review of Economics and Statistics, MIT Press, vol. 66(1), pages 120-28, February.
- repec:cup:cbooks:9780521477444 is not listed on IDEAS
- Gourieroux Christian & Monfort Alain & Trognon A, 1982.
"Pseudo maximum lilelihood methods : applications to poisson models,"
CEPREMAP Working Papers (Couverture Orange)
- Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Applications to Poisson Models," Econometrica, Econometric Society, vol. 52(3), pages 701-20, May.
- 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.
- repec:cup:cbooks:9780521405515 is not listed on IDEAS
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
- Boylan, T. A. & Cuddy, M. P. & O'Muircheartaigh, I., 1980. "The functional form of the aggregate import demand equation : A comparison of three European economies," Journal of International Economics, Elsevier, vol. 10(4), pages 561-566, November.
- Caroline Minter Hoxby, 1994. "Do Private Schools Provide Competition for Public Schools?," NBER Working Papers 4978, National Bureau of Economic Research, Inc.
- repec:cup:cbooks:9780521471626 is not listed on IDEAS
- Kennedy, Peter, 1991. "An Extension of Mixed Estimation, with an Application to Forecasting New Product Growth," Empirical Economics, Springer, vol. 16(4), pages 401-15.
- repec:cup:cbooks:9780521477451 is not listed on IDEAS
- 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.
When requesting a correction, please mention this item's handle: RePEc:hhs:umnees:0472. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Kjell-Göran Holmberg)
If references are entirely missing, you can add them using this form.