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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Year of publication:	1994-11
Authors:	Cassel, Claes-M.
Institutions:	Economics Institute for Research (SIR), Handelshögskolan i Stockholm
Subject:	Microbased time series analysis \| superpopulation \| Generalised regression estimator

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Series:	SSE/EFI Working Paper Series in Economics and Finance.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Working Paper Series in Economics and Finance Number 41 14 pages
Classification:	C32 - Time-Series Models ; C42 - Survey Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005771186