Microbased Time Series Analysis: Optimal prediction of aggregated AR(1)- series from survey samples II

Using a microbased superpopulation approach (see Cassel and Lundquist (1991), (1990))the question of optimal predictors of a population total of AR(1) series is analysed. Only a sample of the individual timeseries in the population is observed. From the sample the population total is predicted. Sampling aspects as well as aspects concerning the time series models are taken into account.

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Year of publication:	1994-11
Authors:	Cassel, Claes-M. ; Lundquist, Peter
Institutions:	Economics Institute for Research (SIR), Handelshögskolan i Stockholm
Subject:	Microbased time series analysis \| superpopulation model \| sampling error \| autocorrelation function \| optimal prediction

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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 39 15 pages
Classification:	C32 - Time-Series Models ; C42 - Survey Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005771169