Scandinavian Working Papers in Economics
HomeAboutSeriesSubject/JEL codesAdvanced Search
The Economic Research Institute, Stockholm School of Economics SSE/EFI Working Paper Series in Economics and Finance

No 35:
Microbased Time Series Analysis: Estimating the autocorrelation function using survey samples

Claes-M. Cassel () and Peter Lundquist

Abstract: Analysts using data from official statistical authorities often neglect the fact that data frequently is collected using sample surveys. We study the impact of sampling error on the estimation of the autocorrelation function for a population total under a microbased superpopulation time series model. We show that uncritical use of data published by statistical agencies may result in biased estimators. The bias is caused by the sampling error and is different from aggregation bias, Theil (1954). A simulation study shows that the bias can be considerable.

Keywords: Microbased time series analysis; superpopulation model; sampling error; autocorrelation function; (follow links to similar papers)

JEL-Codes: C32; C42; (follow links to similar papers)

20 pages, November 1994

Download Statistics

Questions (including download problems) about the papers in this series should be directed to Helena Lundin ()
Report other problems with accessing this service to Sune Karlsson () or Helena Lundin ().

Programing by
Design by Joachim Ekebom

Handle: RePEc:hhs:hastef:0035 This page was generated on 2014-12-14 19:22:48