SSE/EFI Working Paper Series in Economics and Finance
Microbased Time Series Analysis: Estimating the autocorrelation function using survey samples III
() and Peter Lundquist
Abstract: The question of minimizing the bias due to the survey
sampling error when estimating the autocorrelation function of aggregated
AR(1) processes is studied.
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)
14 pages, November 1994
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