S-WoPEc
 
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 37:
Microbased Time Series Analysis: Estimating the autocorrelation function using survey samples III

Claes-M. Cassel () 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

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:0037 This page was generated on 2014-12-14 19:22:48