Scandinavian Working Papers in Economics
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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

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