SSE/EFI Working Paper Series in Economics and Finance
Microbased Time Series Analysis: Optimal prediction of eggregated AR(1)- series from survey samples
() and Peter Lundquist
Abstract: Using a microbased superpopulation approach some aspects
of optimal prediction of aggregated AR(1) processes are studied.
Keywords: Microbased time series analysis; superpopulation model; sampling error; autocorrelation function; optimal prediction; (follow links to similar papers)
JEL-Codes: C32; C42; (follow links to similar papers)
22 pages, November 1994
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