SSE/EFI Working Paper Series in Economics and Finance
Microbased Time Series Analysis: Optimal prediction of aggregated AR(1)- series from survey samples II
() and Peter Lundquist
Abstract: Using a microbased superpopulation approach (see Cassel
and Lundquist (1991), (1990))the question of optimal predictors of a
population total of AR(1) series is analysed. Only a sample of the
individual timeseries in the population is observed. From the sample the
population total is predicted. Sampling aspects as well as aspects
concerning the time series models are taken into account.
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)
15 pages, November 1994
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