SSE/EFI Working Paper Series in Economics and Finance
Microbased Time Series Analysis: An efficient estimator of population parameters, using AR(1)-series and auxiliary information
Abstract: An estimator of population parameters for cross sectional
analysis is suggested. The estimator is basically the generalised
regression estimator (TGR) but with an adjustment derived from optimal
predictors of AR(1)-series. The P- properties of the estimator are studied
and the efficiency of the estimator is compared to that of TGR. It is shown
to be more efficient than TGR in some circumstances.
Keywords: Microbased time series analysis; superpopulation; Generalised regression estimator; (follow links to similar papers)
JEL-Codes: C32; C42; (follow links to similar papers)
14 pages, November 1994
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