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The Economic Research Institute, Stockholm School of Economics SSE/EFI Working Paper Series in Economics and Finance

No 41:
Microbased Time Series Analysis: An efficient estimator of population parameters, using AR(1)-series and auxiliary information

Claes-M. Cassel ()

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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