Umeå Economic Studies, Department of Economics, Umeå University
No 472:
Forecasting based on Very Small Samples and Additional Non-Sample Information
Kurt Brännäs ()
and Jörgen Hellström ()
Abstract: Generalized method of moments estimation and forecasting
is introduced for very small samples when additional non-sample information
is available. Small simulation experiments are conducted for the linear
model with errors-in-variables and for a Poisson regression model. Two
empirical illustrations are included. One is based on Ukrainian imports and
the other on private schools in a Swedish county.
Keywords: Generalized method of moments; additional information; forecasting; Ukrainian imports; private schools; (follow links to similar papers)
JEL-Codes: C22; C53; C82; F17; I20; (follow links to similar papers)
15 pages, August 21, 1998
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- This paper is published as:
-
Brännäs, Kurt and Jörgen Hellström, (2006), 'Forecasting based on Very Small Samples and Additional Non-Sample Information' in Liski, Erkki P, Jarkko isotalo, Jarmo Niemelä, Simo Puntanen and George P H Styan (eds.) Festschrift for tarmo Pukkila on his 60th Birthday., chapter 3, pages 63-77, University of Tampere.
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