Scandinavian Working Papers in Economics

Umeå Economic Studies,
Umeå University, Department of Economics

No 472: Forecasting based on Very Small Samples and Additional Non-Sample Information

Kurt Brännäs () and Jörgen Hellström ()
Additional contact information
Kurt Brännäs: Department of Economics, Umeå University, Postal: S 901 87 Umeå, Sweden
Jörgen Hellström: Department of Economics, Umeå University, Postal: S 901 87 Umeå, Sweden

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

JEL-codes: C22; C53; C82; F17; I20

15 pages, August 21, 1998

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