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Department of Economics, Umeå University 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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