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Microbased Time Series Analysis: An efficient estimator of population parameters, using AR(1)-series and auxiliary information
Working paper

Microbased Time Series Analysis: An efficient estimator of population parameters, using AR(1)-series and auxiliary information

Claes M. Cassel
41
SSE/EFI Working Paper Series in Economics and Finance, 41, Stockholm School of Economics (SSE)
1994

Abstract

Microbased time series analysis superpopulation Generalised regression estimator C32 C42
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.

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