Abstract
The question of minimizing the bias due to the survey sampling error when estimating the autocorrelation function of aggregated AR(1) processes is studied.
- Title
- Microbased Time Series Analysis: Estimating the autocorrelation function using survey samples III
- Creators
- Claes M. Cassel - Stockholm School of Economics, {Historical} Department of Economic StatisticsPeter Lundquist
- Publication Details
- Vol.1994(37)
- Series
- SSE/EFI Working Paper Series in Economics and Finance; 37
- Publisher
- Stockholm School of Economics (SSE)
- Number of pages
- 14
- Academic Unit
- {Historical} Department of Economic Statistics
- Language
- English
- Resource Type
- Working paper