Forecasting based on Very Small Samples and Additional Non-Sample Information

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

No 472, Umeå Economic Studies from Umeå University, Department of Economics

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 (search for similar items in EconPapers)
JEL-codes: C22 C53 C82 F17 I20 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-gth
Date: 1998-08-21
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Published in Festschrift for tarmo Pukkila on his 60th Birthday., Liski, Erkki P, isotalo, Jarkko, Niemelä, Jarmo, Puntanen, Simo, Styan, George P H (eds.), 2006, chapter 3, pages 63-77, University of Tampere.

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