Microbased Time Series Analysis: Optimal prediction of eggregated AR(1)- series from survey samples

Claes-M. Cassel () and Peter Lundquist
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Claes-M. Cassel: Dept. of Economic Statistics, Stockholm School of Economics, Postal: Stockholm School of Economics, P.O. Box 6501, 113 83 Stockholm, Sweden

No 38, SSE/EFI Working Paper Series in Economics and Finance from Stockholm School of Economics

Abstract: Using a microbased superpopulation approach some aspects of optimal prediction of aggregated AR(1) processes are studied.

Keywords: Microbased time series analysis; superpopulation model; sampling error; autocorrelation function; optimal prediction (search for similar items in EconPapers)
JEL-codes: C32 C42 (search for similar items in EconPapers)
Pages: 22 pages
Date: 1994-11
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Persistent link: https://EconPapers.repec.org/RePEc:hhs:hastef:0038

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