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

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

Abstract: 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.

Keywords: Microbased time series analysis; superpopulation; Generalised regression estimator (search for similar items in EconPapers)
JEL-codes: C32 C42 (search for similar items in EconPapers)
Pages: 14 pages
Date: 1994-11
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Persistent link: https://EconPapers.repec.org/RePEc:hhs:hastef:0041

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