European Business Schools Librarian's Group

SSE/EFI Working Paper Series in Economics and Finance,
Stockholm School of Economics

No 37: Microbased Time Series Analysis: Estimating the autocorrelation function using survey samples III

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

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.

Keywords: Microbased time series analysis; superpopulation model; sampling error; autocorrelation function

JEL-codes: C32; C42

14 pages, November 1994

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