European Business Schools Librarian's Group
SSE/EFI Working Paper Series in Economics and Finance,
Stockholm School of Economics
No 38: Microbased Time Series Analysis: Optimal prediction of eggregated AR(1)- series from survey samples
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: 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
22 pages, November 1994
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