European Business Schools Librarian's Group
SSE/EFI Working Paper Series in Economics and Finance,
Stockholm School of Economics
No 41: Microbased Time Series Analysis: An efficient estimator of population parameters, using AR(1)-series and auxiliary information
Claes-M. Cassel ()
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: 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
14 pages, November 1994
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