Forecasting based on Very Small Samples and Additional Non-Sample Information

Generalized method of moments estimation and forecasting is introduced for very small samples when additional non-sample information is available. Small simulation experiments are conducted for the linear model with errors-in-variables and for a Poisson regression model. Two empirical illustrations are included. One is based on Ukrainian imports and the other on private schools in a Swedish county.

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Year of publication:	1998-08-21
Authors:	Brännäs, Kurt ; Hellström, Jörgen
Institutions:	Institutionen för Nationalekonomi, Umeå Universitet
Subject:	Generalized method of moments \| additional information \| forecasting \| Ukrainian imports \| private schools

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Extent:	application/pdf
Series:	Umeå Economic Studies.
Type of publication:	Book / Working Paper
Notes:	Published in Festschrift for tarmo Pukkila on his 60th Birthday., Liski, Erkki P, isotalo, Jarkko, Niemelä, Jarmo, Puntanen, Simo, Styan, George P H (eds.), 2006, chapter 3, pages 63-77, University of Tampere. The text is part of a series Umeå Economic Studies Number 472 15 pages
Classification:	C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data ; F17 - Trade Forecasting and Simulation ; I20 - Education. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005651952