Using a microbased superpopulation approach (see Cassel and Lundquist (1991), (1990))the question of optimal predictors of a population total of AR(1) series is analysed. Only a sample of the individual timeseries in the population is observed. From the sample the population total is predicted....

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...

Using a microbased superpopulation approach some aspects of optimal prediction of aggregated AR(1) processes are studied.

In Sweden several associations have since the 1960s been engaged in supporting the development of better management practices in small and medium-sized companies. One pioneering effort was made by the Swedish Employers’ Confederation in designing a comprehensive self-test material called "Look...

The question of minimizing the bias due to the survey sampling error when estimating the autocorrelation function of aggregated AR(1) processes is studied.

Analysts using data from official statistical authorities often neglect the fact that data frequently are collected using sample surveys. In this paper the impact of sampling error on the estimation of the autocovariance and the autocorrelation function is studied under a micro based...

Abel (2002) shows that pessimism and doubt in the subjective distribution of the growth rate of consumption reduce the riskfree rate puzzle and the equity premium puzzle. We quantify the amount of pessimism and doubt in survey data on US consumption and income. Individual forecasters are in fact...

Analysts using data from official statistical authorities often neglect the fact that data frequently is collected using sample surveys. We study the impact of sampling error on the estimation of the autocorrelation function for a population total under a microbased superpopulation time series...

In Cassel and Lundquist (1990) the existence of sampling bias in estimating autocorrelation functions was discussed under a superpopulation model. One restriction of that model was that the time series model should not exhibit trend. In this paper we relax that restriction. The bias of a...

The purpose of this paper is to point out the similarities and differences between the traditional econometric approach used for analysing cross-sectional time series data and the microbased superpopulation approach. The superpopulation approach is applicable when a probability sample of units...