Showing 1 - 8 of 8
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....
Persistent link: https://www.econbiz.de/10005771169
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...
Persistent link: https://www.econbiz.de/10005771186
The question of minimizing the bias due to the survey sampling error when estimating the autocorrelation function of aggregated AR(1) processes is studied.
Persistent link: https://www.econbiz.de/10005190856
Using a microbased superpopulation approach some aspects of optimal prediction of aggregated AR(1) processes are studied.
Persistent link: https://www.econbiz.de/10005423807
The effect of economic variables on the probability of being absent is studied using panel data for a sample of 1,056 blue collar workers covering day-to-day data for the time period of one year (1991), in all 365,565 observations. Also, the effect of a reform in the sickness insurance on worker...
Persistent link: https://www.econbiz.de/10005649263
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...
Persistent link: https://www.econbiz.de/10005649275
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...
Persistent link: https://www.econbiz.de/10005649282
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...
Persistent link: https://www.econbiz.de/10005649467