Showing 1 - 10 of 21,094
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 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
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...
Persistent link: https://www.econbiz.de/10005649165
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
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 present article examines the linear estimation of a finite population mean, under a regression superpopulation model with unknown parameters and correlated residuals. Asymptotic design unbiasedness and weak robustness are desirable properties of the estimators when the model is misspecified....
Persistent link: https://www.econbiz.de/10005690282
It will be discussed if the confidence in the results of the production of economic and social data will be justified. Probability based conclusions are possible concerning the sampling error. In order to quantify the non-sampling error an accuracy check is necessary which causes practical...
Persistent link: https://www.econbiz.de/10008596467
Beyer, Doornik and Hendry (2000, 2001) show analytically that three out of four aggregation methods yield problematic results when exchange rate shifts induce relative-price changes between individual countries and found the least problematic method to be the variable weight method of growth...
Persistent link: https://www.econbiz.de/10011605195
Beyer, Doornik and Hendry (2000, 2001) show analytically that three out of four aggregation methods yield problematic results when exchange rate shifts induce relative-price changes between individual countries and found the least problematic method to be the variable weight method of growth...
Persistent link: https://www.econbiz.de/10009640410