Very small samples and additional non-sample information in forecasting

zbMATH Open1144.62324MaRDI QIDQ5455530FDOQ5455530

Authors: Kurt Brännäs, Jörgen Hellström 

Publication date: 3 April 2008

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zbMATH Keywords

generalized method of momentsadditional informationinsider tradingprivate schools

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Parametric inference (62F99) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to social sciences (62P25)

Cited In (1)

• Unit root testing in integer-valued AR(1) models

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