论文信息 - Best Linear Unbiased Estimation of Missing Observations in an Economic Time Series

Best Linear Unbiased Estimation of Missing Observations in an Economic Time Series

Abstract The best linear unbiased estimator which we proposed previously for interpolating, distributing, and extrapolating a time series by related series is applied to the estimation of missing observations. Under special assumptions, the problem reduces to the one treated in Doran [2]. Our estimator is compared with his and is shown to be more efficient.

G. Chow | An-loh Lin | Gregory C. Chow | An-loh Lin

[1] G. Chow,et al. Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series , 1971 .

[2] H. Doran,et al. Prediction of Missing Observations in the Time Series of an Economic Variable , 1974 .