Best Linear Unbiased Estimation of Missing Observations in an Economic Time Series
- 1 September 1976
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 71 (355) , 719
- https://doi.org/10.2307/2285608
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.Keywords
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