IDEAS home Printed from https://ideas.repec.org/a/bla/jtsera/v15y1994i2p167-181.html
   My bibliography  Save this article

Comparison Of Time And Cross‐Sectional Aggregation Under A Time Series Random Component Model

Author

Listed:
  • John L. Eltinge

Abstract

. Small‐area estimation under a stationary time series random component model is considered. Cross‐sectional aggregation and varying degrees of time aggregation are treated as competing prediction methods. An estimated mean‐squared prediction error criterion is used to compare these methods. Some exact and asymptotic properties of this criterion are developed, a consistent estimator of the associated asymptotic variance is presented and simultaneous approximate confidence intervals for the mean‐squared prediction errors are discussed. Time aggregation of a single series is considered as a special case. In addition, an extension to the assessment of mean‐squared prediction errors of synthetic small‐area predictors is outlined.

Suggested Citation

  • John L. Eltinge, 1994. "Comparison Of Time And Cross‐Sectional Aggregation Under A Time Series Random Component Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(2), pages 167-181, March.
    • Handle: RePEc:bla:jtsera:v:15:y:1994:i:2:p:167-181
    DOI: 10.1111/j.1467-9892.1994.tb00183.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9892.1994.tb00183.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9892.1994.tb00183.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jtsera:v:15:y:1994:i:2:p:167-181. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0143-9782 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.