Artikel
Best linear unbiased estimate using buys-ballot procedure when trend-cycle component is linear
The Best linear unbiased estimate (BLUE) of Buys-Ballot estimates when trend-cycle component is linear are discussed in this paper. The estimates are those proposed by Iwueze and Nwogu (2004). Discussed are the Chain Based Estimation (CBE) method and the Fixed Based Estimation (FBE) method. The variates for the CBE method were found to have constant mean and variance but are correlated with only one significant autocorrelation coefficient at lag one. The variates for the FBE method were found to have constant mean, non-constant variance but with constant autocorrelation coefficient at all lags. Because the CBE variates exhibit stationarity, Best Linear unbiased estimators of the slope and intercept were derived. Numerical examples were used to illustrate the methods.
- Language
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Englisch
- Bibliographic citation
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Journal: CBN Journal of Applied Statistics ; ISSN: 2476-8472 ; Volume: 02 ; Year: 2011 ; Issue: 1 ; Pages: 15-30 ; Abuja: The Central Bank of Nigeria
- Classification
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Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Subject
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Best linear unbiased Estimator
Buys-Ballot derived variables
stationarity
minimum variance
Moving Average Process of order one
- Event
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Geistige Schöpfung
- (who)
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Iwueze, Iheanyi S.
Nwogu, Eleazar C.
Ajaraogu, Jude C.
- Event
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Veröffentlichung
- (who)
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The Central Bank of Nigeria
- (where)
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Abuja
- (when)
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2011
- Handle
- Last update
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10.03.2025, 11:42 AM CET
Data provider
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Object type
- Artikel
Associated
- Iwueze, Iheanyi S.
- Nwogu, Eleazar C.
- Ajaraogu, Jude C.
- The Central Bank of Nigeria
Time of origin
- 2011
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