Regression and rate of change in economic time series
Citation:
PD Praetz, 'Regression and rate of change in economic time series', Economic and Social Research Institute, Economic and Social Review, Vol.4 (Issue 1), 1972, 1972, pp87-89Download Item:
Abstract:
This note comments on Geary's (1972) use of regression to calculate the rate of change in economic time series. His paper refers to "the rate of change", but it does not distinguish between the instantaneous rate of change, with which he is concerned, and the common discrete rate, which is a rate per period. The bias and variance of the estimators of the discrete rate of change for the two methods discussed by Geary are derived, using his assumptions.
Author: Praetz, PD
Publisher:
Economic & Social StudiesType of material:
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Series/Report no:
Economic and Social ReviewVol.4 (Issue 1), 1972
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0012-9984Metadata
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