Forecasting based on Very Small Samples and Additional Non-Sample Information

Abstract

Generalized method of moments estimation and forecasting is introduced for very small samples when additional non-sample information is available. Small simulation experiments are conducted for the linear model with errors-in-variables and for a Poisson regression model. Two empirical illustrations are included. One is based on Ukrainian imports and the other on private schools in a Swedish county.Generalized method of moments; additional information; forecasting; Ukrainian imports; private schools