Best Linear Unbiased Estimation of Missing Observations in an Economic Time Series
经济时间序列缺失观测的最佳线性无偏估计
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.