Macro-integration: Multivariate Denton
Benchmarking is a specific type of reconciliation problem in macro-integration. It consists of reconciling systems of accounts based on different periods (e.g. quarterly versus annual accounts). This report contains an extension of the multivariate Denton method for benchmarking (see also the report ‘Macro-integration: Data reconciliation’). The extension comprises soft restrictions, inequality restrictions and ratio restrictions.
- File File - 2012-Macro-integration-mulitivariate-denton-art