Small area estimation with state-space common factor models for rotating panels

13-5-2014 08:30

Macro-economic indicators about the labour force, published by national statistical institutes, are predominantly based on rotating panels. Sample sizes of most Labour Force Surveys in combination with the design-based or model-assisted mode of inference, usually applied in survey sampling, obstructs the publication of such indicators on a monthly frequency. It is shown how multivariate structural time series models can be used to obtain more precise model-based estimates.

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