Multivariate State-Space Approach to Variance Reduction in Series with Level and Variance Breaks

This study illustrates how time-series model-based techniques can improve the production of official statistical figures for repeatedly conducted surveys. Apart from reducing the variance of design-based estimates, time series models provide estimates on the magnitude of discontinuities caused by survey redesigns. In surveys with a subdivision into several domains, such models can be effectively applied in the context of small area estimation problems.

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