Aasness, Jørgen; Belsby, Liv - Statistisk Sentralbyrå, Government of Norway - 1997
We present an approach for estimating time series of a set of latent variables satisfying accounting identities. We … measurement model connecting the latent variables to indicators from different sources, including micro and macro data. (iii …) Stochastic processes of a subset of the latent variables in the accounting system, with stochastic trend and random walk as …
