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A dynamic factor model approach to incorporate Big Data in state space models for official statistics
Schiavoni, Caterina; Palm, Franz C.; Smeekes, Stephan; … - 2019
Persistent link: https://www.econbiz.de/10012174737
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A dynamic factor model approach to incorporate big data in state space models for official statistics
Schiavoni, Caterina; Palm, Franz C.; Smeekes, Stephan; … - 2020
Persistent link: https://www.econbiz.de/10012174830
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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz C.; … - 2021
Statistics Netherlands uses a state space model to estimate the Dutch unemployment by using monthly series about the labour force surveys (LFS). More accurate estimates of this variable can be obtained by including auxiliary information in the model, such as the univariate administrative series...
Persistent link: https://www.econbiz.de/10012434085
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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz C.; … - 2021
Persistent link: https://www.econbiz.de/10012436055
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Time-varying state correlations in state space models and their estimation via indirect inference
Schiavoni, Caterina; Koopman, Siem Jan; Palm, Franz C.; … - 2021
Statistics Netherlands uses a state space model to estimate the Dutch unemployment by using monthly series about the labour force surveys (LFS). More accurate estimates of this variable can be obtained by including auxiliary information in the model, such as the univariate administrative series...
Persistent link: https://www.econbiz.de/10013245231