Model-based small area predictors are derived under the assumption that data files are complete. In application to real data, files may contain missing values. We introduce a variant of the bivariate Fay-Herriot model that takes into account for missing values in one component of the target...

Longitudinal surveys collecting information on certain phenomena at several time points are very popular because they allow to analyze the changes over time. Data coming from those surveys often present correlation over time that should be accounted for by the considered statistical procedures....

Within this article, a generalized calibration approach is presented, which provides coherent and efficient estimates considering a high number of constraints on different hierarchical levels. These constraints may be obtained from different sources such as survey data, register data,...

Spatial dynamic microsimulations allow for the multivariate analysis of complex socioeconomic systems with geographic segmentation. For this, a synthetic replica of the system as base population is stochastically projected into future periods. Thereby, the projection is based on micro-level...

Many variables that social and economic researchers seek to analyze through regression analysis violate normality assumptions. A standard remedy in that case is the logarithmic transformation. However, taking logarithms is not always sufficient to restablish model assumptions. A more general...

Microsimulations usually contain various transition processes such as births and deaths, relocations, and change in household characteristics. The estimation, organisation, and implementation of these processes can have a substantial impact on the simulation outcomes. We propose to evaluate a...

In this paper, we estimate a logit mixture vector autoregressive (Logit-MVAR) model describing monetary policy transmission in the euro area over the period 1999..2015. MVARs allow us to differentiate between different states of the economy. In our model, the state weights are determined by an...