The Bureau of Labor Statistics uses state-space time series models to produce small area labor force estimates from the monthly Current Population Survey (CPS). For each area, a separate model is fitted that combines a classical components model for the unobservable population values with a...

We propose simple parametric and nonparametric bootstrap methods for estimating the prediction mean square error (PMSE) of state vector predictors that use estimated model parameters. As is well known, substituting the model parameters by their estimates in the theoretical PMSE expression that...