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Data on the number of people who have committed suicide tends to be reported with a substantial time lag of around two … years. We examine whether online activity measured by Google searches can help us improve estimates of the number of suicide … for the terms ‘depression' and ‘suicide' relate to the number of suicides between 2004 and 2013. We find that estimates …
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Existing methods for data interpolation or backdating are either univariate or based on a very limited number of series, due to data and computing constraints that were binding until the recent past. Nowadays large datasets are readily available, and models with hundreds of parameters are fastly...
Persistent link: https://www.econbiz.de/10009635924
In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
Persistent link: https://www.econbiz.de/10009636544
Existing methods for data interpolation or backdating are either univariate or based on a very limited number of series, due to data and computing constraints that were binding until the recent past. Nowadays large datasets are readily available, and models with hundreds of parameters are fastly...
Persistent link: https://www.econbiz.de/10009640916
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