Showing 1 - 5 of 5
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
Persistent link: https://www.econbiz.de/10012436055
Persistent link: https://www.econbiz.de/10013411946
Persistent link: https://www.econbiz.de/10013540345
This paper investigates the feasibility of using earlier provisional data to improve the now- and forecasting accuracy of final and official statistics. We propose the use of a multivariate structural time series model which includes common trends and seasonal components to combine official...
Persistent link: https://www.econbiz.de/10015062979