The low unemployment rates traditionally enjoyed by Sweden have often been attributed to the country's extensive system of active labour market programmes, which have thus frequently been regarded as a model for other countries to emulate. However, unemployment grew enormously in Sweden when the...

The results of a national fear of crime survey are compared with results following the use of different nonresponse correction procedures. We compared naive estimates, weighted estimates, estimates after a thorough nonresponse follow-up and estimates after multiple imputation. A strong...

Many different robust estimation approaches for the covariance or shape matrix of multivariate data have been established until today. Tyler's M-estimator has been recognized as the 'most robust' M-estimator for the shape matrix of elliptically symmetric distributed data. Tyler's Mestimators for...

We introduce a high-dimensional structural time series model, where co-movement between the components is due to common factors. A two-step estimation strategy is presented, which is based on principal components in differences in a first step and state space methods in a second step. The...

Incomplete data is a common problem of survey research. Recent work on multiple imputation techniques has increased analysts? awareness of the biasing effects of missing data and has also provided a convenient solution. Imputation methods replace non-response with estimates of the unobserved...

The main purpose of this paper is to study the problem created by the lack of information about the credit history of some debtors in the databases used to develop credit scoring models and the use of information about behavior compiled by a credit risk register as a potential solution to the...

With panel data important issues can be resolved that can not beaddressed with cross--sectional data. A major drawback is that paneldata suffer from more severe missing data problems. Adding a sampleconsisting of new units randomly drawn from the original populationas replacements for units who...

We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step, but retain a fully nonparametric specification in the first step. Such estimators exist in many economic applications, including a wide range of missing data and...

Missing values are a major problem in all econometric applications based on survey data. A standard approach assumes data are missing-at-random and uses imputation methods, or even listwise deletion. This approach is justified if item non-response does not depend on the potentially missing...