Benchmarking Time Series with Autocorrelated Survey Errors
From MaRDI portal
Publication:4850156
DOI10.2307/1403767zbMath0831.62062MaRDI QIDQ4850156
Pierre A. Cholette, Estela Bee Dagum
Publication date: 13 February 1996
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403767
heteroscedasticity; bias; autocorrelation; relative efficiency; ARMA processes; Denton method; regression benchmarking method; survey errors
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
Benchmarked estimates in small areas using linear mixed models with restrictions, Reconciliation of systems of time series according to a growth rates preservation principle, A non-parametric iterative smoothing method for benchmarking and temporal distribution, Combining multiple time series predictors: A useful inferential procedure, Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation, Adjusting economic estimates in business surveys