Benchmarking by State Space Models

DOI10.1111/J.1751-5823.1997.TB00366.XMaRDI QIDQ4361763zbMATH OpenOpenAlexFDO

Authors James Durbin, Benoit Quenneville

Publication date 1997

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1751-5823.1997.tb00366.x

Mathematics Subject Classification ID

Inference from stochastic processes (62M99)

Cites work

• Benchmarking of Economic Time Series
• Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models
• Smoothing and Interpolation with the State-Space Model

Cited in

(11)

• Further investigation into restricted Kalman filtering
• Modeling of time series arrays by multistep prediction or likelihood methods.
• Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation
• Adjusting economic estimates in business surveys
• MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION
• Benchmarked estimates in small areas using linear mixed models with restrictions
• Comparison of benchmarking methods with and without a survey error model
• Modelling \& controlling monetary and economic identities with constrained state space models
• Constrained Kalman filtering: additional results
• A coincident index for the state of the economy
• Time series modelling of repeated survey data for estimation of finite population parameters

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