Benchmarking Time Series with Autocorrelated Survey Errors

DOI10.2307/1403767zbMath0831.62062OpenAlexW2326878984MaRDI 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

zbMATH Keywords

heteroscedasticitybiasautocorrelationrelative efficiencyARMA processesDenton methodregression benchmarking methodsurvey errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (8)

Adjusting economic estimates in business surveys ⋮ Benchmarked estimates in small areas using linear mixed models with restrictions ⋮ Benchmarked Estimators for a Small Area Mean Under a Onefold Nested Regression Model ⋮ Combining multiple time series predictors: A useful inferential procedure ⋮ Reconciliation of systems of time series according to a growth rates preservation principle ⋮ Temporal disaggregation of economic time series: The view from the trenches ⋮ A non-parametric iterative smoothing method for benchmarking and temporal distribution ⋮ Single- and two-stage cross-sectional and time series benchmarking procedures for small area estimation

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