Discussion Papers no. 333
Small continuous surveys and the Kalman filter
The time series nature of repeated surveys is seldom taken into account. I present a statistical model of repeated surveys and construct a computationally feasible estimator based on the Kalman filter. The novelty is that the estimator efficiently uses the whole underlying data set. However, for computational purposes, we only need the first and second empirical moments of the data.
Om publikasjonen
- Tittel
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Small continuous surveys and the Kalman filter
- Ansvarlig
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Jo Thori Lind
- Serie og -nummer
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Discussion Papers no. 333
- Utgiver
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Statistics Norway
- Emne
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Discussion Papers
- Antall sider
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17
- Målform
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Engelsk
- Om Discussion Papers
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Discussion papers comprise research papers intended for international journals and books. A preprint of a Discussion Paper may be longer and more elaborate than a standard journal article as it may include intermediate calculations, background material etc.
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