English, Article, Journal or magazine article edition: Small continuous surveys and the Kalman filter Jo Thori Lind

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Bookmark: http://trove.nla.gov.au/version/41567
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Small continuous surveys and the Kalman filter
Author
  • Jo Thori Lind
Physical Description
  • preprint
Notes
  • 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.
  • Surveys; Kalman filter; time series.
  • RePEc:ssb:dispap:333
Language
  • English
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