- Tytuł:
-
Wykorzystanie dynamicznych modeli liniowych w estymacji pośredniej
Application of dynamic linear models in indirect estimation - Autorzy:
- Wilak, Kamil
- Powiązania:
- https://bibliotekanauki.pl/articles/425221.pdf
- Data publikacji:
- 2013
- Wydawca:
- Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
- Tematy:
-
indirect estimation
borrowing strength across time
dynamic linear models - Opis:
- In this paper we describe a method of estimation which uses dynamic linear models and then we use this method for estimating unemployment rate. We attempt also to evaluate this approach in respect of the quality of assessment. In this aim we do simulation study which purpose is to compare estimators based on dynamic linear models to direct es-timators. The results of the survey show that the use of time series models may greatly re-duce variance of direct estimators, and thereby increase the precision of assessment.
- Źródło:
-
Econometrics. Ekonometria. Advances in Applied Data Analytics; 2013, 2(40); 126-138
1507-3866 - Pojawia się w:
- Econometrics. Ekonometria. Advances in Applied Data Analytics
- Dostawca treści:
- Biblioteka Nauki
Artykuł