Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/192315 
Authors: 
Year of Publication: 
2002
Series/Report no.: 
Discussion Papers No. 333
Publisher: 
Statistics Norway, Research Department, Oslo
Abstract: 
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.
Subjects: 
Surveys
Kalman filter
time series.
JEL: 
C22
C53
C81
Document Type: 
Working Paper

Files in This Item:
File
Size
266.15 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.