Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/63049
Authors: 
Lind, Jo Thori
Year of Publication: 
2004
Series/Report no.: 
Memorandum, Department of Economics, University of Oslo 2004,19
Abstract: 
The time series nature of repeated surveys is seldom taken into account. The few studies that take this into account usually smooth the period-wise estimates without using the cross sectional information. This leads to inefficient estimation. I present a statistical model of repeated surveys and construct a computationally simple estimator based on the Kalman filter which efficiently uses the whole underlying data set, but which is computationally very simple as 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

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