Wykorzystanie dynamicznych modeli liniowych w estymacji pośredniej

• Authors: Kamil Wilak

Title variants

EN

Application of dynamic linear models in indirect estimation

• Languages of publication: PL

Abstracts

EN

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.

Keywords

EN

indirect estimation; borrowing strength across time; dynamic linear models

• Publisher: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
• Journal: Econometrics. Ekonometria. Advances in Applied Data Analytics
• Year: 2013
• Issue: 2(40)
• Pages: 126-138

Contributors

author

Kamil Wilak

• Uniwersytet Ekonomiczny w Poznaniu

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