Comparison of benchmarking methods with and without a survey error model

International Statistical Review

Volumn 74, Issue 3, 2006, Pages 285-304

  Chen, Zhao Guo ^a   Wu, Ka Ho ^b  

^a STATISTICS CANADA   (Canada)

^b CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

ARMA model; Denton method; DS and TS model; Regression; Signal extraction

Indexed keywords

EID: 33846686191     PISSN: 03067734     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1751-5823.2006.tb00297.x     Document Type: Review

References (18)

1. Bassi, V.L. (1958). "Appendix A". In Economic Forecasting, Ed. V.L. Bassi. New York: McGraw-Hill.
2. Bloem, A.M., Dippelsman, R.J. & Maehle, N.O. (2001). Quarterly National Accounts Manual: Concepts, Data Sources and Compilation. International Monetary Fund, Washington.
3. Chen, Z.G., Cholette, P.A. & Dagum, E.B. (1996). A nonparametric method for benchmarking survey data via signal extraction. Working paper of Statistics Canada, No. BSMD-96-001E.
4. Chen, Z.G., Cholette, P.A. & Dagum, E.B. (1997). A nonparametric method for benchmarking survey data via signal extraction. Journal of the American Statistical Association, 92, 1563-1571.
5. Chen, Z.G. & Wu, K.H. (2005). Survey error modelling in the presence of benchmarks. Submitted for publication.
6. Cholette, P.A. (1984). Adjusting sub-annual series to yearly benchmarks. Survey Methodology, 10, 35-49.
7. Cholette, P.A. & Dagum, E.B. (1994). Benchmarking time series with autocorrelated survey errors. International Statistical Review, 62, 365-377.
8. Chow, G.C. & Lin, A. (1971). Best linear unbiased interpolation, distribution and extrapolation of time series by related series. The Review of Economics and Statistics, 53, 372-375.
9. Dagum, E.B., Cholette, P.A. & Chen, Z.G. (1998). A unified view of signal extraction benchmarking, interpolation and extrapolation of time series. International Statistical Review, 66, 245-296.
10. Denton, F.T. (1971). Adjustment of monthly or quarterly series to annual totals: An approach based on quadratic minimization. Journal of the American Statistical Association, 66, 99-102.
11. Durbin, J. & Quenneville, B. (1997). Benchmarking by state space models. International Statistical Review, 65, 23-48.
12. Fernández, R.B. (1981). A methodological note on the estimation of time series. The Review of Economics and Statistics, 63, 471-476.
13. Hillmer, S.C. & Trabelsi, A. (1987). Benchmarking of economic time series. Journal of the American Statistical Association, 82, 1064-1071.
14. Nasse, P. (1973). Le système des comptes nationaux trimestriels. Annales de l'Insee, No. 14 (September-December), 119-161.
15. Nelson, C.R. & Plosser, C.I. (1982). Trends and random walks in macroeconomic time series. Journal of Monetary Economics, 10, 139-162.
16. Pfeffermann, D. (1991). Estimation and seasonal adjustment of population means using data from repeated surveys. Journal of Business and Economic Statistics, 9, 163-175.
17. Scott, A.J., Smith, T.M.F. & Jones, R.G. (1977). The application of time series methods to the analysis of repeated surveys. International Statistical Review, 45, 13-28.
18. Trabelsi, A. & Hillner, S.T. (1990). Bench-marking time series with reliable bench-marks. Applied Statistics (JRSS, Series C), 39, 367-379.