Recovering precision from seemingly redundant rounded data
| Autor: | Badi H. Baltagi, Irwin L Collier |
|---|---|
| Rok vydání: | 1990 |
| Předmět: |
Index (economics)
Series (mathematics) Strategy and Management Estimator Generalized least squares Management Science and Operations Research Base (topology) Computer Science Applications Matrix (mathematics) Modeling and Simulation Statistics Econometrics Economics Constrained least squares Socialist economics Statistics Probability and Uncertainty |
| Zdroj: | Journal of Forecasting. 9:457-465 |
| ISSN: | 1099-131X 0277-6693 |
| DOI: | 10.1002/for.3980090505 |
| Popis: | Economic time series from the socialist economies of Eastern Europe and the Soviet Union are often not available. Instead, a matrix of rounded growth indexes for different base years is published. Using the constrained least squares and feasible GLS estimators developed in this paper, it is possible to predict the true matrix of growth indexes with greatly improved accuracy. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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