缺失季度观测值的构建与使用:一种基于模型的方法

The Construction and Use of Approximations for Missing Quarterly Observations: A Model-Based Approach

Journal of Business & Economic Statistics · 1986
被引 4
人大 AABS 4

中文导读

用基于模型的方法,从荷兰劳动力市场的年度数据推导出季度数据,作为代理变量用于估计和分析结构性劳动市场方程。

Abstract

We use a model-based approach to derive quarterly figures on several variables for the aggregate labor market in the Netherlands that are only observed annually. These approximations are conditional expectations derived from univariate and bivariate quarterly time series models for the series under consideration. They are subsequently used as proxies to estimate and analyze the structural labor market equations. Attention is given to the properties of estimation procedures based on proxy variables.

缺失季度数据模型基方法条件期望代理变量