Estimation and Seasonal Adjustment of Population Means Using Data From Repeated Surveys
提出一种动态结构模型，用于对定期轮换面板调查中的人口均值进行估计和季节调整，模型考虑了面板估计量间的相关性和轮换组效应，适用于多种轮换模式。
Abstract I consider estimation and seasonal adjustment of population means based on rotating panel surveys carried out at regular time intervals. The analysis uses a dynamic structural model that assumes a decomposition of the mean into a trend-level component and a seasonal component. The model accounts for the correlations between individual panel estimators and for possible rotation group effects. It can be applied to general rotation patterns using either the individual panel estimates or the aggregate sample estimates, depending on data availability. Empirical results illustrating the important features of the procedure are presented. KEY WORDS: Kalman filterPanel surveyRotation biasSmoothingStructural models