Estimation of the monthly unemployment rate through structural time series modelling in a rotating panel design - ARCHIVED

Articles and reports: 12-001-X200900211040

Description:

In this paper a multivariate structural time series model is described that accounts for the panel design of the Dutch Labour Force Survey and is applied to estimate monthly unemployment rates. Compared to the generalized regression estimator, this approach results in a substantial increase of the accuracy due to a reduction of the standard error and the explicit modelling of the bias between the subsequent waves.

Issue Number: 2009002
Author(s): Krieg, Sabine; van den Brakel, Jan

Main Product: Survey Methodology

FormatRelease dateMore information
PDFDecember 23, 2009