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  1. Issues in the estimation of mMis-specified models of fractionally integrated processes
    Author: Nadarajah, K.; Martin, Gael M.; Poskitt, Donald Stephen
    Published: June 2014
    Publisher:  Monash University, Department of Econometrics and Business Statistics, Victoria

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
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    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Monash University, Department of Econometrics and Business Statistics ; 14, 18
    Subjects: bias; conditional sum of squares; frequency domain; long memory models; maximum likelihood; mean squared error; pseudo true parameter; time domain; Whittle
    Scope: 1 Online-Ressource (circa 36 Seiten), Illustrationen
  2. Weighting for non-monotonic response pattern in longitudinal surveys
    Author: Sadig, Husam
    Published: 2014
    Publisher:  ISER, [Colchester]

    In longitudinal studies, analysis can be based on any one of a large number of wavecombinations. However, only one set of non-response weights (often based on respondents from all waves up to the latest) is typically offered on public use data files.... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 169 (2014,34)
    Inter-library loan:
    No inter-library loan

     

    In longitudinal studies, analysis can be based on any one of a large number of wavecombinations. However, only one set of non-response weights (often based on respondents from all waves up to the latest) is typically offered on public use data files. We refer to this as a single weighting strategy (SWS). This paper uses data from the British Household Panel Survey to illustrate the limitations of the SWS. We evaluate the effect of designing weights based on response to wave-combinations concerned with the same module of questions. The analysis shows that the use of SWS may lead to an unnecessary loss of respondents if used with a different combination of waves. This leads to less precision on some, but not all, of the survey estimates.

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/126483
    Series: ISER Working Paper Series ; 2014-34
    Subjects: Non-response error; bias; precision; weighting; attrition
    Scope: Online-Ressource ([2], 48 S.), graph. Darst.