haku: @indexterm error estimation / yhteensä: 18
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| Tekijä: | Smith, R. J. Weale, M. R. Satchell, S. E. |
| Otsikko: | Measurement error with accounting constraints: Point and interval estimation for latent data with an application to U.K. gross domestic product |
| Lehti: | Review of Economic Studies
1998 : JAN, VOL. 65:1, p. 109-134 |
| Asiasana: | ACCOUNTING MEASUREMENT ERROR ESTIMATION DATA ANALYSIS |
| Kieli: | eng |
| Tiivistelmä: | This study presents a methodology for reconciling different measures of latent data which are subject to accounting constraints. The approach generalizes earlier methods by explicitly taking into account the possibility of serial correlation in the measurement errors. The study obtains a class of efficient estimators for latent data which depend on how much past and future information on the accounting discrepancies the investigator wishes to incorporate. An asymptotically efficient estimation method which in the limit uses all past and future information is presented. Simple linear regression techniques are given for the consistent estimation of the weight matrices applied to the accounting discrepancies in forming the estimator for the latent data ... |
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