✦ LIBER ✦
Recovering precision from seemingly redundant rounded data
✍ Scribed by Irwin L. Collier Jr.; Badi H. Baltagi
- Book ID
- 102843490
- Publisher
- John Wiley and Sons
- Year
- 1990
- Tongue
- English
- Weight
- 518 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0277-6693
No coin nor oath required. For personal study only.
✦ Synopsis
Economic time series from the socialist economies of Eastern Europe and the Soviet Union are often not available. Instead, a matrix of rounded growth indexes for different base years is published. Using the constrained least squares and feasible GLS estimators developed in this paper, it is possible to predict the true matrix of growth indexes with greatly improved accuracy.