Benchmarking Large Accounting Frameworks: A Generalized Multivariate Model

Bikker, Reinier; Daalmans, Jacco; Mushkudiani, Nino

doi:10.1080/09535314.2013.801010

Cited by 20 publications

(24 citation statements)

References 13 publications

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“…The generalized multivariate Denton model used in this paper for the labour data example, was developed for the reconciliation of Dutch supply and use tables (see [1]). This model has many attractive properties for the practical applications; The model can combine proportional and additive methods, can handle applications of extremely large multivariate data sets and can include a wide range of relationships, by using hard and soft constraints, equality and inequality constraints and reliability weights; The method is implemented in the production process at Statistics Netherlands, and made reconciliation of SUT more transparant and efficient.…”

Section: Discussionmentioning

confidence: 99%

“…The weight of this linearized ratio v * dij , can be derived from v dij , x ijt and y ijt , see [1]. Soft linearized ratios can be incorporated in the model by adding the following term to the objective function…”

Section: Reconciliation Modelmentioning

confidence: 99%

“…Then the hard constraint in (10) will become a soft constraint: The model defined here is quite simple. An extended model which includes proportional and additive functions, hard and soft and equality and inequality constraints, reliability weights and allows some missingness in data is described in [1].…”

Section: Reconciliation Modelmentioning

confidence: 99%

“…The model is applied in a time series setting where it is important to preserve movements as well as possible. These movements can be defined as additive first-order differences or as proportional first-order differences in the sense that in a multivariate setting the different time series can be reconciled using either the additive or the proportional method (see [1]). …”

Section: Introductionmentioning

confidence: 99%

See 3 more Smart Citations

Reconciliation of labour market statistics using macro-integration

Mushkudiani¹,

Daalmans²,

Pannekoek

2015

SJI

Self Cite

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Abstract. Macro-integration techniques are used for the reconciliation of macro figures, usually in the form of large multidimensional tabulations, obtained from different sources. Traditionally these techniques have been extensively applied in the area of macro-economics, especially in the compilation of the National Accounts. Methods for macro-integration have developed over the years to become very versatile techniques for integration of data from different sources at the macro level. Applications in other domains than macro-economics seem promising. In this paper we present an application to labour market data from two sources, an administrative one and a survey, with slightly different definitions and different frequencies of reporting (monthly, quarterly). The purpose is to combine these estimates to form a single monthly estimate. Depending on the specification of the macro-integration model several alternatives for obtaining such estimates are derived.

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Section: Discussionmentioning

confidence: 99%

Section: Reconciliation Modelmentioning

confidence: 99%

Section: Reconciliation Modelmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

See 2 more Smart Citations

Reconciliation of labour market statistics using macro-integration

Mushkudiani¹,

Daalmans²,

Pannekoek

2015

SJI

Self Cite

View full text Add to dashboard Cite

show abstract

“…Having in mind the nature of the problem, we can use classical decomposition, linear dynamic models or spectral analysis (more details of these methods can be found in, e.g. Green (2008), Pankratz (1991), Wei (2006), Anderson (1976), and Granger and Newbold (1986), Proietti (2011), Bikker (2013). This paper offers one option for the utilization of the available short-term survey results in deriving estimates of the quarterly values from the underlying model.…”

Section: Formulation Of Problemmentioning

confidence: 99%

Option for Predicting the Czech Republic’S Foreign Trade Time Series as Components in Gross Domestic Product

Marek

Hronová

Hindis

2017

Statistics in Transition New Series

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This paper analyses the time series observed for the foreign trade of the Czech Republic (CR) and predictions in such series with the aid of the SARIMA and transfer-function models. Our goal is to find models suitable for describing the time series of the exports and imports of goods and services from/to the CR and to subsequently use these models for predictions in quarterly estimates of the gross domestic product (GDP) component resources and utilization. As a result we get suitable models with a time lag, and predictions in the time series of the CR exports and imports several months ahead.Key words: transfer-function models, SARIMA models, quarterly estimates of the Gross Domestic Product (GDP), imports and exports of goods and services, exchange rate.

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On the Use of Proxy Variables in Combining Register and Survey Data

Zhang

2021

Administrative Records for Survey Methodology

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Benchmarking Large Accounting Frameworks: A Generalized Multivariate Model

Cited by 20 publications

References 13 publications

Reconciliation of labour market statistics using macro-integration

Reconciliation of labour market statistics using macro-integration

Option for Predicting the Czech Republic’S Foreign Trade Time Series as Components in Gross Domestic Product

On the Use of Proxy Variables in Combining Register and Survey Data

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